ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
108-275 |
109-200 |
0-245 |
0.7% |
109-035 |
| High |
109-200 |
110-050 |
0-170 |
0.5% |
109-070 |
| Low |
108-275 |
109-150 |
0-195 |
0.6% |
107-310 |
| Close |
109-180 |
110-005 |
0-145 |
0.4% |
108-255 |
| Range |
0-245 |
0-220 |
-0-025 |
-10.2% |
1-080 |
| ATR |
0-180 |
0-183 |
0-003 |
1.6% |
0-000 |
| Volume |
1,880,068 |
2,363,438 |
483,370 |
25.7% |
11,841,871 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-302 |
111-213 |
110-126 |
|
| R3 |
111-082 |
110-313 |
110-066 |
|
| R2 |
110-182 |
110-182 |
110-045 |
|
| R1 |
110-093 |
110-093 |
110-025 |
110-138 |
| PP |
109-282 |
109-282 |
109-282 |
109-304 |
| S1 |
109-193 |
109-193 |
109-305 |
109-238 |
| S2 |
109-062 |
109-062 |
109-285 |
|
| S3 |
108-162 |
108-293 |
109-264 |
|
| S4 |
107-262 |
108-073 |
109-204 |
|
|
| 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 |
110-050 |
107-310 |
2-060 |
2.0% |
0-210 |
0.6% |
94% |
True |
False |
2,386,978 |
| 10 |
110-050 |
107-310 |
2-060 |
2.0% |
0-180 |
0.5% |
94% |
True |
False |
2,152,477 |
| 20 |
110-090 |
107-310 |
2-100 |
2.1% |
0-164 |
0.5% |
89% |
False |
False |
1,089,900 |
| 40 |
110-090 |
107-125 |
2-285 |
2.6% |
0-190 |
0.5% |
91% |
False |
False |
546,668 |
| 60 |
112-075 |
107-125 |
4-270 |
4.4% |
0-175 |
0.5% |
54% |
False |
False |
364,484 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-168 |
0.5% |
49% |
False |
False |
273,377 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-154 |
0.4% |
39% |
False |
False |
218,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-025 |
|
2.618 |
111-306 |
|
1.618 |
111-086 |
|
1.000 |
110-270 |
|
0.618 |
110-186 |
|
HIGH |
110-050 |
|
0.618 |
109-286 |
|
0.500 |
109-260 |
|
0.382 |
109-234 |
|
LOW |
109-150 |
|
0.618 |
109-014 |
|
1.000 |
108-250 |
|
1.618 |
108-114 |
|
2.618 |
107-214 |
|
4.250 |
106-175 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-303 |
109-245 |
| PP |
109-282 |
109-165 |
| S1 |
109-260 |
109-085 |
|