ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
109-205 |
108-090 |
-1-115 |
-1.2% |
110-255 |
| High |
109-265 |
108-165 |
-1-100 |
-1.2% |
110-290 |
| Low |
108-055 |
107-275 |
-0-100 |
-0.3% |
109-095 |
| Close |
108-065 |
108-035 |
-0-030 |
-0.1% |
109-210 |
| Range |
1-210 |
0-210 |
-1-000 |
-60.4% |
1-195 |
| ATR |
0-211 |
0-211 |
0-000 |
0.0% |
0-000 |
| Volume |
3,560,419 |
3,034,817 |
-525,602 |
-14.8% |
10,600,298 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-042 |
109-248 |
108-150 |
|
| R3 |
109-152 |
109-038 |
108-093 |
|
| R2 |
108-262 |
108-262 |
108-074 |
|
| R1 |
108-148 |
108-148 |
108-054 |
108-100 |
| PP |
108-052 |
108-052 |
108-052 |
108-028 |
| S1 |
107-258 |
107-258 |
108-016 |
107-210 |
| S2 |
107-162 |
107-162 |
107-316 |
|
| S3 |
106-272 |
107-048 |
107-297 |
|
| S4 |
106-062 |
106-158 |
107-240 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-250 |
113-265 |
110-173 |
|
| R3 |
113-055 |
112-070 |
110-032 |
|
| R2 |
111-180 |
111-180 |
109-304 |
|
| R1 |
110-195 |
110-195 |
109-257 |
110-090 |
| PP |
109-305 |
109-305 |
109-305 |
109-252 |
| S1 |
109-000 |
109-000 |
109-163 |
108-215 |
| S2 |
108-110 |
108-110 |
109-116 |
|
| S3 |
106-235 |
107-125 |
109-068 |
|
| S4 |
105-040 |
105-250 |
108-247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-055 |
107-275 |
2-100 |
2.1% |
0-250 |
0.7% |
11% |
False |
True |
2,502,359 |
| 10 |
110-290 |
107-275 |
3-015 |
2.8% |
0-226 |
0.7% |
8% |
False |
True |
2,257,663 |
| 20 |
110-315 |
107-275 |
3-040 |
2.9% |
0-192 |
0.6% |
8% |
False |
True |
1,909,532 |
| 40 |
112-045 |
107-275 |
4-090 |
4.0% |
0-191 |
0.6% |
6% |
False |
True |
1,860,453 |
| 60 |
113-290 |
107-275 |
6-015 |
5.6% |
0-202 |
0.6% |
4% |
False |
True |
1,243,467 |
| 80 |
113-315 |
107-275 |
6-040 |
5.7% |
0-197 |
0.6% |
4% |
False |
True |
932,711 |
| 100 |
113-315 |
107-275 |
6-040 |
5.7% |
0-186 |
0.5% |
4% |
False |
True |
746,172 |
| 120 |
113-315 |
106-075 |
7-240 |
7.2% |
0-164 |
0.5% |
24% |
False |
False |
621,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-098 |
|
2.618 |
110-075 |
|
1.618 |
109-185 |
|
1.000 |
109-055 |
|
0.618 |
108-295 |
|
HIGH |
108-165 |
|
0.618 |
108-085 |
|
0.500 |
108-060 |
|
0.382 |
108-035 |
|
LOW |
107-275 |
|
0.618 |
107-145 |
|
1.000 |
107-065 |
|
1.618 |
106-255 |
|
2.618 |
106-045 |
|
4.250 |
105-022 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-060 |
108-270 |
| PP |
108-052 |
108-192 |
| S1 |
108-043 |
108-113 |
|