ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
109-300 |
110-045 |
0-065 |
0.2% |
111-250 |
| High |
110-080 |
110-220 |
0-140 |
0.4% |
111-310 |
| Low |
109-270 |
110-015 |
0-065 |
0.2% |
109-310 |
| Close |
110-045 |
110-140 |
0-095 |
0.3% |
110-025 |
| Range |
0-130 |
0-205 |
0-075 |
57.7% |
2-000 |
| ATR |
0-189 |
0-190 |
0-001 |
0.6% |
0-000 |
| Volume |
1,484,543 |
1,804,600 |
320,057 |
21.6% |
8,916,616 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-100 |
112-005 |
110-253 |
|
| R3 |
111-215 |
111-120 |
110-196 |
|
| R2 |
111-010 |
111-010 |
110-178 |
|
| R1 |
110-235 |
110-235 |
110-159 |
110-282 |
| PP |
110-125 |
110-125 |
110-125 |
110-149 |
| S1 |
110-030 |
110-030 |
110-121 |
110-078 |
| S2 |
109-240 |
109-240 |
110-102 |
|
| S3 |
109-035 |
109-145 |
110-084 |
|
| S4 |
108-150 |
108-260 |
110-027 |
|
|
| 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 |
110-305 |
109-245 |
1-060 |
1.1% |
0-166 |
0.5% |
57% |
False |
False |
1,699,661 |
| 10 |
112-045 |
109-245 |
2-120 |
2.2% |
0-178 |
0.5% |
28% |
False |
False |
1,760,907 |
| 20 |
112-045 |
109-245 |
2-120 |
2.2% |
0-182 |
0.5% |
28% |
False |
False |
2,172,109 |
| 40 |
113-290 |
109-245 |
4-045 |
3.7% |
0-207 |
0.6% |
16% |
False |
False |
1,122,680 |
| 60 |
113-315 |
109-245 |
4-070 |
3.8% |
0-200 |
0.6% |
16% |
False |
False |
748,736 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-194 |
0.5% |
22% |
False |
False |
561,561 |
| 100 |
113-315 |
106-305 |
7-010 |
6.4% |
0-164 |
0.5% |
50% |
False |
False |
449,249 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-142 |
0.4% |
54% |
False |
False |
374,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-131 |
|
2.618 |
112-117 |
|
1.618 |
111-232 |
|
1.000 |
111-105 |
|
0.618 |
111-027 |
|
HIGH |
110-220 |
|
0.618 |
110-142 |
|
0.500 |
110-118 |
|
0.382 |
110-093 |
|
LOW |
110-015 |
|
0.618 |
109-208 |
|
1.000 |
109-130 |
|
1.618 |
109-003 |
|
2.618 |
108-118 |
|
4.250 |
107-104 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-132 |
110-118 |
| PP |
110-125 |
110-095 |
| S1 |
110-118 |
110-072 |
|