ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-205 |
110-235 |
0-030 |
0.1% |
109-080 |
| High |
111-010 |
110-240 |
-0-090 |
-0.3% |
111-010 |
| Low |
110-145 |
110-090 |
-0-055 |
-0.2% |
109-005 |
| Close |
110-270 |
110-130 |
-0-140 |
-0.4% |
110-270 |
| Range |
0-185 |
0-150 |
-0-035 |
-18.9% |
2-005 |
| ATR |
0-202 |
0-201 |
-0-002 |
-0.8% |
0-000 |
| Volume |
2,305,109 |
1,533,894 |
-771,215 |
-33.5% |
10,689,664 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-283 |
111-197 |
110-212 |
|
| R3 |
111-133 |
111-047 |
110-171 |
|
| R2 |
110-303 |
110-303 |
110-158 |
|
| R1 |
110-217 |
110-217 |
110-144 |
110-185 |
| PP |
110-153 |
110-153 |
110-153 |
110-138 |
| S1 |
110-067 |
110-067 |
110-116 |
110-035 |
| S2 |
110-003 |
110-003 |
110-102 |
|
| S3 |
109-173 |
109-237 |
110-089 |
|
| S4 |
109-023 |
109-087 |
110-048 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-110 |
115-195 |
111-305 |
|
| R3 |
114-105 |
113-190 |
111-127 |
|
| R2 |
112-100 |
112-100 |
111-068 |
|
| R1 |
111-185 |
111-185 |
111-009 |
111-302 |
| PP |
110-095 |
110-095 |
110-095 |
110-154 |
| S1 |
109-180 |
109-180 |
110-211 |
109-298 |
| S2 |
108-090 |
108-090 |
110-152 |
|
| S3 |
106-085 |
107-175 |
110-093 |
|
| S4 |
104-080 |
105-170 |
109-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-010 |
109-025 |
1-305 |
1.8% |
0-224 |
0.6% |
68% |
False |
False |
2,176,321 |
| 10 |
111-010 |
109-005 |
2-005 |
1.8% |
0-215 |
0.6% |
69% |
False |
False |
2,139,417 |
| 20 |
111-010 |
107-310 |
3-020 |
2.8% |
0-192 |
0.5% |
80% |
False |
False |
2,032,217 |
| 40 |
111-010 |
107-125 |
3-205 |
3.3% |
0-180 |
0.5% |
83% |
False |
False |
1,022,328 |
| 60 |
111-130 |
107-125 |
4-005 |
3.6% |
0-187 |
0.5% |
75% |
False |
False |
681,653 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-179 |
0.5% |
56% |
False |
False |
511,260 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-165 |
0.5% |
44% |
False |
False |
409,010 |
| 120 |
114-145 |
107-125 |
7-020 |
6.4% |
0-145 |
0.4% |
43% |
False |
False |
340,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-238 |
|
2.618 |
111-313 |
|
1.618 |
111-163 |
|
1.000 |
111-070 |
|
0.618 |
111-013 |
|
HIGH |
110-240 |
|
0.618 |
110-183 |
|
0.500 |
110-165 |
|
0.382 |
110-147 |
|
LOW |
110-090 |
|
0.618 |
109-317 |
|
1.000 |
109-260 |
|
1.618 |
109-167 |
|
2.618 |
109-017 |
|
4.250 |
108-092 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-165 |
110-180 |
| PP |
110-153 |
110-163 |
| S1 |
110-142 |
110-147 |
|