ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-230 |
110-145 |
-0-085 |
-0.2% |
110-235 |
| High |
110-265 |
110-255 |
-0-010 |
0.0% |
110-285 |
| Low |
110-085 |
110-115 |
0-030 |
0.1% |
110-065 |
| Close |
110-175 |
110-160 |
-0-015 |
0.0% |
110-160 |
| Range |
0-180 |
0-140 |
-0-040 |
-22.2% |
0-220 |
| ATR |
0-201 |
0-196 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,722,710 |
1,435,596 |
-287,114 |
-16.7% |
6,511,490 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-277 |
111-198 |
110-237 |
|
| R3 |
111-137 |
111-058 |
110-198 |
|
| R2 |
110-317 |
110-317 |
110-186 |
|
| R1 |
110-238 |
110-238 |
110-173 |
110-278 |
| PP |
110-177 |
110-177 |
110-177 |
110-196 |
| S1 |
110-098 |
110-098 |
110-147 |
110-138 |
| S2 |
110-037 |
110-037 |
110-134 |
|
| S3 |
109-217 |
109-278 |
110-122 |
|
| S4 |
109-077 |
109-138 |
110-083 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-190 |
112-075 |
110-281 |
|
| R3 |
111-290 |
111-175 |
110-220 |
|
| R2 |
111-070 |
111-070 |
110-200 |
|
| R1 |
110-275 |
110-275 |
110-180 |
110-222 |
| PP |
110-170 |
110-170 |
110-170 |
110-144 |
| S1 |
110-055 |
110-055 |
110-140 |
110-002 |
| S2 |
109-270 |
109-270 |
110-120 |
|
| S3 |
109-050 |
109-155 |
110-100 |
|
| S4 |
108-150 |
108-255 |
110-039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-010 |
110-065 |
0-265 |
0.7% |
0-175 |
0.5% |
36% |
False |
False |
1,763,319 |
| 10 |
111-010 |
109-005 |
2-005 |
1.8% |
0-219 |
0.6% |
74% |
False |
False |
1,959,813 |
| 20 |
111-010 |
107-310 |
3-020 |
2.8% |
0-202 |
0.6% |
83% |
False |
False |
2,233,527 |
| 40 |
111-010 |
107-125 |
3-205 |
3.3% |
0-183 |
0.5% |
85% |
False |
False |
1,146,727 |
| 60 |
111-105 |
107-125 |
3-300 |
3.6% |
0-191 |
0.5% |
79% |
False |
False |
764,612 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-180 |
0.5% |
58% |
False |
False |
573,478 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-167 |
0.5% |
46% |
False |
False |
458,786 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-149 |
0.4% |
46% |
False |
False |
382,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-210 |
|
2.618 |
111-302 |
|
1.618 |
111-162 |
|
1.000 |
111-075 |
|
0.618 |
111-022 |
|
HIGH |
110-255 |
|
0.618 |
110-202 |
|
0.500 |
110-185 |
|
0.382 |
110-168 |
|
LOW |
110-115 |
|
0.618 |
110-028 |
|
1.000 |
109-295 |
|
1.618 |
109-208 |
|
2.618 |
109-068 |
|
4.250 |
108-160 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-185 |
110-175 |
| PP |
110-177 |
110-170 |
| S1 |
110-168 |
110-165 |
|