ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-140 |
110-130 |
-0-010 |
0.0% |
110-010 |
| High |
110-265 |
110-280 |
0-015 |
0.0% |
110-280 |
| Low |
110-085 |
110-125 |
0-040 |
0.1% |
109-245 |
| Close |
110-125 |
110-240 |
0-115 |
0.3% |
110-240 |
| Range |
0-180 |
0-155 |
-0-025 |
-13.9% |
1-035 |
| ATR |
0-189 |
0-187 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,864,162 |
1,352,658 |
-511,504 |
-27.4% |
7,785,333 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-040 |
111-295 |
111-005 |
|
| R3 |
111-205 |
111-140 |
110-283 |
|
| R2 |
111-050 |
111-050 |
110-268 |
|
| R1 |
110-305 |
110-305 |
110-254 |
111-018 |
| PP |
110-215 |
110-215 |
110-215 |
110-231 |
| S1 |
110-150 |
110-150 |
110-226 |
110-182 |
| S2 |
110-060 |
110-060 |
110-212 |
|
| S3 |
109-225 |
109-315 |
110-197 |
|
| S4 |
109-070 |
109-160 |
110-155 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-253 |
113-122 |
111-115 |
|
| R3 |
112-218 |
112-087 |
111-018 |
|
| R2 |
111-183 |
111-183 |
110-305 |
|
| R1 |
111-052 |
111-052 |
110-273 |
111-118 |
| PP |
110-148 |
110-148 |
110-148 |
110-181 |
| S1 |
110-017 |
110-017 |
110-207 |
110-082 |
| S2 |
109-113 |
109-113 |
110-175 |
|
| S3 |
108-078 |
108-302 |
110-142 |
|
| S4 |
107-043 |
107-267 |
110-045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-280 |
109-245 |
1-035 |
1.0% |
0-160 |
0.5% |
89% |
True |
False |
1,557,066 |
| 10 |
111-310 |
109-245 |
2-065 |
2.0% |
0-166 |
0.5% |
45% |
False |
False |
1,670,194 |
| 20 |
112-045 |
109-245 |
2-120 |
2.1% |
0-180 |
0.5% |
41% |
False |
False |
2,057,732 |
| 40 |
113-290 |
109-245 |
4-045 |
3.7% |
0-205 |
0.6% |
24% |
False |
False |
1,202,997 |
| 60 |
113-315 |
109-245 |
4-070 |
3.8% |
0-202 |
0.6% |
23% |
False |
False |
802,346 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-195 |
0.6% |
29% |
False |
False |
601,771 |
| 100 |
113-315 |
106-305 |
7-010 |
6.3% |
0-166 |
0.5% |
54% |
False |
False |
481,417 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-142 |
0.4% |
58% |
False |
False |
401,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-299 |
|
2.618 |
112-046 |
|
1.618 |
111-211 |
|
1.000 |
111-115 |
|
0.618 |
111-056 |
|
HIGH |
110-280 |
|
0.618 |
110-221 |
|
0.500 |
110-202 |
|
0.382 |
110-184 |
|
LOW |
110-125 |
|
0.618 |
110-029 |
|
1.000 |
109-290 |
|
1.618 |
109-194 |
|
2.618 |
109-039 |
|
4.250 |
108-106 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-228 |
110-209 |
| PP |
110-215 |
110-178 |
| S1 |
110-202 |
110-148 |
|