ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
109-285 |
110-030 |
0-065 |
0.2% |
110-255 |
| High |
110-060 |
110-055 |
-0-005 |
0.0% |
110-290 |
| Low |
109-200 |
109-145 |
-0-055 |
-0.2% |
109-095 |
| Close |
110-040 |
109-210 |
-0-150 |
-0.4% |
109-210 |
| Range |
0-180 |
0-230 |
0-050 |
27.8% |
1-195 |
| ATR |
0-185 |
0-188 |
0-003 |
1.8% |
0-000 |
| Volume |
2,198,530 |
2,387,012 |
188,482 |
8.6% |
10,600,298 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-293 |
111-162 |
110-016 |
|
| R3 |
111-063 |
110-252 |
109-273 |
|
| R2 |
110-153 |
110-153 |
109-252 |
|
| R1 |
110-022 |
110-022 |
109-231 |
109-292 |
| PP |
109-243 |
109-243 |
109-243 |
109-219 |
| S1 |
109-112 |
109-112 |
109-189 |
109-062 |
| S2 |
109-013 |
109-013 |
109-168 |
|
| S3 |
108-103 |
108-202 |
109-147 |
|
| S4 |
107-193 |
107-292 |
109-084 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-250 |
113-265 |
110-173 |
|
| R3 |
113-055 |
112-070 |
110-032 |
|
| R2 |
111-180 |
111-180 |
109-304 |
|
| R1 |
110-195 |
110-195 |
109-257 |
110-090 |
| PP |
109-305 |
109-305 |
109-305 |
109-252 |
| S1 |
109-000 |
109-000 |
109-163 |
108-215 |
| S2 |
108-110 |
108-110 |
109-116 |
|
| S3 |
106-235 |
107-125 |
109-068 |
|
| S4 |
105-040 |
105-250 |
108-247 |
|
|
| 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% |
0-226 |
0.6% |
22% |
False |
False |
2,120,059 |
| 10 |
110-315 |
109-095 |
1-220 |
1.5% |
0-180 |
0.5% |
21% |
False |
False |
1,770,339 |
| 20 |
112-045 |
109-095 |
2-270 |
2.6% |
0-180 |
0.5% |
13% |
False |
False |
1,762,034 |
| 40 |
112-045 |
109-095 |
2-270 |
2.6% |
0-190 |
0.5% |
13% |
False |
False |
1,609,563 |
| 60 |
113-290 |
109-095 |
4-195 |
4.2% |
0-199 |
0.6% |
8% |
False |
False |
1,074,768 |
| 80 |
113-315 |
109-095 |
4-220 |
4.3% |
0-195 |
0.6% |
8% |
False |
False |
806,153 |
| 100 |
113-315 |
108-130 |
5-185 |
5.1% |
0-177 |
0.5% |
22% |
False |
False |
644,924 |
| 120 |
113-315 |
106-075 |
7-240 |
7.1% |
0-156 |
0.4% |
44% |
False |
False |
537,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-072 |
|
2.618 |
112-017 |
|
1.618 |
111-107 |
|
1.000 |
110-285 |
|
0.618 |
110-197 |
|
HIGH |
110-055 |
|
0.618 |
109-287 |
|
0.500 |
109-260 |
|
0.382 |
109-233 |
|
LOW |
109-145 |
|
0.618 |
109-003 |
|
1.000 |
108-235 |
|
1.618 |
108-093 |
|
2.618 |
107-183 |
|
4.250 |
106-128 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-260 |
109-238 |
| PP |
109-243 |
109-228 |
| S1 |
109-227 |
109-219 |
|