ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-275 |
110-180 |
-0-095 |
-0.3% |
110-010 |
| High |
110-300 |
110-235 |
-0-065 |
-0.2% |
110-280 |
| Low |
110-150 |
110-115 |
-0-035 |
-0.1% |
109-245 |
| Close |
110-165 |
110-205 |
0-040 |
0.1% |
110-240 |
| Range |
0-150 |
0-120 |
-0-030 |
-20.0% |
1-035 |
| ATR |
0-184 |
0-180 |
-0-005 |
-2.5% |
0-000 |
| Volume |
1,123,679 |
1,308,297 |
184,618 |
16.4% |
7,785,333 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-225 |
111-175 |
110-271 |
|
| R3 |
111-105 |
111-055 |
110-238 |
|
| R2 |
110-305 |
110-305 |
110-227 |
|
| R1 |
110-255 |
110-255 |
110-216 |
110-280 |
| PP |
110-185 |
110-185 |
110-185 |
110-198 |
| S1 |
110-135 |
110-135 |
110-194 |
110-160 |
| S2 |
110-065 |
110-065 |
110-183 |
|
| S3 |
109-265 |
110-015 |
110-172 |
|
| S4 |
109-145 |
109-215 |
110-139 |
|
|
| 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 |
110-015 |
0-285 |
0.8% |
0-162 |
0.5% |
67% |
False |
False |
1,490,679 |
| 10 |
111-105 |
109-245 |
1-180 |
1.4% |
0-158 |
0.4% |
56% |
False |
False |
1,564,720 |
| 20 |
112-045 |
109-245 |
2-120 |
2.1% |
0-178 |
0.5% |
37% |
False |
False |
1,828,934 |
| 40 |
113-290 |
109-245 |
4-045 |
3.7% |
0-202 |
0.6% |
21% |
False |
False |
1,263,679 |
| 60 |
113-290 |
109-245 |
4-045 |
3.7% |
0-201 |
0.6% |
21% |
False |
False |
842,847 |
| 80 |
113-315 |
109-245 |
4-070 |
3.8% |
0-193 |
0.5% |
21% |
False |
False |
632,170 |
| 100 |
113-315 |
107-215 |
6-100 |
5.7% |
0-168 |
0.5% |
47% |
False |
False |
505,737 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-145 |
0.4% |
57% |
False |
False |
421,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-105 |
|
2.618 |
111-229 |
|
1.618 |
111-109 |
|
1.000 |
111-035 |
|
0.618 |
110-309 |
|
HIGH |
110-235 |
|
0.618 |
110-189 |
|
0.500 |
110-175 |
|
0.382 |
110-161 |
|
LOW |
110-115 |
|
0.618 |
110-041 |
|
1.000 |
109-315 |
|
1.618 |
109-241 |
|
2.618 |
109-121 |
|
4.250 |
108-245 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-195 |
110-208 |
| PP |
110-185 |
110-207 |
| S1 |
110-175 |
110-206 |
|