ECBOT 10 Year T-Note Future June 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 |
110-045 |
110-140 |
0-095 |
0.3% |
111-250 |
| High |
110-220 |
110-265 |
0-045 |
0.1% |
111-310 |
| Low |
110-015 |
110-085 |
0-070 |
0.2% |
109-310 |
| Close |
110-140 |
110-125 |
-0-015 |
0.0% |
110-025 |
| Range |
0-205 |
0-180 |
-0-025 |
-12.2% |
2-000 |
| ATR |
0-190 |
0-189 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,804,600 |
1,864,162 |
59,562 |
3.3% |
8,916,616 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-058 |
111-272 |
110-224 |
|
| R3 |
111-198 |
111-092 |
110-174 |
|
| R2 |
111-018 |
111-018 |
110-158 |
|
| R1 |
110-232 |
110-232 |
110-142 |
110-195 |
| PP |
110-158 |
110-158 |
110-158 |
110-140 |
| S1 |
110-052 |
110-052 |
110-108 |
110-015 |
| S2 |
109-298 |
109-298 |
110-092 |
|
| S3 |
109-118 |
109-192 |
110-076 |
|
| S4 |
108-258 |
109-012 |
110-026 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-215 |
115-120 |
111-057 |
|
| R3 |
114-215 |
113-120 |
110-201 |
|
| R2 |
112-215 |
112-215 |
110-142 |
|
| R1 |
111-120 |
111-120 |
110-084 |
111-008 |
| PP |
110-215 |
110-215 |
110-215 |
110-159 |
| S1 |
109-120 |
109-120 |
109-286 |
109-008 |
| S2 |
108-215 |
108-215 |
109-228 |
|
| S3 |
106-215 |
107-120 |
109-169 |
|
| S4 |
104-215 |
105-120 |
108-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-265 |
109-245 |
1-020 |
1.0% |
0-153 |
0.4% |
59% |
True |
False |
1,612,208 |
| 10 |
112-045 |
109-245 |
2-120 |
2.2% |
0-180 |
0.5% |
26% |
False |
False |
1,753,729 |
| 20 |
112-045 |
109-245 |
2-120 |
2.2% |
0-184 |
0.5% |
26% |
False |
False |
2,135,545 |
| 40 |
113-290 |
109-245 |
4-045 |
3.8% |
0-206 |
0.6% |
15% |
False |
False |
1,169,255 |
| 60 |
113-315 |
109-245 |
4-070 |
3.8% |
0-201 |
0.6% |
15% |
False |
False |
779,804 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-196 |
0.6% |
21% |
False |
False |
584,863 |
| 100 |
113-315 |
106-305 |
7-010 |
6.4% |
0-165 |
0.5% |
49% |
False |
False |
467,891 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-144 |
0.4% |
54% |
False |
False |
389,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-070 |
|
2.618 |
112-096 |
|
1.618 |
111-236 |
|
1.000 |
111-125 |
|
0.618 |
111-056 |
|
HIGH |
110-265 |
|
0.618 |
110-196 |
|
0.500 |
110-175 |
|
0.382 |
110-154 |
|
LOW |
110-085 |
|
0.618 |
109-294 |
|
1.000 |
109-225 |
|
1.618 |
109-114 |
|
2.618 |
108-254 |
|
4.250 |
107-280 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-175 |
110-119 |
| PP |
110-158 |
110-113 |
| S1 |
110-142 |
110-108 |
|