ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
109-025 |
109-165 |
0-140 |
0.4% |
108-275 |
| High |
109-190 |
110-215 |
1-025 |
1.0% |
110-210 |
| Low |
109-025 |
109-155 |
0-130 |
0.4% |
108-275 |
| Close |
109-175 |
110-100 |
0-245 |
0.7% |
109-100 |
| Range |
0-165 |
1-060 |
0-215 |
130.3% |
1-255 |
| ATR |
0-187 |
0-201 |
0-014 |
7.4% |
0-000 |
| Volume |
1,807,422 |
2,862,922 |
1,055,500 |
58.4% |
11,050,687 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-230 |
113-065 |
110-309 |
|
| R3 |
112-170 |
112-005 |
110-204 |
|
| R2 |
111-110 |
111-110 |
110-170 |
|
| R1 |
110-265 |
110-265 |
110-135 |
111-028 |
| PP |
110-050 |
110-050 |
110-050 |
110-091 |
| S1 |
109-205 |
109-205 |
110-065 |
109-288 |
| S2 |
108-310 |
108-310 |
110-030 |
|
| S3 |
107-250 |
108-145 |
109-316 |
|
| S4 |
106-190 |
107-085 |
109-211 |
|
|
| 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 |
110-215 |
109-005 |
1-210 |
1.5% |
0-235 |
0.7% |
78% |
True |
False |
2,050,437 |
| 10 |
110-215 |
108-010 |
2-205 |
2.4% |
0-220 |
0.6% |
86% |
True |
False |
2,200,381 |
| 20 |
110-215 |
107-310 |
2-225 |
2.5% |
0-191 |
0.5% |
87% |
True |
False |
1,727,307 |
| 40 |
110-215 |
107-125 |
3-090 |
3.0% |
0-184 |
0.5% |
89% |
True |
False |
867,099 |
| 60 |
111-130 |
107-125 |
4-005 |
3.6% |
0-184 |
0.5% |
73% |
False |
False |
578,133 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-176 |
0.5% |
54% |
False |
False |
433,619 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-162 |
0.5% |
43% |
False |
False |
346,898 |
| 120 |
114-145 |
107-125 |
7-020 |
6.4% |
0-140 |
0.4% |
41% |
False |
False |
289,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-230 |
|
2.618 |
113-250 |
|
1.618 |
112-190 |
|
1.000 |
111-275 |
|
0.618 |
111-130 |
|
HIGH |
110-215 |
|
0.618 |
110-070 |
|
0.500 |
110-025 |
|
0.382 |
109-300 |
|
LOW |
109-155 |
|
0.618 |
108-240 |
|
1.000 |
108-095 |
|
1.618 |
107-180 |
|
2.618 |
106-120 |
|
4.250 |
104-140 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-075 |
110-050 |
| PP |
110-050 |
110-000 |
| S1 |
110-025 |
109-270 |
|