ECBOT 10 Year T-Note Future June 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 |
110-285 |
110-255 |
-0-030 |
-0.1% |
110-275 |
| High |
110-285 |
110-290 |
0-005 |
0.0% |
110-315 |
| Low |
110-170 |
109-275 |
-0-215 |
-0.6% |
110-115 |
| Close |
110-255 |
109-295 |
-0-280 |
-0.8% |
110-255 |
| Range |
0-115 |
1-015 |
0-220 |
191.3% |
0-200 |
| ATR |
0-172 |
0-184 |
0-012 |
6.8% |
0-000 |
| Volume |
1,851,548 |
1,439,886 |
-411,662 |
-22.2% |
5,750,438 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-118 |
112-222 |
110-159 |
|
| R3 |
112-103 |
111-207 |
110-067 |
|
| R2 |
111-088 |
111-088 |
110-036 |
|
| R1 |
110-192 |
110-192 |
110-006 |
110-132 |
| PP |
110-073 |
110-073 |
110-073 |
110-044 |
| S1 |
109-177 |
109-177 |
109-264 |
109-118 |
| S2 |
109-058 |
109-058 |
109-234 |
|
| S3 |
108-043 |
108-162 |
109-203 |
|
| S4 |
107-028 |
107-147 |
109-111 |
|
|
| 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 |
109-275 |
1-040 |
1.0% |
0-171 |
0.5% |
6% |
False |
True |
1,438,064 |
| 10 |
110-315 |
109-245 |
1-070 |
1.1% |
0-166 |
0.5% |
13% |
False |
False |
1,497,565 |
| 20 |
112-045 |
109-245 |
2-120 |
2.2% |
0-176 |
0.5% |
7% |
False |
False |
1,683,645 |
| 40 |
113-170 |
109-245 |
3-245 |
3.4% |
0-198 |
0.6% |
4% |
False |
False |
1,381,634 |
| 60 |
113-290 |
109-245 |
4-045 |
3.8% |
0-201 |
0.6% |
4% |
False |
False |
922,122 |
| 80 |
113-315 |
109-245 |
4-070 |
3.8% |
0-193 |
0.5% |
4% |
False |
False |
691,648 |
| 100 |
113-315 |
108-130 |
5-185 |
5.1% |
0-172 |
0.5% |
27% |
False |
False |
553,320 |
| 120 |
113-315 |
106-075 |
7-240 |
7.1% |
0-150 |
0.4% |
48% |
False |
False |
461,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-114 |
|
2.618 |
113-207 |
|
1.618 |
112-192 |
|
1.000 |
111-305 |
|
0.618 |
111-177 |
|
HIGH |
110-290 |
|
0.618 |
110-162 |
|
0.500 |
110-122 |
|
0.382 |
110-083 |
|
LOW |
109-275 |
|
0.618 |
109-068 |
|
1.000 |
108-260 |
|
1.618 |
108-053 |
|
2.618 |
107-038 |
|
4.250 |
105-131 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-122 |
110-135 |
| PP |
110-073 |
110-082 |
| S1 |
110-024 |
110-028 |
|