ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-000 |
109-305 |
-0-015 |
0.0% |
108-195 |
| High |
110-030 |
110-070 |
0-040 |
0.1% |
110-070 |
| Low |
109-255 |
108-315 |
-0-260 |
-0.7% |
108-190 |
| Close |
110-020 |
109-015 |
-1-005 |
-0.9% |
109-015 |
| Range |
0-095 |
1-075 |
0-300 |
315.8% |
1-200 |
| ATR |
0-178 |
0-194 |
0-015 |
8.7% |
0-000 |
| Volume |
5,388 |
10,077 |
4,689 |
87.0% |
55,085 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-038 |
112-102 |
109-232 |
|
| R3 |
111-283 |
111-027 |
109-124 |
|
| R2 |
110-208 |
110-208 |
109-087 |
|
| R1 |
109-272 |
109-272 |
109-051 |
109-202 |
| PP |
109-133 |
109-133 |
109-133 |
109-099 |
| S1 |
108-197 |
108-197 |
108-299 |
108-128 |
| S2 |
108-058 |
108-058 |
108-263 |
|
| S3 |
106-303 |
107-122 |
108-226 |
|
| S4 |
105-228 |
106-047 |
108-118 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-052 |
113-073 |
109-301 |
|
| R3 |
112-172 |
111-193 |
109-158 |
|
| R2 |
110-292 |
110-292 |
109-110 |
|
| R1 |
109-313 |
109-313 |
109-063 |
110-142 |
| PP |
109-092 |
109-092 |
109-092 |
109-166 |
| S1 |
108-113 |
108-113 |
108-287 |
108-262 |
| S2 |
107-212 |
107-212 |
108-240 |
|
| S3 |
106-012 |
106-233 |
108-192 |
|
| S4 |
104-132 |
105-033 |
108-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-070 |
108-190 |
1-200 |
1.5% |
0-221 |
0.6% |
28% |
True |
False |
11,017 |
| 10 |
110-070 |
107-215 |
2-175 |
2.3% |
0-198 |
0.6% |
54% |
True |
False |
1,133,010 |
| 20 |
110-070 |
107-215 |
2-175 |
2.3% |
0-176 |
0.5% |
54% |
True |
False |
1,525,923 |
| 40 |
110-070 |
107-040 |
3-030 |
2.8% |
0-193 |
0.6% |
62% |
True |
False |
1,844,508 |
| 60 |
110-315 |
107-040 |
3-275 |
3.5% |
0-193 |
0.6% |
50% |
False |
False |
1,866,182 |
| 80 |
112-045 |
107-040 |
5-005 |
4.6% |
0-192 |
0.6% |
38% |
False |
False |
1,852,480 |
| 100 |
113-290 |
107-040 |
6-250 |
6.2% |
0-198 |
0.6% |
28% |
False |
False |
1,483,883 |
| 120 |
113-315 |
107-040 |
6-275 |
6.3% |
0-196 |
0.6% |
28% |
False |
False |
1,236,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-149 |
|
2.618 |
113-144 |
|
1.618 |
112-069 |
|
1.000 |
111-145 |
|
0.618 |
110-314 |
|
HIGH |
110-070 |
|
0.618 |
109-239 |
|
0.500 |
109-192 |
|
0.382 |
109-146 |
|
LOW |
108-315 |
|
0.618 |
108-071 |
|
1.000 |
107-240 |
|
1.618 |
106-316 |
|
2.618 |
105-241 |
|
4.250 |
103-236 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-192 |
109-192 |
| PP |
109-133 |
109-133 |
| S1 |
109-074 |
109-074 |
|