ECBOT 10 Year T-Note Future June 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 |
110-015 |
109-245 |
-0-090 |
-0.3% |
110-275 |
| High |
110-030 |
109-275 |
-0-075 |
-0.2% |
110-315 |
| Low |
109-145 |
109-095 |
-0-050 |
-0.1% |
110-115 |
| Close |
109-230 |
109-255 |
0-025 |
0.1% |
110-255 |
| Range |
0-205 |
0-180 |
-0-025 |
-12.2% |
0-200 |
| ATR |
0-185 |
0-185 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,241,221 |
2,333,649 |
92,428 |
4.1% |
5,750,438 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-108 |
111-042 |
110-034 |
|
| R3 |
110-248 |
110-182 |
109-304 |
|
| R2 |
110-068 |
110-068 |
109-288 |
|
| R1 |
110-002 |
110-002 |
109-272 |
110-035 |
| PP |
109-208 |
109-208 |
109-208 |
109-225 |
| S1 |
109-142 |
109-142 |
109-238 |
109-175 |
| S2 |
109-028 |
109-028 |
109-222 |
|
| S3 |
108-168 |
108-282 |
109-206 |
|
| S4 |
107-308 |
108-102 |
109-156 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-188 |
112-102 |
111-045 |
|
| R3 |
111-308 |
111-222 |
110-310 |
|
| R2 |
111-108 |
111-108 |
110-292 |
|
| R1 |
111-022 |
111-022 |
110-273 |
110-285 |
| PP |
110-228 |
110-228 |
110-228 |
110-200 |
| S1 |
110-142 |
110-142 |
110-237 |
110-085 |
| S2 |
110-028 |
110-028 |
110-218 |
|
| S3 |
109-148 |
109-262 |
110-200 |
|
| S4 |
108-268 |
109-062 |
110-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-315 |
109-095 |
1-220 |
1.5% |
0-194 |
0.6% |
30% |
False |
True |
1,866,643 |
| 10 |
110-315 |
109-095 |
1-220 |
1.5% |
0-178 |
0.5% |
30% |
False |
True |
1,678,661 |
| 20 |
112-045 |
109-095 |
2-270 |
2.6% |
0-178 |
0.5% |
18% |
False |
True |
1,745,173 |
| 40 |
112-045 |
109-095 |
2-270 |
2.6% |
0-189 |
0.5% |
18% |
False |
True |
1,495,531 |
| 60 |
113-290 |
109-095 |
4-195 |
4.2% |
0-198 |
0.6% |
11% |
False |
True |
998,354 |
| 80 |
113-315 |
109-095 |
4-220 |
4.3% |
0-194 |
0.6% |
11% |
False |
True |
748,834 |
| 100 |
113-315 |
108-130 |
5-185 |
5.1% |
0-175 |
0.5% |
25% |
False |
False |
599,069 |
| 120 |
113-315 |
106-075 |
7-240 |
7.1% |
0-153 |
0.4% |
46% |
False |
False |
499,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-080 |
|
2.618 |
111-106 |
|
1.618 |
110-246 |
|
1.000 |
110-135 |
|
0.618 |
110-066 |
|
HIGH |
109-275 |
|
0.618 |
109-206 |
|
0.500 |
109-185 |
|
0.382 |
109-164 |
|
LOW |
109-095 |
|
0.618 |
108-304 |
|
1.000 |
108-235 |
|
1.618 |
108-124 |
|
2.618 |
107-264 |
|
4.250 |
106-290 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-232 |
110-032 |
| PP |
109-208 |
110-000 |
| S1 |
109-185 |
109-288 |
|