ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-110 |
110-230 |
0-120 |
0.3% |
109-080 |
| High |
110-285 |
110-265 |
-0-020 |
-0.1% |
111-010 |
| Low |
110-065 |
110-085 |
0-020 |
0.1% |
109-005 |
| Close |
110-255 |
110-175 |
-0-080 |
-0.2% |
110-270 |
| Range |
0-220 |
0-180 |
-0-040 |
-18.2% |
2-005 |
| ATR |
0-202 |
0-201 |
-0-002 |
-0.8% |
0-000 |
| Volume |
1,819,290 |
1,722,710 |
-96,580 |
-5.3% |
10,689,664 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-075 |
111-305 |
110-274 |
|
| R3 |
111-215 |
111-125 |
110-224 |
|
| R2 |
111-035 |
111-035 |
110-208 |
|
| R1 |
110-265 |
110-265 |
110-192 |
110-220 |
| PP |
110-175 |
110-175 |
110-175 |
110-152 |
| S1 |
110-085 |
110-085 |
110-158 |
110-040 |
| S2 |
109-315 |
109-315 |
110-142 |
|
| S3 |
109-135 |
109-225 |
110-126 |
|
| S4 |
108-275 |
109-045 |
110-076 |
|
|
| 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 |
110-030 |
0-300 |
0.8% |
0-195 |
0.6% |
48% |
False |
False |
1,950,652 |
| 10 |
111-010 |
109-005 |
2-005 |
1.8% |
0-215 |
0.6% |
76% |
False |
False |
2,000,545 |
| 20 |
111-010 |
107-310 |
3-020 |
2.8% |
0-201 |
0.6% |
84% |
False |
False |
2,190,721 |
| 40 |
111-010 |
107-125 |
3-205 |
3.3% |
0-182 |
0.5% |
87% |
False |
False |
1,110,841 |
| 60 |
111-105 |
107-125 |
3-300 |
3.6% |
0-190 |
0.5% |
80% |
False |
False |
740,685 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-179 |
0.5% |
59% |
False |
False |
555,534 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-167 |
0.5% |
47% |
False |
False |
444,430 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-148 |
0.4% |
47% |
False |
False |
370,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-070 |
|
2.618 |
112-096 |
|
1.618 |
111-236 |
|
1.000 |
111-125 |
|
0.618 |
111-056 |
|
HIGH |
110-265 |
|
0.618 |
110-196 |
|
0.500 |
110-175 |
|
0.382 |
110-154 |
|
LOW |
110-085 |
|
0.618 |
109-294 |
|
1.000 |
109-225 |
|
1.618 |
109-114 |
|
2.618 |
108-254 |
|
4.250 |
107-280 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-175 |
110-175 |
| PP |
110-175 |
110-175 |
| S1 |
110-175 |
110-175 |
|