ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
109-080 |
109-025 |
-0-055 |
-0.2% |
108-275 |
| High |
109-085 |
109-190 |
0-105 |
0.3% |
110-210 |
| Low |
109-005 |
109-025 |
0-020 |
0.1% |
108-275 |
| Close |
109-030 |
109-175 |
0-145 |
0.4% |
109-100 |
| Range |
0-080 |
0-165 |
0-085 |
106.3% |
1-255 |
| ATR |
0-189 |
0-187 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,341,950 |
1,807,422 |
465,472 |
34.7% |
11,050,687 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-305 |
110-245 |
109-266 |
|
| R3 |
110-140 |
110-080 |
109-220 |
|
| R2 |
109-295 |
109-295 |
109-205 |
|
| R1 |
109-235 |
109-235 |
109-190 |
109-265 |
| PP |
109-130 |
109-130 |
109-130 |
109-145 |
| S1 |
109-070 |
109-070 |
109-160 |
109-100 |
| S2 |
108-285 |
108-285 |
109-145 |
|
| S3 |
108-120 |
108-225 |
109-130 |
|
| S4 |
107-275 |
108-060 |
109-084 |
|
|
| 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% |
0-195 |
0.6% |
32% |
False |
False |
1,991,310 |
| 10 |
110-210 |
107-310 |
2-220 |
2.5% |
0-202 |
0.6% |
59% |
False |
False |
2,189,144 |
| 20 |
110-210 |
107-310 |
2-220 |
2.5% |
0-182 |
0.5% |
59% |
False |
False |
1,584,760 |
| 40 |
110-210 |
107-125 |
3-085 |
3.0% |
0-180 |
0.5% |
66% |
False |
False |
795,531 |
| 60 |
111-130 |
107-125 |
4-005 |
3.7% |
0-179 |
0.5% |
54% |
False |
False |
530,419 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-175 |
0.5% |
40% |
False |
False |
397,833 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-159 |
0.5% |
32% |
False |
False |
318,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-251 |
|
2.618 |
110-302 |
|
1.618 |
110-137 |
|
1.000 |
110-035 |
|
0.618 |
109-292 |
|
HIGH |
109-190 |
|
0.618 |
109-127 |
|
0.500 |
109-108 |
|
0.382 |
109-088 |
|
LOW |
109-025 |
|
0.618 |
108-243 |
|
1.000 |
108-180 |
|
1.618 |
108-078 |
|
2.618 |
107-233 |
|
4.250 |
106-284 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-152 |
109-268 |
| PP |
109-130 |
109-237 |
| S1 |
109-108 |
109-206 |
|