ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
110-105 |
110-035 |
-0-070 |
-0.2% |
111-125 |
| High |
110-135 |
110-060 |
-0-075 |
-0.2% |
111-130 |
| Low |
109-270 |
109-215 |
-0-055 |
-0.2% |
110-245 |
| Close |
110-020 |
110-045 |
0-025 |
0.1% |
111-055 |
| Range |
0-185 |
0-165 |
-0-020 |
-10.8% |
0-205 |
| ATR |
0-161 |
0-162 |
0-000 |
0.2% |
0-000 |
| Volume |
120 |
92 |
-28 |
-23.3% |
237 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-175 |
111-115 |
110-136 |
|
| R3 |
111-010 |
110-270 |
110-090 |
|
| R2 |
110-165 |
110-165 |
110-075 |
|
| R1 |
110-105 |
110-105 |
110-060 |
110-135 |
| PP |
110-000 |
110-000 |
110-000 |
110-015 |
| S1 |
109-260 |
109-260 |
110-030 |
109-290 |
| S2 |
109-155 |
109-155 |
110-015 |
|
| S3 |
108-310 |
109-095 |
110-000 |
|
| S4 |
108-145 |
108-250 |
109-274 |
|
|
| 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 |
109-215 |
1-210 |
1.5% |
0-180 |
0.5% |
28% |
False |
True |
89 |
| 10 |
111-130 |
109-215 |
1-235 |
1.6% |
0-150 |
0.4% |
27% |
False |
True |
56 |
| 20 |
112-250 |
109-215 |
3-035 |
2.8% |
0-150 |
0.4% |
15% |
False |
True |
76 |
| 40 |
112-250 |
109-215 |
3-035 |
2.8% |
0-138 |
0.4% |
15% |
False |
True |
55 |
| 60 |
114-055 |
109-215 |
4-160 |
4.1% |
0-122 |
0.3% |
10% |
False |
True |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-121 |
|
2.618 |
111-172 |
|
1.618 |
111-007 |
|
1.000 |
110-225 |
|
0.618 |
110-162 |
|
HIGH |
110-060 |
|
0.618 |
109-317 |
|
0.500 |
109-298 |
|
0.382 |
109-278 |
|
LOW |
109-215 |
|
0.618 |
109-113 |
|
1.000 |
109-050 |
|
1.618 |
108-268 |
|
2.618 |
108-103 |
|
4.250 |
107-154 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-022 |
110-152 |
| PP |
110-000 |
110-117 |
| S1 |
109-298 |
110-081 |
|