ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-180 |
110-210 |
0-030 |
0.1% |
110-010 |
| High |
110-235 |
110-315 |
0-080 |
0.2% |
110-280 |
| Low |
110-115 |
110-180 |
0-065 |
0.2% |
109-245 |
| Close |
110-205 |
110-280 |
0-075 |
0.2% |
110-240 |
| Range |
0-120 |
0-135 |
0-015 |
12.5% |
1-035 |
| ATR |
0-180 |
0-177 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,308,297 |
1,466,914 |
158,617 |
12.1% |
7,785,333 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-023 |
111-287 |
111-034 |
|
| R3 |
111-208 |
111-152 |
110-317 |
|
| R2 |
111-073 |
111-073 |
110-305 |
|
| R1 |
111-017 |
111-017 |
110-292 |
111-045 |
| PP |
110-258 |
110-258 |
110-258 |
110-272 |
| S1 |
110-202 |
110-202 |
110-268 |
110-230 |
| S2 |
110-123 |
110-123 |
110-255 |
|
| S3 |
109-308 |
110-067 |
110-243 |
|
| S4 |
109-173 |
109-252 |
110-206 |
|
|
| 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 |
110-315 |
110-085 |
0-230 |
0.6% |
0-148 |
0.4% |
85% |
True |
False |
1,423,142 |
| 10 |
110-315 |
109-245 |
1-070 |
1.1% |
0-157 |
0.4% |
91% |
True |
False |
1,561,401 |
| 20 |
112-045 |
109-245 |
2-120 |
2.1% |
0-179 |
0.5% |
47% |
False |
False |
1,810,375 |
| 40 |
113-290 |
109-245 |
4-045 |
3.7% |
0-202 |
0.6% |
27% |
False |
False |
1,300,137 |
| 60 |
113-290 |
109-245 |
4-045 |
3.7% |
0-201 |
0.6% |
27% |
False |
False |
867,281 |
| 80 |
113-315 |
109-245 |
4-070 |
3.8% |
0-192 |
0.5% |
26% |
False |
False |
650,505 |
| 100 |
113-315 |
108-100 |
5-215 |
5.1% |
0-170 |
0.5% |
45% |
False |
False |
520,406 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-146 |
0.4% |
60% |
False |
False |
433,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-249 |
|
2.618 |
112-028 |
|
1.618 |
111-213 |
|
1.000 |
111-130 |
|
0.618 |
111-078 |
|
HIGH |
110-315 |
|
0.618 |
110-263 |
|
0.500 |
110-248 |
|
0.382 |
110-232 |
|
LOW |
110-180 |
|
0.618 |
110-097 |
|
1.000 |
110-045 |
|
1.618 |
109-282 |
|
2.618 |
109-147 |
|
4.250 |
108-246 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-269 |
110-258 |
| PP |
110-258 |
110-237 |
| S1 |
110-248 |
110-215 |
|