ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-210 |
110-285 |
0-075 |
0.2% |
110-275 |
| High |
110-315 |
110-285 |
-0-030 |
-0.1% |
110-315 |
| Low |
110-180 |
110-170 |
-0-010 |
0.0% |
110-115 |
| Close |
110-280 |
110-255 |
-0-025 |
-0.1% |
110-255 |
| Range |
0-135 |
0-115 |
-0-020 |
-14.8% |
0-200 |
| ATR |
0-177 |
0-172 |
-0-004 |
-2.5% |
0-000 |
| Volume |
1,466,914 |
1,851,548 |
384,634 |
26.2% |
5,750,438 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-262 |
111-213 |
110-318 |
|
| R3 |
111-147 |
111-098 |
110-287 |
|
| R2 |
111-032 |
111-032 |
110-276 |
|
| R1 |
110-303 |
110-303 |
110-266 |
110-270 |
| PP |
110-237 |
110-237 |
110-237 |
110-220 |
| S1 |
110-188 |
110-188 |
110-244 |
110-155 |
| S2 |
110-122 |
110-122 |
110-234 |
|
| S3 |
110-007 |
110-073 |
110-223 |
|
| S4 |
109-212 |
109-278 |
110-192 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-188 |
112-102 |
111-045 |
|
| R3 |
111-308 |
111-222 |
110-310 |
|
| R2 |
111-108 |
111-108 |
110-292 |
|
| R1 |
111-022 |
111-022 |
110-273 |
110-285 |
| PP |
110-228 |
110-228 |
110-228 |
110-200 |
| S1 |
110-142 |
110-142 |
110-237 |
110-085 |
| S2 |
110-028 |
110-028 |
110-218 |
|
| S3 |
109-148 |
109-262 |
110-200 |
|
| S4 |
108-268 |
109-062 |
110-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-315 |
110-115 |
0-200 |
0.6% |
0-135 |
0.4% |
70% |
False |
False |
1,420,619 |
| 10 |
110-315 |
109-245 |
1-070 |
1.1% |
0-144 |
0.4% |
85% |
False |
False |
1,516,414 |
| 20 |
112-045 |
109-245 |
2-120 |
2.1% |
0-174 |
0.5% |
43% |
False |
False |
1,747,481 |
| 40 |
113-290 |
109-245 |
4-045 |
3.7% |
0-197 |
0.6% |
25% |
False |
False |
1,346,098 |
| 60 |
113-290 |
109-245 |
4-045 |
3.7% |
0-200 |
0.6% |
25% |
False |
False |
898,138 |
| 80 |
113-315 |
109-245 |
4-070 |
3.8% |
0-191 |
0.5% |
24% |
False |
False |
673,650 |
| 100 |
113-315 |
108-130 |
5-185 |
5.0% |
0-169 |
0.5% |
43% |
False |
False |
538,921 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-147 |
0.4% |
59% |
False |
False |
449,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-134 |
|
2.618 |
111-266 |
|
1.618 |
111-151 |
|
1.000 |
111-080 |
|
0.618 |
111-036 |
|
HIGH |
110-285 |
|
0.618 |
110-241 |
|
0.500 |
110-228 |
|
0.382 |
110-214 |
|
LOW |
110-170 |
|
0.618 |
110-099 |
|
1.000 |
110-055 |
|
1.618 |
109-304 |
|
2.618 |
109-189 |
|
4.250 |
109-001 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-246 |
110-242 |
| PP |
110-237 |
110-228 |
| S1 |
110-228 |
110-215 |
|