ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-095 |
109-080 |
-1-015 |
-0.9% |
108-275 |
| High |
110-210 |
109-085 |
-1-125 |
-1.3% |
110-210 |
| Low |
109-080 |
109-005 |
-0-075 |
-0.2% |
108-275 |
| Close |
109-100 |
109-030 |
-0-070 |
-0.2% |
109-100 |
| Range |
1-130 |
0-080 |
-1-050 |
-82.2% |
1-255 |
| ATR |
0-196 |
0-189 |
-0-007 |
-3.7% |
0-000 |
| Volume |
2,396,978 |
1,341,950 |
-1,055,028 |
-44.0% |
11,050,687 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-280 |
109-235 |
109-074 |
|
| R3 |
109-200 |
109-155 |
109-052 |
|
| R2 |
109-120 |
109-120 |
109-045 |
|
| R1 |
109-075 |
109-075 |
109-037 |
109-058 |
| PP |
109-040 |
109-040 |
109-040 |
109-031 |
| S1 |
108-315 |
108-315 |
109-023 |
108-298 |
| S2 |
108-280 |
108-280 |
109-015 |
|
| S3 |
108-200 |
108-235 |
109-008 |
|
| S4 |
108-120 |
108-155 |
108-306 |
|
|
| 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 |
109-005 |
1-205 |
1.5% |
0-206 |
0.6% |
5% |
False |
True |
2,102,513 |
| 10 |
110-210 |
107-310 |
2-220 |
2.5% |
0-208 |
0.6% |
42% |
False |
False |
2,423,450 |
| 20 |
110-210 |
107-310 |
2-220 |
2.5% |
0-178 |
0.5% |
42% |
False |
False |
1,495,077 |
| 40 |
110-210 |
107-125 |
3-085 |
3.0% |
0-183 |
0.5% |
52% |
False |
False |
750,361 |
| 60 |
111-130 |
107-125 |
4-005 |
3.7% |
0-178 |
0.5% |
42% |
False |
False |
500,295 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-174 |
0.5% |
32% |
False |
False |
375,240 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-160 |
0.5% |
25% |
False |
False |
300,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-105 |
|
2.618 |
109-294 |
|
1.618 |
109-214 |
|
1.000 |
109-165 |
|
0.618 |
109-134 |
|
HIGH |
109-085 |
|
0.618 |
109-054 |
|
0.500 |
109-045 |
|
0.382 |
109-036 |
|
LOW |
109-005 |
|
0.618 |
108-276 |
|
1.000 |
108-245 |
|
1.618 |
108-196 |
|
2.618 |
108-116 |
|
4.250 |
107-305 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-045 |
109-268 |
| PP |
109-040 |
109-188 |
| S1 |
109-035 |
109-109 |
|