ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
111-090 |
110-105 |
-0-305 |
-0.9% |
111-125 |
| High |
111-090 |
110-135 |
-0-275 |
-0.8% |
111-130 |
| Low |
110-080 |
109-270 |
-0-130 |
-0.4% |
110-245 |
| Close |
110-090 |
110-020 |
-0-070 |
-0.2% |
111-055 |
| Range |
1-010 |
0-185 |
-0-145 |
-43.9% |
0-205 |
| ATR |
0-160 |
0-161 |
0-002 |
1.1% |
0-000 |
| Volume |
61 |
120 |
59 |
96.7% |
237 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-270 |
111-170 |
110-122 |
|
| R3 |
111-085 |
110-305 |
110-071 |
|
| R2 |
110-220 |
110-220 |
110-054 |
|
| R1 |
110-120 |
110-120 |
110-037 |
110-078 |
| PP |
110-035 |
110-035 |
110-035 |
110-014 |
| S1 |
109-255 |
109-255 |
110-003 |
109-212 |
| S2 |
109-170 |
109-170 |
109-306 |
|
| S3 |
108-305 |
109-070 |
109-289 |
|
| S4 |
108-120 |
108-205 |
109-238 |
|
|
| 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 |
111-105 |
109-270 |
1-155 |
1.3% |
0-165 |
0.5% |
15% |
False |
True |
71 |
| 10 |
111-130 |
109-270 |
1-180 |
1.4% |
0-138 |
0.4% |
14% |
False |
True |
49 |
| 20 |
112-250 |
109-270 |
2-300 |
2.7% |
0-150 |
0.4% |
7% |
False |
True |
72 |
| 40 |
112-250 |
109-270 |
2-300 |
2.7% |
0-140 |
0.4% |
7% |
False |
True |
53 |
| 60 |
114-055 |
109-270 |
4-105 |
3.9% |
0-119 |
0.3% |
5% |
False |
True |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-281 |
|
2.618 |
111-299 |
|
1.618 |
111-114 |
|
1.000 |
111-000 |
|
0.618 |
110-249 |
|
HIGH |
110-135 |
|
0.618 |
110-064 |
|
0.500 |
110-042 |
|
0.382 |
110-021 |
|
LOW |
109-270 |
|
0.618 |
109-156 |
|
1.000 |
109-085 |
|
1.618 |
108-291 |
|
2.618 |
108-106 |
|
4.250 |
107-124 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-042 |
110-180 |
| PP |
110-035 |
110-127 |
| S1 |
110-028 |
110-073 |
|