ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
109-260 |
109-190 |
-0-070 |
-0.2% |
111-085 |
| High |
109-270 |
109-220 |
-0-050 |
-0.1% |
111-120 |
| Low |
109-170 |
109-115 |
-0-055 |
-0.2% |
109-170 |
| Close |
109-195 |
109-115 |
-0-080 |
-0.2% |
109-195 |
| Range |
0-100 |
0-105 |
0-005 |
5.0% |
1-270 |
| ATR |
0-189 |
0-183 |
-0-006 |
-3.2% |
0-000 |
| Volume |
746 |
228 |
-518 |
-69.4% |
7,666 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-145 |
110-075 |
109-173 |
|
| R3 |
110-040 |
109-290 |
109-144 |
|
| R2 |
109-255 |
109-255 |
109-134 |
|
| R1 |
109-185 |
109-185 |
109-125 |
109-168 |
| PP |
109-150 |
109-150 |
109-150 |
109-141 |
| S1 |
109-080 |
109-080 |
109-105 |
109-062 |
| S2 |
109-045 |
109-045 |
109-096 |
|
| S3 |
108-260 |
108-295 |
109-086 |
|
| S4 |
108-155 |
108-190 |
109-057 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-225 |
114-160 |
110-200 |
|
| R3 |
113-275 |
112-210 |
110-037 |
|
| R2 |
112-005 |
112-005 |
109-303 |
|
| R1 |
110-260 |
110-260 |
109-249 |
110-158 |
| PP |
110-055 |
110-055 |
110-055 |
110-004 |
| S1 |
108-310 |
108-310 |
109-141 |
108-208 |
| S2 |
108-105 |
108-105 |
109-087 |
|
| S3 |
106-155 |
107-040 |
109-033 |
|
| S4 |
104-205 |
105-090 |
108-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-045 |
109-115 |
1-250 |
1.6% |
0-153 |
0.4% |
0% |
False |
True |
1,376 |
| 10 |
111-175 |
109-115 |
2-060 |
2.0% |
0-171 |
0.5% |
0% |
False |
True |
2,695 |
| 20 |
111-175 |
109-090 |
2-085 |
2.1% |
0-172 |
0.5% |
3% |
False |
False |
1,064,987 |
| 40 |
113-065 |
109-090 |
3-295 |
3.6% |
0-198 |
0.6% |
2% |
False |
False |
1,521,367 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-201 |
0.6% |
2% |
False |
False |
1,554,611 |
| 80 |
113-120 |
108-185 |
4-255 |
4.4% |
0-209 |
0.6% |
16% |
False |
False |
1,690,447 |
| 100 |
113-120 |
105-265 |
7-175 |
6.9% |
0-219 |
0.6% |
47% |
False |
False |
1,358,277 |
| 120 |
113-120 |
105-215 |
7-225 |
7.0% |
0-224 |
0.6% |
48% |
False |
False |
1,131,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-026 |
|
2.618 |
110-175 |
|
1.618 |
110-070 |
|
1.000 |
110-005 |
|
0.618 |
109-285 |
|
HIGH |
109-220 |
|
0.618 |
109-180 |
|
0.500 |
109-168 |
|
0.382 |
109-155 |
|
LOW |
109-115 |
|
0.618 |
109-050 |
|
1.000 |
109-010 |
|
1.618 |
108-265 |
|
2.618 |
108-160 |
|
4.250 |
107-309 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-168 |
109-295 |
| PP |
109-150 |
109-235 |
| S1 |
109-132 |
109-175 |
|