ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
110-030 |
109-130 |
-0-220 |
-0.6% |
110-255 |
| High |
110-055 |
109-135 |
-0-240 |
-0.7% |
110-290 |
| Low |
109-145 |
109-020 |
-0-125 |
-0.4% |
109-095 |
| Close |
109-210 |
109-085 |
-0-125 |
-0.4% |
109-210 |
| Range |
0-230 |
0-115 |
-0-115 |
-50.0% |
1-195 |
| ATR |
0-188 |
0-188 |
0-000 |
0.1% |
0-000 |
| Volume |
2,387,012 |
1,884,106 |
-502,906 |
-21.1% |
10,600,298 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-105 |
110-050 |
109-148 |
|
| R3 |
109-310 |
109-255 |
109-117 |
|
| R2 |
109-195 |
109-195 |
109-106 |
|
| R1 |
109-140 |
109-140 |
109-096 |
109-110 |
| PP |
109-080 |
109-080 |
109-080 |
109-065 |
| S1 |
109-025 |
109-025 |
109-074 |
108-315 |
| S2 |
108-285 |
108-285 |
109-064 |
|
| S3 |
108-170 |
108-230 |
109-053 |
|
| S4 |
108-055 |
108-115 |
109-022 |
|
|
| 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 |
110-060 |
109-020 |
1-040 |
1.0% |
0-182 |
0.5% |
18% |
False |
True |
2,208,903 |
| 10 |
110-315 |
109-020 |
1-295 |
1.8% |
0-176 |
0.5% |
11% |
False |
True |
1,823,484 |
| 20 |
111-310 |
109-020 |
2-290 |
2.7% |
0-172 |
0.5% |
7% |
False |
True |
1,746,839 |
| 40 |
112-045 |
109-020 |
3-025 |
2.8% |
0-189 |
0.5% |
7% |
False |
True |
1,656,245 |
| 60 |
113-290 |
109-020 |
4-270 |
4.4% |
0-199 |
0.6% |
4% |
False |
True |
1,106,169 |
| 80 |
113-315 |
109-020 |
4-295 |
4.5% |
0-195 |
0.6% |
4% |
False |
True |
829,704 |
| 100 |
113-315 |
108-130 |
5-185 |
5.1% |
0-178 |
0.5% |
15% |
False |
False |
663,765 |
| 120 |
113-315 |
106-075 |
7-240 |
7.1% |
0-157 |
0.4% |
39% |
False |
False |
553,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-304 |
|
2.618 |
110-116 |
|
1.618 |
110-001 |
|
1.000 |
109-250 |
|
0.618 |
109-206 |
|
HIGH |
109-135 |
|
0.618 |
109-091 |
|
0.500 |
109-078 |
|
0.382 |
109-064 |
|
LOW |
109-020 |
|
0.618 |
108-269 |
|
1.000 |
108-225 |
|
1.618 |
108-154 |
|
2.618 |
108-039 |
|
4.250 |
107-171 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-082 |
109-200 |
| PP |
109-080 |
109-162 |
| S1 |
109-078 |
109-123 |
|