ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
108-295 |
109-080 |
0-105 |
0.3% |
108-195 |
| High |
109-090 |
110-160 |
1-070 |
1.1% |
110-070 |
| Low |
108-285 |
109-065 |
0-100 |
0.3% |
108-190 |
| Close |
109-090 |
110-010 |
0-240 |
0.7% |
109-015 |
| Range |
0-125 |
1-095 |
0-290 |
232.0% |
1-200 |
| ATR |
0-183 |
0-200 |
0-017 |
9.1% |
0-000 |
| Volume |
6,144 |
7,640 |
1,496 |
24.3% |
55,085 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-257 |
113-068 |
110-238 |
|
| R3 |
112-162 |
111-293 |
110-124 |
|
| R2 |
111-067 |
111-067 |
110-086 |
|
| R1 |
110-198 |
110-198 |
110-048 |
110-292 |
| PP |
109-292 |
109-292 |
109-292 |
110-019 |
| S1 |
109-103 |
109-103 |
109-292 |
109-198 |
| S2 |
108-197 |
108-197 |
109-254 |
|
| S3 |
107-102 |
108-008 |
109-216 |
|
| S4 |
106-007 |
106-233 |
109-102 |
|
|
| 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 |
110-160 |
108-250 |
1-230 |
1.6% |
0-218 |
0.6% |
73% |
True |
False |
5,931 |
| 10 |
110-160 |
107-230 |
2-250 |
2.5% |
0-208 |
0.6% |
83% |
True |
False |
79,386 |
| 20 |
110-160 |
107-215 |
2-265 |
2.6% |
0-184 |
0.5% |
83% |
True |
False |
1,300,901 |
| 40 |
110-160 |
107-040 |
3-120 |
3.1% |
0-187 |
0.5% |
86% |
True |
False |
1,628,778 |
| 60 |
110-315 |
107-040 |
3-275 |
3.5% |
0-194 |
0.6% |
75% |
False |
False |
1,779,599 |
| 80 |
112-045 |
107-040 |
5-005 |
4.6% |
0-192 |
0.5% |
58% |
False |
False |
1,849,958 |
| 100 |
113-290 |
107-040 |
6-250 |
6.2% |
0-199 |
0.6% |
43% |
False |
False |
1,483,992 |
| 120 |
113-315 |
107-040 |
6-275 |
6.2% |
0-197 |
0.6% |
42% |
False |
False |
1,236,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-004 |
|
2.618 |
113-286 |
|
1.618 |
112-191 |
|
1.000 |
111-255 |
|
0.618 |
111-096 |
|
HIGH |
110-160 |
|
0.618 |
110-001 |
|
0.500 |
109-272 |
|
0.382 |
109-224 |
|
LOW |
109-065 |
|
0.618 |
108-129 |
|
1.000 |
107-290 |
|
1.618 |
107-034 |
|
2.618 |
105-259 |
|
4.250 |
103-221 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-311 |
109-288 |
| PP |
109-292 |
109-247 |
| S1 |
109-272 |
109-205 |
|