ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-010 |
110-120 |
0-110 |
0.3% |
109-035 |
| High |
110-125 |
110-130 |
0-005 |
0.0% |
109-070 |
| Low |
109-265 |
110-030 |
0-085 |
0.2% |
107-310 |
| Close |
110-095 |
110-115 |
0-020 |
0.1% |
108-255 |
| Range |
0-180 |
0-100 |
-0-080 |
-44.4% |
1-080 |
| ATR |
0-183 |
0-177 |
-0-006 |
-3.2% |
0-000 |
| Volume |
2,567,287 |
1,842,916 |
-724,371 |
-28.2% |
11,841,871 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-072 |
111-033 |
110-170 |
|
| R3 |
110-292 |
110-253 |
110-142 |
|
| R2 |
110-192 |
110-192 |
110-133 |
|
| R1 |
110-153 |
110-153 |
110-124 |
110-122 |
| PP |
110-092 |
110-092 |
110-092 |
110-076 |
| S1 |
110-053 |
110-053 |
110-106 |
110-022 |
| S2 |
109-312 |
109-312 |
110-097 |
|
| S3 |
109-212 |
109-273 |
110-088 |
|
| S4 |
109-112 |
109-173 |
110-060 |
|
|
| 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 |
110-130 |
108-120 |
2-010 |
1.8% |
0-189 |
0.5% |
98% |
True |
False |
2,295,996 |
| 10 |
110-130 |
107-310 |
2-140 |
2.2% |
0-186 |
0.5% |
98% |
True |
False |
2,507,242 |
| 20 |
110-130 |
107-310 |
2-140 |
2.2% |
0-166 |
0.5% |
98% |
True |
False |
1,309,298 |
| 40 |
110-130 |
107-125 |
3-005 |
2.7% |
0-180 |
0.5% |
98% |
True |
False |
656,895 |
| 60 |
111-260 |
107-125 |
4-135 |
4.0% |
0-176 |
0.5% |
67% |
False |
False |
437,986 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-170 |
0.5% |
55% |
False |
False |
328,504 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-155 |
0.4% |
44% |
False |
False |
262,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-235 |
|
2.618 |
111-072 |
|
1.618 |
110-292 |
|
1.000 |
110-230 |
|
0.618 |
110-192 |
|
HIGH |
110-130 |
|
0.618 |
110-092 |
|
0.500 |
110-080 |
|
0.382 |
110-068 |
|
LOW |
110-030 |
|
0.618 |
109-288 |
|
1.000 |
109-250 |
|
1.618 |
109-188 |
|
2.618 |
109-088 |
|
4.250 |
108-245 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-103 |
110-070 |
| PP |
110-092 |
110-025 |
| S1 |
110-080 |
109-300 |
|