ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
110-255 |
110-015 |
-0-240 |
-0.7% |
110-275 |
| High |
110-290 |
110-030 |
-0-260 |
-0.7% |
110-315 |
| Low |
109-275 |
109-145 |
-0-130 |
-0.4% |
110-115 |
| Close |
109-295 |
109-230 |
-0-065 |
-0.2% |
110-255 |
| Range |
1-015 |
0-205 |
-0-130 |
-38.8% |
0-200 |
| ATR |
0-184 |
0-185 |
0-002 |
0.8% |
0-000 |
| Volume |
1,439,886 |
2,241,221 |
801,335 |
55.7% |
5,750,438 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-217 |
111-108 |
110-023 |
|
| R3 |
111-012 |
110-223 |
109-286 |
|
| R2 |
110-127 |
110-127 |
109-268 |
|
| R1 |
110-018 |
110-018 |
109-249 |
109-290 |
| PP |
109-242 |
109-242 |
109-242 |
109-218 |
| S1 |
109-133 |
109-133 |
109-211 |
109-085 |
| S2 |
109-037 |
109-037 |
109-192 |
|
| S3 |
108-152 |
108-248 |
109-174 |
|
| S4 |
107-267 |
108-043 |
109-117 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-188 |
112-102 |
111-045 |
|
| R3 |
111-308 |
111-222 |
110-310 |
|
| R2 |
111-108 |
111-108 |
110-292 |
|
| R1 |
111-022 |
111-022 |
110-273 |
110-285 |
| PP |
110-228 |
110-228 |
110-228 |
110-200 |
| S1 |
110-142 |
110-142 |
110-237 |
110-085 |
| S2 |
110-028 |
110-028 |
110-218 |
|
| S3 |
109-148 |
109-262 |
110-200 |
|
| S4 |
108-268 |
109-062 |
110-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-315 |
109-145 |
1-170 |
1.4% |
0-182 |
0.5% |
17% |
False |
True |
1,661,573 |
| 10 |
110-315 |
109-145 |
1-170 |
1.4% |
0-173 |
0.5% |
17% |
False |
True |
1,593,750 |
| 20 |
112-045 |
109-145 |
2-220 |
2.4% |
0-181 |
0.5% |
10% |
False |
True |
1,728,295 |
| 40 |
112-085 |
109-145 |
2-260 |
2.6% |
0-192 |
0.5% |
9% |
False |
True |
1,437,450 |
| 60 |
113-290 |
109-145 |
4-145 |
4.1% |
0-201 |
0.6% |
6% |
False |
True |
959,466 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-193 |
0.6% |
6% |
False |
True |
719,663 |
| 100 |
113-315 |
108-130 |
5-185 |
5.1% |
0-173 |
0.5% |
24% |
False |
False |
575,732 |
| 120 |
113-315 |
106-075 |
7-240 |
7.1% |
0-151 |
0.4% |
45% |
False |
False |
479,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-261 |
|
2.618 |
111-247 |
|
1.618 |
111-042 |
|
1.000 |
110-235 |
|
0.618 |
110-157 |
|
HIGH |
110-030 |
|
0.618 |
109-272 |
|
0.500 |
109-248 |
|
0.382 |
109-223 |
|
LOW |
109-145 |
|
0.618 |
109-018 |
|
1.000 |
108-260 |
|
1.618 |
108-133 |
|
2.618 |
107-248 |
|
4.250 |
106-234 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-248 |
110-058 |
| PP |
109-242 |
110-008 |
| S1 |
109-236 |
109-279 |
|