ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-160 |
110-225 |
0-065 |
0.2% |
112-030 |
| High |
110-200 |
111-000 |
0-120 |
0.3% |
112-075 |
| Low |
110-145 |
110-170 |
0-025 |
0.1% |
110-150 |
| Close |
110-190 |
110-290 |
0-100 |
0.3% |
110-175 |
| Range |
0-055 |
0-150 |
0-095 |
172.7% |
1-245 |
| ATR |
0-156 |
0-156 |
0-000 |
-0.3% |
0-000 |
| Volume |
22 |
29 |
7 |
31.8% |
440 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-070 |
112-010 |
111-052 |
|
| R3 |
111-240 |
111-180 |
111-011 |
|
| R2 |
111-090 |
111-090 |
110-318 |
|
| R1 |
111-030 |
111-030 |
110-304 |
111-060 |
| PP |
110-260 |
110-260 |
110-260 |
110-275 |
| S1 |
110-200 |
110-200 |
110-276 |
110-230 |
| S2 |
110-110 |
110-110 |
110-262 |
|
| S3 |
109-280 |
110-050 |
110-249 |
|
| S4 |
109-130 |
109-220 |
110-208 |
|
|
| 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 |
111-140 |
110-085 |
1-055 |
1.1% |
0-131 |
0.4% |
55% |
False |
False |
84 |
| 10 |
112-250 |
110-085 |
2-165 |
2.3% |
0-146 |
0.4% |
25% |
False |
False |
94 |
| 20 |
112-250 |
110-085 |
2-165 |
2.3% |
0-149 |
0.4% |
25% |
False |
False |
78 |
| 40 |
114-055 |
110-085 |
3-290 |
3.5% |
0-133 |
0.4% |
16% |
False |
False |
45 |
| 60 |
114-145 |
110-085 |
4-060 |
3.8% |
0-099 |
0.3% |
15% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-318 |
|
2.618 |
112-073 |
|
1.618 |
111-243 |
|
1.000 |
111-150 |
|
0.618 |
111-093 |
|
HIGH |
111-000 |
|
0.618 |
110-263 |
|
0.500 |
110-245 |
|
0.382 |
110-227 |
|
LOW |
110-170 |
|
0.618 |
110-077 |
|
1.000 |
110-020 |
|
1.618 |
109-247 |
|
2.618 |
109-097 |
|
4.250 |
108-172 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-275 |
110-261 |
| PP |
110-260 |
110-232 |
| S1 |
110-245 |
110-202 |
|