ECBOT 10 Year T-Note Future September 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 |
110-305 |
111-040 |
0-055 |
0.2% |
111-125 |
High |
111-105 |
111-080 |
-0-025 |
-0.1% |
111-130 |
Low |
110-290 |
110-315 |
0-025 |
0.1% |
110-245 |
Close |
111-090 |
111-055 |
-0-035 |
-0.1% |
111-055 |
Range |
0-135 |
0-085 |
-0-050 |
-37.0% |
0-205 |
ATR |
0-150 |
0-146 |
-0-004 |
-2.6% |
0-000 |
Volume |
104 |
71 |
-33 |
-31.7% |
237 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-298 |
111-262 |
111-102 |
|
R3 |
111-213 |
111-177 |
111-078 |
|
R2 |
111-128 |
111-128 |
111-071 |
|
R1 |
111-092 |
111-092 |
111-063 |
111-110 |
PP |
111-043 |
111-043 |
111-043 |
111-052 |
S1 |
111-007 |
111-007 |
111-047 |
111-025 |
S2 |
110-278 |
110-278 |
111-039 |
|
S3 |
110-193 |
110-242 |
111-032 |
|
S4 |
110-108 |
110-157 |
111-008 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-012 |
112-238 |
111-168 |
|
R3 |
112-127 |
112-033 |
111-111 |
|
R2 |
111-242 |
111-242 |
111-093 |
|
R1 |
111-148 |
111-148 |
111-074 |
111-092 |
PP |
111-037 |
111-037 |
111-037 |
111-009 |
S1 |
110-263 |
110-263 |
111-036 |
110-208 |
S2 |
110-152 |
110-152 |
111-017 |
|
S3 |
109-267 |
110-058 |
110-319 |
|
S4 |
109-062 |
109-173 |
110-262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-130 |
110-245 |
0-205 |
0.6% |
0-101 |
0.3% |
63% |
False |
False |
48 |
10 |
111-130 |
110-085 |
1-045 |
1.0% |
0-106 |
0.3% |
79% |
False |
False |
38 |
20 |
112-250 |
110-085 |
2-165 |
2.3% |
0-141 |
0.4% |
36% |
False |
False |
80 |
40 |
114-055 |
110-085 |
3-290 |
3.5% |
0-136 |
0.4% |
23% |
False |
False |
50 |
60 |
114-055 |
110-085 |
3-290 |
3.5% |
0-110 |
0.3% |
23% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-121 |
2.618 |
111-303 |
1.618 |
111-218 |
1.000 |
111-165 |
0.618 |
111-133 |
HIGH |
111-080 |
0.618 |
111-048 |
0.500 |
111-038 |
0.382 |
111-027 |
LOW |
110-315 |
0.618 |
110-262 |
1.000 |
110-230 |
1.618 |
110-177 |
2.618 |
110-092 |
4.250 |
109-274 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
111-049 |
111-042 |
PP |
111-043 |
111-028 |
S1 |
111-038 |
111-015 |
|