ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
109-165 |
110-055 |
0-210 |
0.6% |
108-275 |
| High |
110-215 |
110-270 |
0-055 |
0.2% |
110-210 |
| Low |
109-155 |
110-030 |
0-195 |
0.6% |
108-275 |
| Close |
110-100 |
110-230 |
0-130 |
0.4% |
109-100 |
| Range |
1-060 |
0-240 |
-0-140 |
-36.8% |
1-255 |
| ATR |
0-201 |
0-204 |
0-003 |
1.4% |
0-000 |
| Volume |
2,862,922 |
2,372,261 |
-490,661 |
-17.1% |
11,050,687 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-257 |
112-163 |
111-042 |
|
| R3 |
112-017 |
111-243 |
110-296 |
|
| R2 |
111-097 |
111-097 |
110-274 |
|
| R1 |
111-003 |
111-003 |
110-252 |
111-050 |
| PP |
110-177 |
110-177 |
110-177 |
110-200 |
| S1 |
110-083 |
110-083 |
110-208 |
110-130 |
| S2 |
109-257 |
109-257 |
110-186 |
|
| S3 |
109-017 |
109-163 |
110-164 |
|
| S4 |
108-097 |
108-243 |
110-098 |
|
|
| 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 |
110-270 |
109-005 |
1-265 |
1.7% |
0-263 |
0.7% |
93% |
True |
False |
2,156,306 |
| 10 |
110-270 |
108-120 |
2-150 |
2.2% |
0-226 |
0.6% |
95% |
True |
False |
2,226,151 |
| 20 |
110-270 |
107-310 |
2-280 |
2.6% |
0-190 |
0.5% |
96% |
True |
False |
1,843,767 |
| 40 |
110-270 |
107-125 |
3-145 |
3.1% |
0-184 |
0.5% |
96% |
True |
False |
926,399 |
| 60 |
111-130 |
107-125 |
4-005 |
3.6% |
0-187 |
0.5% |
83% |
False |
False |
617,671 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-177 |
0.5% |
62% |
False |
False |
463,272 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-164 |
0.5% |
49% |
False |
False |
370,620 |
| 120 |
114-145 |
107-125 |
7-020 |
6.4% |
0-142 |
0.4% |
47% |
False |
False |
308,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-010 |
|
2.618 |
112-258 |
|
1.618 |
112-018 |
|
1.000 |
111-190 |
|
0.618 |
111-098 |
|
HIGH |
110-270 |
|
0.618 |
110-178 |
|
0.500 |
110-150 |
|
0.382 |
110-122 |
|
LOW |
110-030 |
|
0.618 |
109-202 |
|
1.000 |
109-110 |
|
1.618 |
108-282 |
|
2.618 |
108-042 |
|
4.250 |
106-290 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-203 |
110-149 |
| PP |
110-177 |
110-068 |
| S1 |
110-150 |
109-308 |
|