ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-120 |
110-095 |
-0-025 |
-0.1% |
108-275 |
| High |
110-130 |
110-210 |
0-080 |
0.2% |
110-210 |
| Low |
110-030 |
109-080 |
-0-270 |
-0.8% |
108-275 |
| Close |
110-115 |
109-100 |
-1-015 |
-0.9% |
109-100 |
| Range |
0-100 |
1-130 |
1-030 |
350.0% |
1-255 |
| ATR |
0-177 |
0-196 |
0-020 |
11.1% |
0-000 |
| Volume |
1,842,916 |
2,396,978 |
554,062 |
30.1% |
11,050,687 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-307 |
113-013 |
110-028 |
|
| R3 |
112-177 |
111-203 |
109-224 |
|
| R2 |
111-047 |
111-047 |
109-182 |
|
| R1 |
110-073 |
110-073 |
109-141 |
109-315 |
| PP |
109-237 |
109-237 |
109-237 |
109-198 |
| S1 |
108-263 |
108-263 |
109-059 |
108-185 |
| S2 |
108-107 |
108-107 |
109-018 |
|
| S3 |
106-297 |
107-133 |
108-296 |
|
| S4 |
105-167 |
106-003 |
108-172 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-000 |
113-305 |
110-096 |
|
| R3 |
113-065 |
112-050 |
109-258 |
|
| R2 |
111-130 |
111-130 |
109-205 |
|
| R1 |
110-115 |
110-115 |
109-153 |
110-282 |
| PP |
109-195 |
109-195 |
109-195 |
109-279 |
| S1 |
108-180 |
108-180 |
109-047 |
109-028 |
| S2 |
107-260 |
107-260 |
108-315 |
|
| S3 |
106-005 |
106-245 |
108-262 |
|
| S4 |
104-070 |
104-310 |
108-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-210 |
108-275 |
1-255 |
1.6% |
0-239 |
0.7% |
25% |
True |
False |
2,210,137 |
| 10 |
110-210 |
107-310 |
2-220 |
2.5% |
0-210 |
0.6% |
50% |
True |
False |
2,528,738 |
| 20 |
110-210 |
107-310 |
2-220 |
2.5% |
0-181 |
0.5% |
50% |
True |
False |
1,428,674 |
| 40 |
110-210 |
107-125 |
3-085 |
3.0% |
0-187 |
0.5% |
59% |
True |
False |
716,817 |
| 60 |
111-140 |
107-125 |
4-015 |
3.7% |
0-181 |
0.5% |
47% |
False |
False |
477,935 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-173 |
0.5% |
36% |
False |
False |
358,466 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-159 |
0.5% |
28% |
False |
False |
286,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-202 |
|
2.618 |
114-108 |
|
1.618 |
112-298 |
|
1.000 |
112-020 |
|
0.618 |
111-168 |
|
HIGH |
110-210 |
|
0.618 |
110-038 |
|
0.500 |
109-305 |
|
0.382 |
109-252 |
|
LOW |
109-080 |
|
0.618 |
108-122 |
|
1.000 |
107-270 |
|
1.618 |
106-312 |
|
2.618 |
105-182 |
|
4.250 |
103-088 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-305 |
109-305 |
| PP |
109-237 |
109-237 |
| S1 |
109-168 |
109-168 |
|