ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
108-090 |
108-010 |
-0-080 |
-0.2% |
109-130 |
| High |
108-165 |
108-255 |
0-090 |
0.3% |
109-265 |
| Low |
107-275 |
108-005 |
0-050 |
0.1% |
107-275 |
| Close |
108-035 |
108-220 |
0-185 |
0.5% |
108-220 |
| Range |
0-210 |
0-250 |
0-040 |
19.0% |
1-310 |
| ATR |
0-211 |
0-214 |
0-003 |
1.3% |
0-000 |
| Volume |
3,034,817 |
2,503,302 |
-531,515 |
-17.5% |
12,628,087 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-270 |
110-175 |
109-038 |
|
| R3 |
110-020 |
109-245 |
108-289 |
|
| R2 |
109-090 |
109-090 |
108-266 |
|
| R1 |
108-315 |
108-315 |
108-243 |
109-042 |
| PP |
108-160 |
108-160 |
108-160 |
108-184 |
| S1 |
108-065 |
108-065 |
108-197 |
108-112 |
| S2 |
107-230 |
107-230 |
108-174 |
|
| S3 |
106-300 |
107-135 |
108-151 |
|
| S4 |
106-050 |
106-205 |
108-082 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-223 |
113-212 |
109-246 |
|
| R3 |
112-233 |
111-222 |
109-073 |
|
| R2 |
110-243 |
110-243 |
109-016 |
|
| R1 |
109-232 |
109-232 |
108-278 |
109-082 |
| PP |
108-253 |
108-253 |
108-253 |
108-179 |
| S1 |
107-242 |
107-242 |
108-162 |
107-092 |
| S2 |
106-263 |
106-263 |
108-104 |
|
| S3 |
104-273 |
105-252 |
108-047 |
|
| S4 |
102-283 |
103-262 |
107-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-265 |
107-275 |
1-310 |
1.8% |
0-254 |
0.7% |
42% |
False |
False |
2,525,617 |
| 10 |
110-290 |
107-275 |
3-015 |
2.8% |
0-240 |
0.7% |
27% |
False |
False |
2,322,838 |
| 20 |
110-315 |
107-275 |
3-040 |
2.9% |
0-192 |
0.6% |
27% |
False |
False |
1,919,626 |
| 40 |
112-045 |
107-275 |
4-090 |
3.9% |
0-192 |
0.6% |
19% |
False |
False |
1,921,073 |
| 60 |
113-290 |
107-275 |
6-015 |
5.6% |
0-202 |
0.6% |
14% |
False |
False |
1,285,179 |
| 80 |
113-315 |
107-275 |
6-040 |
5.6% |
0-199 |
0.6% |
14% |
False |
False |
964,002 |
| 100 |
113-315 |
107-275 |
6-040 |
5.6% |
0-189 |
0.5% |
14% |
False |
False |
771,205 |
| 120 |
113-315 |
106-155 |
7-160 |
6.9% |
0-166 |
0.5% |
29% |
False |
False |
642,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-038 |
|
2.618 |
110-270 |
|
1.618 |
110-020 |
|
1.000 |
109-185 |
|
0.618 |
109-090 |
|
HIGH |
108-255 |
|
0.618 |
108-160 |
|
0.500 |
108-130 |
|
0.382 |
108-100 |
|
LOW |
108-005 |
|
0.618 |
107-170 |
|
1.000 |
107-075 |
|
1.618 |
106-240 |
|
2.618 |
105-310 |
|
4.250 |
104-222 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-190 |
108-270 |
| PP |
108-160 |
108-253 |
| S1 |
108-130 |
108-237 |
|