ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
107-265 |
108-090 |
0-145 |
0.4% |
108-250 |
| High |
108-095 |
108-220 |
0-125 |
0.4% |
108-290 |
| Low |
107-230 |
108-035 |
0-125 |
0.4% |
107-215 |
| Close |
108-075 |
108-155 |
0-080 |
0.2% |
108-155 |
| Range |
0-185 |
0-185 |
0-000 |
0.0% |
1-075 |
| ATR |
0-176 |
0-177 |
0-001 |
0.3% |
0-000 |
| Volume |
628,261 |
96,326 |
-531,935 |
-84.7% |
7,762,868 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-052 |
109-288 |
108-257 |
|
| R3 |
109-187 |
109-103 |
108-206 |
|
| R2 |
109-002 |
109-002 |
108-189 |
|
| R1 |
108-238 |
108-238 |
108-172 |
108-280 |
| PP |
108-137 |
108-137 |
108-137 |
108-158 |
| S1 |
108-053 |
108-053 |
108-138 |
108-095 |
| S2 |
107-272 |
107-272 |
108-121 |
|
| S3 |
107-087 |
107-188 |
108-104 |
|
| S4 |
106-222 |
107-003 |
108-053 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-018 |
111-162 |
109-052 |
|
| R3 |
110-263 |
110-087 |
108-264 |
|
| R2 |
109-188 |
109-188 |
108-227 |
|
| R1 |
109-012 |
109-012 |
108-191 |
108-222 |
| PP |
108-113 |
108-113 |
108-113 |
108-059 |
| S1 |
107-257 |
107-257 |
108-119 |
107-148 |
| S2 |
107-038 |
107-038 |
108-083 |
|
| S3 |
105-283 |
106-182 |
108-046 |
|
| S4 |
104-208 |
105-107 |
107-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-290 |
107-215 |
1-075 |
1.1% |
0-176 |
0.5% |
66% |
False |
False |
2,255,003 |
| 10 |
109-185 |
107-215 |
1-290 |
1.8% |
0-155 |
0.4% |
43% |
False |
False |
2,140,691 |
| 20 |
109-315 |
107-215 |
2-100 |
2.1% |
0-165 |
0.5% |
35% |
False |
False |
1,991,223 |
| 40 |
110-055 |
107-040 |
3-015 |
2.8% |
0-197 |
0.6% |
45% |
False |
False |
2,155,925 |
| 60 |
112-045 |
107-040 |
5-005 |
4.6% |
0-190 |
0.5% |
27% |
False |
False |
2,017,110 |
| 80 |
112-045 |
107-040 |
5-005 |
4.6% |
0-192 |
0.6% |
27% |
False |
False |
1,853,068 |
| 100 |
113-290 |
107-040 |
6-250 |
6.3% |
0-197 |
0.6% |
20% |
False |
False |
1,483,363 |
| 120 |
113-315 |
107-040 |
6-275 |
6.3% |
0-195 |
0.6% |
20% |
False |
False |
1,236,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-046 |
|
2.618 |
110-064 |
|
1.618 |
109-199 |
|
1.000 |
109-085 |
|
0.618 |
109-014 |
|
HIGH |
108-220 |
|
0.618 |
108-149 |
|
0.500 |
108-128 |
|
0.382 |
108-106 |
|
LOW |
108-035 |
|
0.618 |
107-241 |
|
1.000 |
107-170 |
|
1.618 |
107-056 |
|
2.618 |
106-191 |
|
4.250 |
105-209 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-146 |
108-122 |
| PP |
108-137 |
108-090 |
| S1 |
108-128 |
108-058 |
|