ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
111-125 |
110-260 |
-0-185 |
-0.5% |
110-145 |
| High |
111-130 |
111-015 |
-0-115 |
-0.3% |
111-075 |
| Low |
110-275 |
110-245 |
-0-030 |
-0.1% |
110-085 |
| Close |
110-280 |
111-000 |
0-040 |
0.1% |
111-055 |
| Range |
0-175 |
0-090 |
-0-085 |
-48.6% |
0-310 |
| ATR |
0-156 |
0-152 |
-0-005 |
-3.0% |
0-000 |
| Volume |
61 |
1 |
-60 |
-98.4% |
126 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-250 |
111-215 |
111-050 |
|
| R3 |
111-160 |
111-125 |
111-025 |
|
| R2 |
111-070 |
111-070 |
111-016 |
|
| R1 |
111-035 |
111-035 |
111-008 |
111-052 |
| PP |
110-300 |
110-300 |
110-300 |
110-309 |
| S1 |
110-265 |
110-265 |
110-312 |
110-282 |
| S2 |
110-210 |
110-210 |
110-304 |
|
| S3 |
110-120 |
110-175 |
110-295 |
|
| S4 |
110-030 |
110-085 |
110-270 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-255 |
113-145 |
111-226 |
|
| R3 |
112-265 |
112-155 |
111-140 |
|
| R2 |
111-275 |
111-275 |
111-112 |
|
| R1 |
111-165 |
111-165 |
111-083 |
111-220 |
| PP |
110-285 |
110-285 |
110-285 |
110-312 |
| S1 |
110-175 |
110-175 |
111-027 |
110-230 |
| S2 |
109-295 |
109-295 |
110-318 |
|
| S3 |
108-305 |
109-185 |
110-290 |
|
| S4 |
107-315 |
108-195 |
110-204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-130 |
110-170 |
0-280 |
0.8% |
0-119 |
0.3% |
54% |
False |
False |
24 |
| 10 |
111-260 |
110-085 |
1-175 |
1.4% |
0-125 |
0.4% |
47% |
False |
False |
56 |
| 20 |
112-250 |
110-085 |
2-165 |
2.3% |
0-144 |
0.4% |
29% |
False |
False |
77 |
| 40 |
114-055 |
110-085 |
3-290 |
3.5% |
0-132 |
0.4% |
19% |
False |
False |
46 |
| 60 |
114-055 |
110-085 |
3-290 |
3.5% |
0-107 |
0.3% |
19% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-078 |
|
2.618 |
111-251 |
|
1.618 |
111-161 |
|
1.000 |
111-105 |
|
0.618 |
111-071 |
|
HIGH |
111-015 |
|
0.618 |
110-301 |
|
0.500 |
110-290 |
|
0.382 |
110-279 |
|
LOW |
110-245 |
|
0.618 |
110-189 |
|
1.000 |
110-155 |
|
1.618 |
110-099 |
|
2.618 |
110-009 |
|
4.250 |
109-182 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-310 |
111-028 |
| PP |
110-300 |
111-018 |
| S1 |
110-290 |
111-009 |
|