ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
109-095 |
109-235 |
0-140 |
0.4% |
108-250 |
| High |
109-265 |
110-020 |
0-075 |
0.2% |
108-290 |
| Low |
109-050 |
109-165 |
0-115 |
0.3% |
107-215 |
| Close |
109-225 |
109-315 |
0-090 |
0.3% |
108-155 |
| Range |
0-215 |
0-175 |
-0-040 |
-18.6% |
1-075 |
| ATR |
0-185 |
0-185 |
-0-001 |
-0.4% |
0-000 |
| Volume |
14,941 |
9,175 |
-5,766 |
-38.6% |
7,762,868 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-158 |
111-092 |
110-091 |
|
| R3 |
110-303 |
110-237 |
110-043 |
|
| R2 |
110-128 |
110-128 |
110-027 |
|
| R1 |
110-062 |
110-062 |
110-011 |
110-095 |
| PP |
109-273 |
109-273 |
109-273 |
109-290 |
| S1 |
109-207 |
109-207 |
109-299 |
109-240 |
| S2 |
109-098 |
109-098 |
109-283 |
|
| S3 |
108-243 |
109-032 |
109-267 |
|
| S4 |
108-068 |
108-177 |
109-219 |
|
|
| 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 |
110-020 |
107-230 |
2-110 |
2.1% |
0-197 |
0.6% |
97% |
True |
False |
152,841 |
| 10 |
110-020 |
107-215 |
2-125 |
2.2% |
0-182 |
0.5% |
97% |
True |
False |
1,749,720 |
| 20 |
110-020 |
107-215 |
2-125 |
2.2% |
0-165 |
0.5% |
97% |
True |
False |
1,700,894 |
| 40 |
110-020 |
107-040 |
2-300 |
2.7% |
0-199 |
0.6% |
97% |
True |
False |
2,009,002 |
| 60 |
111-240 |
107-040 |
4-200 |
4.2% |
0-190 |
0.5% |
62% |
False |
False |
1,926,646 |
| 80 |
112-045 |
107-040 |
5-005 |
4.6% |
0-194 |
0.6% |
57% |
False |
False |
1,853,004 |
| 100 |
113-290 |
107-040 |
6-250 |
6.2% |
0-198 |
0.6% |
42% |
False |
False |
1,483,754 |
| 120 |
113-315 |
107-040 |
6-275 |
6.2% |
0-197 |
0.6% |
42% |
False |
False |
1,236,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-124 |
|
2.618 |
111-158 |
|
1.618 |
110-303 |
|
1.000 |
110-195 |
|
0.618 |
110-128 |
|
HIGH |
110-020 |
|
0.618 |
109-273 |
|
0.500 |
109-252 |
|
0.382 |
109-232 |
|
LOW |
109-165 |
|
0.618 |
109-057 |
|
1.000 |
108-310 |
|
1.618 |
108-202 |
|
2.618 |
108-027 |
|
4.250 |
107-061 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-294 |
109-245 |
| PP |
109-273 |
109-175 |
| S1 |
109-252 |
109-105 |
|