ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-235 |
110-110 |
-0-125 |
-0.4% |
109-080 |
| High |
110-240 |
110-285 |
0-045 |
0.1% |
111-010 |
| Low |
110-090 |
110-065 |
-0-025 |
-0.1% |
109-005 |
| Close |
110-130 |
110-255 |
0-125 |
0.4% |
110-270 |
| Range |
0-150 |
0-220 |
0-070 |
46.7% |
2-005 |
| ATR |
0-201 |
0-202 |
0-001 |
0.7% |
0-000 |
| Volume |
1,533,894 |
1,819,290 |
285,396 |
18.6% |
10,689,664 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-222 |
112-138 |
111-056 |
|
| R3 |
112-002 |
111-238 |
110-316 |
|
| R2 |
111-102 |
111-102 |
110-295 |
|
| R1 |
111-018 |
111-018 |
110-275 |
111-060 |
| PP |
110-202 |
110-202 |
110-202 |
110-222 |
| S1 |
110-118 |
110-118 |
110-235 |
110-160 |
| S2 |
109-302 |
109-302 |
110-215 |
|
| S3 |
109-082 |
109-218 |
110-194 |
|
| S4 |
108-182 |
108-318 |
110-134 |
|
|
| 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 |
109-155 |
1-175 |
1.4% |
0-235 |
0.7% |
85% |
False |
False |
2,178,695 |
| 10 |
111-010 |
109-005 |
2-005 |
1.8% |
0-215 |
0.6% |
88% |
False |
False |
2,085,002 |
| 20 |
111-010 |
107-310 |
3-020 |
2.8% |
0-198 |
0.6% |
92% |
False |
False |
2,118,740 |
| 40 |
111-010 |
107-125 |
3-205 |
3.3% |
0-182 |
0.5% |
94% |
False |
False |
1,067,807 |
| 60 |
111-130 |
107-125 |
4-005 |
3.6% |
0-190 |
0.5% |
85% |
False |
False |
711,975 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-179 |
0.5% |
63% |
False |
False |
534,001 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-167 |
0.5% |
50% |
False |
False |
427,203 |
| 120 |
114-145 |
107-125 |
7-020 |
6.4% |
0-146 |
0.4% |
48% |
False |
False |
356,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-260 |
|
2.618 |
112-221 |
|
1.618 |
112-001 |
|
1.000 |
111-185 |
|
0.618 |
111-101 |
|
HIGH |
110-285 |
|
0.618 |
110-201 |
|
0.500 |
110-175 |
|
0.382 |
110-149 |
|
LOW |
110-065 |
|
0.618 |
109-249 |
|
1.000 |
109-165 |
|
1.618 |
109-029 |
|
2.618 |
108-129 |
|
4.250 |
107-090 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-228 |
110-236 |
| PP |
110-202 |
110-217 |
| S1 |
110-175 |
110-198 |
|