ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-130 |
110-275 |
0-145 |
0.4% |
110-010 |
| High |
110-280 |
110-300 |
0-020 |
0.1% |
110-280 |
| Low |
110-125 |
110-150 |
0-025 |
0.1% |
109-245 |
| Close |
110-240 |
110-165 |
-0-075 |
-0.2% |
110-240 |
| Range |
0-155 |
0-150 |
-0-005 |
-3.2% |
1-035 |
| ATR |
0-187 |
0-184 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,352,658 |
1,123,679 |
-228,979 |
-16.9% |
7,785,333 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-015 |
111-240 |
110-248 |
|
| R3 |
111-185 |
111-090 |
110-206 |
|
| R2 |
111-035 |
111-035 |
110-192 |
|
| R1 |
110-260 |
110-260 |
110-179 |
110-232 |
| PP |
110-205 |
110-205 |
110-205 |
110-191 |
| S1 |
110-110 |
110-110 |
110-151 |
110-082 |
| S2 |
110-055 |
110-055 |
110-138 |
|
| S3 |
109-225 |
109-280 |
110-124 |
|
| S4 |
109-075 |
109-130 |
110-082 |
|
|
| 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 |
110-300 |
109-270 |
1-030 |
1.0% |
0-164 |
0.5% |
61% |
True |
False |
1,525,928 |
| 10 |
111-240 |
109-245 |
1-315 |
1.8% |
0-167 |
0.5% |
38% |
False |
False |
1,648,208 |
| 20 |
112-045 |
109-245 |
2-120 |
2.1% |
0-178 |
0.5% |
32% |
False |
False |
1,884,914 |
| 40 |
113-290 |
109-245 |
4-045 |
3.7% |
0-204 |
0.6% |
18% |
False |
False |
1,231,023 |
| 60 |
113-290 |
109-245 |
4-045 |
3.7% |
0-201 |
0.6% |
18% |
False |
False |
821,059 |
| 80 |
113-315 |
109-245 |
4-070 |
3.8% |
0-192 |
0.5% |
18% |
False |
False |
615,816 |
| 100 |
113-315 |
106-305 |
7-010 |
6.4% |
0-167 |
0.5% |
51% |
False |
False |
492,654 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-144 |
0.4% |
55% |
False |
False |
410,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-298 |
|
2.618 |
112-053 |
|
1.618 |
111-223 |
|
1.000 |
111-130 |
|
0.618 |
111-073 |
|
HIGH |
110-300 |
|
0.618 |
110-243 |
|
0.500 |
110-225 |
|
0.382 |
110-207 |
|
LOW |
110-150 |
|
0.618 |
110-057 |
|
1.000 |
110-000 |
|
1.618 |
109-227 |
|
2.618 |
109-077 |
|
4.250 |
108-152 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-225 |
110-192 |
| PP |
110-205 |
110-183 |
| S1 |
110-185 |
110-174 |
|