ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
108-185 |
108-275 |
0-090 |
0.3% |
109-035 |
| High |
109-000 |
109-200 |
0-200 |
0.6% |
109-070 |
| Low |
108-120 |
108-275 |
0-155 |
0.4% |
107-310 |
| Close |
108-255 |
109-180 |
0-245 |
0.7% |
108-255 |
| Range |
0-200 |
0-245 |
0-045 |
22.5% |
1-080 |
| ATR |
0-173 |
0-180 |
0-007 |
3.8% |
0-000 |
| Volume |
2,826,273 |
1,880,068 |
-946,205 |
-33.5% |
11,841,871 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-207 |
111-118 |
109-315 |
|
| R3 |
110-282 |
110-193 |
109-247 |
|
| R2 |
110-037 |
110-037 |
109-225 |
|
| R1 |
109-268 |
109-268 |
109-202 |
109-312 |
| PP |
109-112 |
109-112 |
109-112 |
109-134 |
| S1 |
109-023 |
109-023 |
109-158 |
109-068 |
| S2 |
108-187 |
108-187 |
109-135 |
|
| S3 |
107-262 |
108-098 |
109-113 |
|
| S4 |
107-017 |
107-173 |
109-045 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-132 |
111-273 |
109-155 |
|
| R3 |
111-052 |
110-193 |
109-045 |
|
| R2 |
109-292 |
109-292 |
109-008 |
|
| R1 |
109-113 |
109-113 |
108-292 |
109-002 |
| PP |
108-212 |
108-212 |
108-212 |
108-156 |
| S1 |
108-033 |
108-033 |
108-218 |
107-242 |
| S2 |
107-132 |
107-132 |
108-182 |
|
| S3 |
106-052 |
106-273 |
108-145 |
|
| S4 |
104-292 |
105-193 |
108-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-200 |
107-310 |
1-210 |
1.5% |
0-211 |
0.6% |
96% |
True |
False |
2,744,387 |
| 10 |
109-200 |
107-310 |
1-210 |
1.5% |
0-168 |
0.5% |
96% |
True |
False |
1,925,018 |
| 20 |
110-090 |
107-310 |
2-100 |
2.1% |
0-158 |
0.5% |
69% |
False |
False |
972,001 |
| 40 |
110-090 |
107-125 |
2-285 |
2.6% |
0-188 |
0.5% |
75% |
False |
False |
487,609 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-176 |
0.5% |
40% |
False |
False |
325,099 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-167 |
0.5% |
40% |
False |
False |
243,834 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-152 |
0.4% |
32% |
False |
False |
195,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-281 |
|
2.618 |
111-201 |
|
1.618 |
110-276 |
|
1.000 |
110-125 |
|
0.618 |
110-031 |
|
HIGH |
109-200 |
|
0.618 |
109-106 |
|
0.500 |
109-078 |
|
0.382 |
109-049 |
|
LOW |
108-275 |
|
0.618 |
108-124 |
|
1.000 |
108-030 |
|
1.618 |
107-199 |
|
2.618 |
106-274 |
|
4.250 |
105-194 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-146 |
109-102 |
| PP |
109-112 |
109-023 |
| S1 |
109-078 |
108-265 |
|