ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
109-200 |
110-010 |
0-130 |
0.4% |
109-035 |
| High |
110-050 |
110-125 |
0-075 |
0.2% |
109-070 |
| Low |
109-150 |
109-265 |
0-115 |
0.3% |
107-310 |
| Close |
110-005 |
110-095 |
0-090 |
0.3% |
108-255 |
| Range |
0-220 |
0-180 |
-0-040 |
-18.2% |
1-080 |
| ATR |
0-183 |
0-183 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,363,438 |
2,567,287 |
203,849 |
8.6% |
11,841,871 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-275 |
111-205 |
110-194 |
|
| R3 |
111-095 |
111-025 |
110-144 |
|
| R2 |
110-235 |
110-235 |
110-128 |
|
| R1 |
110-165 |
110-165 |
110-112 |
110-200 |
| PP |
110-055 |
110-055 |
110-055 |
110-072 |
| S1 |
109-305 |
109-305 |
110-078 |
110-020 |
| S2 |
109-195 |
109-195 |
110-062 |
|
| S3 |
109-015 |
109-125 |
110-046 |
|
| S4 |
108-155 |
108-265 |
109-316 |
|
|
| 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 |
110-125 |
108-010 |
2-115 |
2.1% |
0-206 |
0.6% |
96% |
True |
False |
2,350,324 |
| 10 |
110-125 |
107-310 |
2-135 |
2.2% |
0-187 |
0.5% |
96% |
True |
False |
2,380,897 |
| 20 |
110-125 |
107-310 |
2-135 |
2.2% |
0-166 |
0.5% |
96% |
True |
False |
1,217,430 |
| 40 |
110-125 |
107-125 |
3-000 |
2.7% |
0-190 |
0.5% |
97% |
True |
False |
610,844 |
| 60 |
112-000 |
107-125 |
4-195 |
4.2% |
0-176 |
0.5% |
63% |
False |
False |
407,272 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-169 |
0.5% |
54% |
False |
False |
305,468 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-156 |
0.4% |
43% |
False |
False |
244,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-250 |
|
2.618 |
111-276 |
|
1.618 |
111-096 |
|
1.000 |
110-305 |
|
0.618 |
110-236 |
|
HIGH |
110-125 |
|
0.618 |
110-056 |
|
0.500 |
110-035 |
|
0.382 |
110-014 |
|
LOW |
109-265 |
|
0.618 |
109-154 |
|
1.000 |
109-085 |
|
1.618 |
108-294 |
|
2.618 |
108-114 |
|
4.250 |
107-140 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-075 |
110-023 |
| PP |
110-055 |
109-272 |
| S1 |
110-035 |
109-200 |
|