ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
109-235 |
110-000 |
0-085 |
0.2% |
108-250 |
| High |
110-020 |
110-030 |
0-010 |
0.0% |
108-290 |
| Low |
109-165 |
109-255 |
0-090 |
0.3% |
107-215 |
| Close |
109-315 |
110-020 |
0-025 |
0.1% |
108-155 |
| Range |
0-175 |
0-095 |
-0-080 |
-45.7% |
1-075 |
| ATR |
0-185 |
0-178 |
-0-006 |
-3.5% |
0-000 |
| Volume |
9,175 |
5,388 |
-3,787 |
-41.3% |
7,762,868 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-280 |
110-245 |
110-072 |
|
| R3 |
110-185 |
110-150 |
110-046 |
|
| R2 |
110-090 |
110-090 |
110-037 |
|
| R1 |
110-055 |
110-055 |
110-029 |
110-072 |
| PP |
109-315 |
109-315 |
109-315 |
110-004 |
| S1 |
109-280 |
109-280 |
110-011 |
109-298 |
| S2 |
109-220 |
109-220 |
110-003 |
|
| S3 |
109-125 |
109-185 |
109-314 |
|
| S4 |
109-030 |
109-090 |
109-288 |
|
|
| 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 |
110-030 |
108-035 |
1-315 |
1.8% |
0-179 |
0.5% |
98% |
True |
False |
28,266 |
| 10 |
110-030 |
107-215 |
2-135 |
2.2% |
0-180 |
0.5% |
99% |
True |
False |
1,531,607 |
| 20 |
110-030 |
107-215 |
2-135 |
2.2% |
0-164 |
0.5% |
99% |
True |
False |
1,619,478 |
| 40 |
110-030 |
107-040 |
2-310 |
2.7% |
0-188 |
0.5% |
99% |
True |
False |
1,920,126 |
| 60 |
111-105 |
107-040 |
4-065 |
3.8% |
0-188 |
0.5% |
70% |
False |
False |
1,891,016 |
| 80 |
112-045 |
107-040 |
5-005 |
4.6% |
0-194 |
0.6% |
59% |
False |
False |
1,852,921 |
| 100 |
113-290 |
107-040 |
6-250 |
6.2% |
0-197 |
0.6% |
43% |
False |
False |
1,483,795 |
| 120 |
113-315 |
107-040 |
6-275 |
6.2% |
0-194 |
0.6% |
43% |
False |
False |
1,236,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-114 |
|
2.618 |
110-279 |
|
1.618 |
110-184 |
|
1.000 |
110-125 |
|
0.618 |
110-089 |
|
HIGH |
110-030 |
|
0.618 |
109-314 |
|
0.500 |
109-302 |
|
0.382 |
109-291 |
|
LOW |
109-255 |
|
0.618 |
109-196 |
|
1.000 |
109-160 |
|
1.618 |
109-101 |
|
2.618 |
109-006 |
|
4.250 |
108-171 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-008 |
109-293 |
| PP |
109-315 |
109-247 |
| S1 |
109-302 |
109-200 |
|