ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-225 |
110-290 |
0-065 |
0.2% |
112-030 |
| High |
111-000 |
111-065 |
0-065 |
0.2% |
112-075 |
| Low |
110-170 |
110-225 |
0-055 |
0.2% |
110-150 |
| Close |
110-290 |
110-255 |
-0-035 |
-0.1% |
110-175 |
| Range |
0-150 |
0-160 |
0-010 |
6.7% |
1-245 |
| ATR |
0-156 |
0-156 |
0-000 |
0.2% |
0-000 |
| Volume |
29 |
24 |
-5 |
-17.2% |
440 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-128 |
112-032 |
111-023 |
|
| R3 |
111-288 |
111-192 |
110-299 |
|
| R2 |
111-128 |
111-128 |
110-284 |
|
| R1 |
111-032 |
111-032 |
110-270 |
111-000 |
| PP |
110-288 |
110-288 |
110-288 |
110-272 |
| S1 |
110-192 |
110-192 |
110-240 |
110-160 |
| S2 |
110-128 |
110-128 |
110-226 |
|
| S3 |
109-288 |
110-032 |
110-211 |
|
| S4 |
109-128 |
109-192 |
110-167 |
|
|
| 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 |
111-065 |
110-085 |
0-300 |
0.8% |
0-112 |
0.3% |
57% |
True |
False |
27 |
| 10 |
112-250 |
110-085 |
2-165 |
2.3% |
0-146 |
0.4% |
21% |
False |
False |
95 |
| 20 |
112-250 |
110-085 |
2-165 |
2.3% |
0-154 |
0.4% |
21% |
False |
False |
79 |
| 40 |
114-055 |
110-085 |
3-290 |
3.5% |
0-131 |
0.4% |
14% |
False |
False |
45 |
| 60 |
114-145 |
110-085 |
4-060 |
3.8% |
0-102 |
0.3% |
13% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-105 |
|
2.618 |
112-164 |
|
1.618 |
112-004 |
|
1.000 |
111-225 |
|
0.618 |
111-164 |
|
HIGH |
111-065 |
|
0.618 |
111-004 |
|
0.500 |
110-305 |
|
0.382 |
110-286 |
|
LOW |
110-225 |
|
0.618 |
110-126 |
|
1.000 |
110-065 |
|
1.618 |
109-286 |
|
2.618 |
109-126 |
|
4.250 |
108-185 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-305 |
110-265 |
| PP |
110-288 |
110-262 |
| S1 |
110-272 |
110-258 |
|