ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-010 |
109-300 |
-0-030 |
-0.1% |
111-250 |
| High |
110-055 |
110-080 |
0-025 |
0.1% |
111-310 |
| Low |
109-245 |
109-270 |
0-025 |
0.1% |
109-310 |
| Close |
109-260 |
110-045 |
0-105 |
0.3% |
110-025 |
| Range |
0-130 |
0-130 |
0-000 |
0.0% |
2-000 |
| ATR |
0-193 |
0-189 |
-0-004 |
-2.0% |
0-000 |
| Volume |
1,279,370 |
1,484,543 |
205,173 |
16.0% |
8,916,616 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-095 |
111-040 |
110-116 |
|
| R3 |
110-285 |
110-230 |
110-081 |
|
| R2 |
110-155 |
110-155 |
110-069 |
|
| R1 |
110-100 |
110-100 |
110-057 |
110-128 |
| PP |
110-025 |
110-025 |
110-025 |
110-039 |
| S1 |
109-290 |
109-290 |
110-033 |
109-318 |
| S2 |
109-215 |
109-215 |
110-021 |
|
| S3 |
109-085 |
109-160 |
110-009 |
|
| S4 |
108-275 |
109-030 |
109-294 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-215 |
115-120 |
111-057 |
|
| R3 |
114-215 |
113-120 |
110-201 |
|
| R2 |
112-215 |
112-215 |
110-142 |
|
| R1 |
111-120 |
111-120 |
110-084 |
111-008 |
| PP |
110-215 |
110-215 |
110-215 |
110-159 |
| S1 |
109-120 |
109-120 |
109-286 |
109-008 |
| S2 |
108-215 |
108-215 |
109-228 |
|
| S3 |
106-215 |
107-120 |
109-169 |
|
| S4 |
104-215 |
105-120 |
108-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-105 |
109-245 |
1-180 |
1.4% |
0-153 |
0.4% |
24% |
False |
False |
1,638,760 |
| 10 |
112-045 |
109-245 |
2-120 |
2.2% |
0-178 |
0.5% |
16% |
False |
False |
1,811,685 |
| 20 |
112-045 |
109-245 |
2-120 |
2.2% |
0-181 |
0.5% |
16% |
False |
False |
2,120,737 |
| 40 |
113-290 |
109-245 |
4-045 |
3.8% |
0-205 |
0.6% |
9% |
False |
False |
1,077,642 |
| 60 |
113-315 |
109-245 |
4-070 |
3.8% |
0-199 |
0.6% |
9% |
False |
False |
718,660 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-191 |
0.5% |
15% |
False |
False |
539,004 |
| 100 |
113-315 |
106-155 |
7-160 |
6.8% |
0-162 |
0.5% |
49% |
False |
False |
431,203 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-141 |
0.4% |
50% |
False |
False |
359,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-312 |
|
2.618 |
111-100 |
|
1.618 |
110-290 |
|
1.000 |
110-210 |
|
0.618 |
110-160 |
|
HIGH |
110-080 |
|
0.618 |
110-030 |
|
0.500 |
110-015 |
|
0.382 |
110-000 |
|
LOW |
109-270 |
|
0.618 |
109-190 |
|
1.000 |
109-140 |
|
1.618 |
109-060 |
|
2.618 |
108-250 |
|
4.250 |
108-038 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-035 |
110-036 |
| PP |
110-025 |
110-027 |
| S1 |
110-015 |
110-018 |
|