ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-145 |
110-160 |
0-015 |
0.0% |
112-030 |
| High |
110-195 |
110-200 |
0-005 |
0.0% |
112-075 |
| Low |
110-085 |
110-145 |
0-060 |
0.2% |
110-150 |
| Close |
110-090 |
110-190 |
0-100 |
0.3% |
110-175 |
| Range |
0-110 |
0-055 |
-0-055 |
-50.0% |
1-245 |
| ATR |
0-160 |
0-156 |
-0-004 |
-2.2% |
0-000 |
| Volume |
46 |
22 |
-24 |
-52.2% |
440 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-023 |
111-002 |
110-220 |
|
| R3 |
110-288 |
110-267 |
110-205 |
|
| R2 |
110-233 |
110-233 |
110-200 |
|
| R1 |
110-212 |
110-212 |
110-195 |
110-222 |
| PP |
110-178 |
110-178 |
110-178 |
110-184 |
| S1 |
110-157 |
110-157 |
110-185 |
110-168 |
| S2 |
110-123 |
110-123 |
110-180 |
|
| S3 |
110-068 |
110-102 |
110-175 |
|
| S4 |
110-013 |
110-047 |
110-160 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-122 |
115-073 |
111-166 |
|
| R3 |
114-197 |
113-148 |
111-010 |
|
| R2 |
112-272 |
112-272 |
110-279 |
|
| R1 |
111-223 |
111-223 |
110-227 |
111-125 |
| PP |
111-027 |
111-027 |
111-027 |
110-298 |
| S1 |
109-298 |
109-298 |
110-123 |
109-200 |
| S2 |
109-102 |
109-102 |
110-071 |
|
| S3 |
107-177 |
108-053 |
110-020 |
|
| S4 |
105-252 |
106-128 |
109-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-260 |
110-085 |
1-175 |
1.4% |
0-131 |
0.4% |
21% |
False |
False |
89 |
| 10 |
112-250 |
110-085 |
2-165 |
2.3% |
0-150 |
0.4% |
13% |
False |
False |
96 |
| 20 |
112-250 |
110-085 |
2-165 |
2.3% |
0-149 |
0.4% |
13% |
False |
False |
78 |
| 40 |
114-055 |
110-085 |
3-290 |
3.5% |
0-130 |
0.4% |
8% |
False |
False |
44 |
| 60 |
114-145 |
110-085 |
4-060 |
3.8% |
0-097 |
0.3% |
8% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-114 |
|
2.618 |
111-024 |
|
1.618 |
110-289 |
|
1.000 |
110-255 |
|
0.618 |
110-234 |
|
HIGH |
110-200 |
|
0.618 |
110-179 |
|
0.500 |
110-172 |
|
0.382 |
110-166 |
|
LOW |
110-145 |
|
0.618 |
110-111 |
|
1.000 |
110-090 |
|
1.618 |
110-056 |
|
2.618 |
110-001 |
|
4.250 |
109-231 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-184 |
110-180 |
| PP |
110-178 |
110-170 |
| S1 |
110-172 |
110-160 |
|