ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
108-195 |
109-095 |
0-220 |
0.6% |
108-250 |
| High |
109-095 |
109-265 |
0-170 |
0.5% |
108-290 |
| Low |
108-190 |
109-050 |
0-180 |
0.5% |
107-215 |
| Close |
109-080 |
109-225 |
0-145 |
0.4% |
108-155 |
| Range |
0-225 |
0-215 |
-0-010 |
-4.4% |
1-075 |
| ATR |
0-183 |
0-185 |
0-002 |
1.3% |
0-000 |
| Volume |
15,504 |
14,941 |
-563 |
-3.6% |
7,762,868 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-185 |
111-100 |
110-023 |
|
| R3 |
110-290 |
110-205 |
109-284 |
|
| R2 |
110-075 |
110-075 |
109-264 |
|
| R1 |
109-310 |
109-310 |
109-245 |
110-032 |
| PP |
109-180 |
109-180 |
109-180 |
109-201 |
| S1 |
109-095 |
109-095 |
109-205 |
109-138 |
| S2 |
108-285 |
108-285 |
109-186 |
|
| S3 |
108-070 |
108-200 |
109-166 |
|
| S4 |
107-175 |
107-305 |
109-107 |
|
|
| 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 |
109-265 |
107-215 |
2-050 |
2.0% |
0-200 |
0.6% |
94% |
True |
False |
597,618 |
| 10 |
109-265 |
107-215 |
2-050 |
2.0% |
0-175 |
0.5% |
94% |
True |
False |
1,899,094 |
| 20 |
109-315 |
107-215 |
2-100 |
2.1% |
0-164 |
0.5% |
88% |
False |
False |
1,786,426 |
| 40 |
109-315 |
107-040 |
2-275 |
2.6% |
0-199 |
0.6% |
90% |
False |
False |
2,049,909 |
| 60 |
111-310 |
107-040 |
4-270 |
4.4% |
0-190 |
0.5% |
53% |
False |
False |
1,948,885 |
| 80 |
112-045 |
107-040 |
5-005 |
4.6% |
0-194 |
0.6% |
51% |
False |
False |
1,853,077 |
| 100 |
113-290 |
107-040 |
6-250 |
6.2% |
0-199 |
0.6% |
38% |
False |
False |
1,483,665 |
| 120 |
113-315 |
107-040 |
6-275 |
6.3% |
0-197 |
0.6% |
38% |
False |
False |
1,236,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-219 |
|
2.618 |
111-188 |
|
1.618 |
110-293 |
|
1.000 |
110-160 |
|
0.618 |
110-078 |
|
HIGH |
109-265 |
|
0.618 |
109-183 |
|
0.500 |
109-158 |
|
0.382 |
109-132 |
|
LOW |
109-050 |
|
0.618 |
108-237 |
|
1.000 |
108-155 |
|
1.618 |
108-022 |
|
2.618 |
107-127 |
|
4.250 |
106-096 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-202 |
109-147 |
| PP |
109-180 |
109-068 |
| S1 |
109-158 |
108-310 |
|