ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
109-245 |
109-285 |
0-040 |
0.1% |
110-275 |
| High |
109-275 |
110-060 |
0-105 |
0.3% |
110-315 |
| Low |
109-095 |
109-200 |
0-105 |
0.3% |
110-115 |
| Close |
109-255 |
110-040 |
0-105 |
0.3% |
110-255 |
| Range |
0-180 |
0-180 |
0-000 |
0.0% |
0-200 |
| ATR |
0-185 |
0-185 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,333,649 |
2,198,530 |
-135,119 |
-5.8% |
5,750,438 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-213 |
111-147 |
110-139 |
|
| R3 |
111-033 |
110-287 |
110-090 |
|
| R2 |
110-173 |
110-173 |
110-073 |
|
| R1 |
110-107 |
110-107 |
110-056 |
110-140 |
| PP |
109-313 |
109-313 |
109-313 |
110-010 |
| S1 |
109-247 |
109-247 |
110-024 |
109-280 |
| S2 |
109-133 |
109-133 |
110-007 |
|
| S3 |
108-273 |
109-067 |
109-310 |
|
| S4 |
108-093 |
108-207 |
109-261 |
|
|
| 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 |
110-290 |
109-095 |
1-195 |
1.5% |
0-203 |
0.6% |
51% |
False |
False |
2,012,966 |
| 10 |
110-315 |
109-095 |
1-220 |
1.5% |
0-176 |
0.5% |
49% |
False |
False |
1,718,054 |
| 20 |
112-045 |
109-095 |
2-270 |
2.6% |
0-176 |
0.5% |
29% |
False |
False |
1,739,481 |
| 40 |
112-045 |
109-095 |
2-270 |
2.6% |
0-188 |
0.5% |
29% |
False |
False |
1,550,210 |
| 60 |
113-290 |
109-095 |
4-195 |
4.2% |
0-197 |
0.6% |
18% |
False |
False |
1,034,988 |
| 80 |
113-315 |
109-095 |
4-220 |
4.3% |
0-195 |
0.6% |
18% |
False |
False |
776,315 |
| 100 |
113-315 |
108-130 |
5-185 |
5.1% |
0-176 |
0.5% |
31% |
False |
False |
621,054 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-154 |
0.4% |
50% |
False |
False |
517,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-185 |
|
2.618 |
111-211 |
|
1.618 |
111-031 |
|
1.000 |
110-240 |
|
0.618 |
110-171 |
|
HIGH |
110-060 |
|
0.618 |
109-311 |
|
0.500 |
109-290 |
|
0.382 |
109-269 |
|
LOW |
109-200 |
|
0.618 |
109-089 |
|
1.000 |
109-020 |
|
1.618 |
108-229 |
|
2.618 |
108-049 |
|
4.250 |
107-075 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-017 |
109-319 |
| PP |
109-313 |
109-278 |
| S1 |
109-290 |
109-238 |
|