ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
108-015 |
107-185 |
-0-150 |
-0.4% |
109-130 |
| High |
108-040 |
108-080 |
0-040 |
0.1% |
109-265 |
| Low |
107-135 |
107-155 |
0-020 |
0.1% |
107-275 |
| Close |
107-215 |
108-050 |
0-155 |
0.4% |
108-220 |
| Range |
0-225 |
0-245 |
0-020 |
8.9% |
1-310 |
| ATR |
0-224 |
0-225 |
0-002 |
0.7% |
0-000 |
| Volume |
2,874,408 |
2,317,526 |
-556,882 |
-19.4% |
12,628,087 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-083 |
109-312 |
108-185 |
|
| R3 |
109-158 |
109-067 |
108-117 |
|
| R2 |
108-233 |
108-233 |
108-095 |
|
| R1 |
108-142 |
108-142 |
108-072 |
108-188 |
| PP |
107-308 |
107-308 |
107-308 |
108-011 |
| S1 |
107-217 |
107-217 |
108-028 |
107-262 |
| S2 |
107-063 |
107-063 |
108-005 |
|
| S3 |
106-138 |
106-292 |
107-303 |
|
| S4 |
105-213 |
106-047 |
107-235 |
|
|
| 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 |
108-255 |
107-135 |
1-120 |
1.3% |
0-257 |
0.7% |
53% |
False |
False |
2,799,145 |
| 10 |
110-060 |
107-135 |
2-245 |
2.6% |
0-250 |
0.7% |
27% |
False |
False |
2,567,123 |
| 20 |
110-315 |
107-135 |
3-180 |
3.3% |
0-214 |
0.6% |
21% |
False |
False |
2,122,892 |
| 40 |
112-045 |
107-135 |
4-230 |
4.4% |
0-198 |
0.6% |
16% |
False |
False |
2,121,814 |
| 60 |
113-290 |
107-135 |
6-155 |
6.0% |
0-208 |
0.6% |
11% |
False |
False |
1,426,059 |
| 80 |
113-315 |
107-135 |
6-180 |
6.1% |
0-203 |
0.6% |
11% |
False |
False |
1,069,718 |
| 100 |
113-315 |
107-135 |
6-180 |
6.1% |
0-196 |
0.6% |
11% |
False |
False |
855,781 |
| 120 |
113-315 |
106-155 |
7-160 |
6.9% |
0-171 |
0.5% |
22% |
False |
False |
713,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-161 |
|
2.618 |
110-081 |
|
1.618 |
109-156 |
|
1.000 |
109-005 |
|
0.618 |
108-231 |
|
HIGH |
108-080 |
|
0.618 |
107-306 |
|
0.500 |
107-278 |
|
0.382 |
107-249 |
|
LOW |
107-155 |
|
0.618 |
107-004 |
|
1.000 |
106-230 |
|
1.618 |
106-079 |
|
2.618 |
105-154 |
|
4.250 |
104-074 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-019 |
108-039 |
| PP |
107-308 |
108-028 |
| S1 |
107-278 |
108-018 |
|