ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
108-090 |
108-195 |
0-105 |
0.3% |
108-250 |
| High |
108-220 |
109-095 |
0-195 |
0.6% |
108-290 |
| Low |
108-035 |
108-190 |
0-155 |
0.4% |
107-215 |
| Close |
108-155 |
109-080 |
0-245 |
0.7% |
108-155 |
| Range |
0-185 |
0-225 |
0-040 |
21.6% |
1-075 |
| ATR |
0-177 |
0-183 |
0-006 |
3.3% |
0-000 |
| Volume |
96,326 |
15,504 |
-80,822 |
-83.9% |
7,762,868 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-050 |
110-290 |
109-204 |
|
| R3 |
110-145 |
110-065 |
109-142 |
|
| R2 |
109-240 |
109-240 |
109-121 |
|
| R1 |
109-160 |
109-160 |
109-101 |
109-200 |
| PP |
109-015 |
109-015 |
109-015 |
109-035 |
| S1 |
108-255 |
108-255 |
109-059 |
108-295 |
| S2 |
108-110 |
108-110 |
109-039 |
|
| S3 |
107-205 |
108-030 |
109-018 |
|
| S4 |
106-300 |
107-125 |
108-276 |
|
|
| 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 |
109-095 |
107-215 |
1-200 |
1.5% |
0-202 |
0.6% |
97% |
True |
False |
1,555,674 |
| 10 |
109-105 |
107-215 |
1-210 |
1.5% |
0-164 |
0.5% |
95% |
False |
False |
2,013,216 |
| 20 |
109-315 |
107-215 |
2-100 |
2.1% |
0-158 |
0.5% |
68% |
False |
False |
1,847,822 |
| 40 |
109-315 |
107-040 |
2-275 |
2.6% |
0-196 |
0.6% |
74% |
False |
False |
2,096,638 |
| 60 |
112-045 |
107-040 |
5-005 |
4.6% |
0-191 |
0.5% |
42% |
False |
False |
1,985,103 |
| 80 |
112-045 |
107-040 |
5-005 |
4.6% |
0-193 |
0.6% |
42% |
False |
False |
1,853,100 |
| 100 |
113-290 |
107-040 |
6-250 |
6.2% |
0-198 |
0.6% |
31% |
False |
False |
1,483,516 |
| 120 |
113-315 |
107-040 |
6-275 |
6.3% |
0-195 |
0.6% |
31% |
False |
False |
1,236,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-091 |
|
2.618 |
111-044 |
|
1.618 |
110-139 |
|
1.000 |
110-000 |
|
0.618 |
109-234 |
|
HIGH |
109-095 |
|
0.618 |
109-009 |
|
0.500 |
108-302 |
|
0.382 |
108-276 |
|
LOW |
108-190 |
|
0.618 |
108-051 |
|
1.000 |
107-285 |
|
1.618 |
107-146 |
|
2.618 |
106-241 |
|
4.250 |
105-194 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-048 |
109-001 |
| PP |
109-015 |
108-242 |
| S1 |
108-302 |
108-162 |
|