ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
111-040 |
111-090 |
0-050 |
0.1% |
111-125 |
| High |
111-080 |
111-090 |
0-010 |
0.0% |
111-130 |
| Low |
110-315 |
110-080 |
-0-235 |
-0.7% |
110-245 |
| Close |
111-055 |
110-090 |
-0-285 |
-0.8% |
111-055 |
| Range |
0-085 |
1-010 |
0-245 |
288.2% |
0-205 |
| ATR |
0-146 |
0-160 |
0-013 |
9.0% |
0-000 |
| Volume |
71 |
61 |
-10 |
-14.1% |
237 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-223 |
113-007 |
110-272 |
|
| R3 |
112-213 |
111-317 |
110-181 |
|
| R2 |
111-203 |
111-203 |
110-150 |
|
| R1 |
110-307 |
110-307 |
110-120 |
110-250 |
| PP |
110-193 |
110-193 |
110-193 |
110-165 |
| S1 |
109-297 |
109-297 |
110-060 |
109-240 |
| S2 |
109-183 |
109-183 |
110-030 |
|
| S3 |
108-173 |
108-287 |
109-319 |
|
| S4 |
107-163 |
107-277 |
109-228 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-012 |
112-238 |
111-168 |
|
| R3 |
112-127 |
112-033 |
111-111 |
|
| R2 |
111-242 |
111-242 |
111-093 |
|
| R1 |
111-148 |
111-148 |
111-074 |
111-092 |
| PP |
111-037 |
111-037 |
111-037 |
111-009 |
| S1 |
110-263 |
110-263 |
111-036 |
110-208 |
| S2 |
110-152 |
110-152 |
111-017 |
|
| S3 |
109-267 |
110-058 |
110-319 |
|
| S4 |
109-062 |
109-173 |
110-262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-130 |
110-080 |
1-050 |
1.0% |
0-163 |
0.5% |
3% |
False |
True |
59 |
| 10 |
111-130 |
110-080 |
1-050 |
1.0% |
0-131 |
0.4% |
3% |
False |
True |
42 |
| 20 |
112-250 |
110-080 |
2-170 |
2.3% |
0-144 |
0.4% |
1% |
False |
True |
80 |
| 40 |
113-155 |
110-080 |
3-075 |
2.9% |
0-141 |
0.4% |
1% |
False |
True |
51 |
| 60 |
114-055 |
110-080 |
3-295 |
3.6% |
0-116 |
0.3% |
1% |
False |
True |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-212 |
|
2.618 |
113-314 |
|
1.618 |
112-304 |
|
1.000 |
112-100 |
|
0.618 |
111-294 |
|
HIGH |
111-090 |
|
0.618 |
110-284 |
|
0.500 |
110-245 |
|
0.382 |
110-206 |
|
LOW |
110-080 |
|
0.618 |
109-196 |
|
1.000 |
109-070 |
|
1.618 |
108-186 |
|
2.618 |
107-176 |
|
4.250 |
105-278 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-245 |
110-252 |
| PP |
110-193 |
110-198 |
| S1 |
110-142 |
110-144 |
|