ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
108-010 |
108-215 |
0-205 |
0.6% |
109-130 |
| High |
108-255 |
108-220 |
-0-035 |
-0.1% |
109-265 |
| Low |
108-005 |
107-185 |
-0-140 |
-0.4% |
107-275 |
| Close |
108-220 |
107-285 |
-0-255 |
-0.7% |
108-220 |
| Range |
0-250 |
1-035 |
0-105 |
42.0% |
1-310 |
| ATR |
0-214 |
0-224 |
0-010 |
4.7% |
0-000 |
| Volume |
2,503,302 |
3,265,675 |
762,373 |
30.5% |
12,628,087 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-122 |
110-238 |
108-160 |
|
| R3 |
110-087 |
109-203 |
108-063 |
|
| R2 |
109-052 |
109-052 |
108-030 |
|
| R1 |
108-168 |
108-168 |
107-318 |
108-092 |
| PP |
108-017 |
108-017 |
108-017 |
107-299 |
| S1 |
107-133 |
107-133 |
107-252 |
107-058 |
| S2 |
106-302 |
106-302 |
107-220 |
|
| S3 |
105-267 |
106-098 |
107-187 |
|
| S4 |
104-232 |
105-063 |
107-090 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-223 |
113-212 |
109-246 |
|
| R3 |
112-233 |
111-222 |
109-073 |
|
| R2 |
110-243 |
110-243 |
109-016 |
|
| R1 |
109-232 |
109-232 |
108-278 |
109-082 |
| PP |
108-253 |
108-253 |
108-253 |
108-179 |
| S1 |
107-242 |
107-242 |
108-162 |
107-092 |
| S2 |
106-263 |
106-263 |
108-104 |
|
| S3 |
104-273 |
105-252 |
108-047 |
|
| S4 |
102-283 |
103-262 |
107-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-265 |
107-185 |
2-080 |
2.1% |
0-302 |
0.9% |
14% |
False |
True |
2,801,931 |
| 10 |
110-060 |
107-185 |
2-195 |
2.4% |
0-242 |
0.7% |
12% |
False |
True |
2,505,417 |
| 20 |
110-315 |
107-185 |
3-130 |
3.2% |
0-204 |
0.6% |
9% |
False |
True |
2,001,491 |
| 40 |
112-045 |
107-185 |
4-180 |
4.2% |
0-197 |
0.6% |
7% |
False |
True |
2,000,695 |
| 60 |
113-290 |
107-185 |
6-105 |
5.9% |
0-205 |
0.6% |
5% |
False |
True |
1,339,588 |
| 80 |
113-315 |
107-185 |
6-130 |
5.9% |
0-201 |
0.6% |
5% |
False |
True |
1,004,823 |
| 100 |
113-315 |
107-185 |
6-130 |
5.9% |
0-192 |
0.6% |
5% |
False |
True |
803,862 |
| 120 |
113-315 |
106-155 |
7-160 |
7.0% |
0-167 |
0.5% |
19% |
False |
False |
669,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-129 |
|
2.618 |
111-189 |
|
1.618 |
110-154 |
|
1.000 |
109-255 |
|
0.618 |
109-119 |
|
HIGH |
108-220 |
|
0.618 |
108-084 |
|
0.500 |
108-042 |
|
0.382 |
108-001 |
|
LOW |
107-185 |
|
0.618 |
106-286 |
|
1.000 |
106-150 |
|
1.618 |
105-251 |
|
2.618 |
104-216 |
|
4.250 |
102-276 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-042 |
108-060 |
| PP |
108-017 |
108-028 |
| S1 |
107-311 |
107-317 |
|