ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-145 |
110-145 |
0-000 |
0.0% |
110-235 |
| High |
110-255 |
110-220 |
-0-035 |
-0.1% |
110-285 |
| Low |
110-115 |
110-115 |
0-000 |
0.0% |
110-065 |
| Close |
110-160 |
110-170 |
0-010 |
0.0% |
110-160 |
| Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
0-220 |
| ATR |
0-196 |
0-190 |
-0-007 |
-3.3% |
0-000 |
| Volume |
1,435,596 |
1,193,239 |
-242,357 |
-16.9% |
6,511,490 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-163 |
111-112 |
110-228 |
|
| R3 |
111-058 |
111-007 |
110-199 |
|
| R2 |
110-273 |
110-273 |
110-189 |
|
| R1 |
110-222 |
110-222 |
110-180 |
110-248 |
| PP |
110-168 |
110-168 |
110-168 |
110-181 |
| S1 |
110-117 |
110-117 |
110-160 |
110-142 |
| S2 |
110-063 |
110-063 |
110-151 |
|
| S3 |
109-278 |
110-012 |
110-141 |
|
| S4 |
109-173 |
109-227 |
110-112 |
|
|
| 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 |
110-285 |
110-065 |
0-220 |
0.6% |
0-159 |
0.4% |
48% |
False |
False |
1,540,945 |
| 10 |
111-010 |
109-005 |
2-005 |
1.8% |
0-184 |
0.5% |
75% |
False |
False |
1,839,439 |
| 20 |
111-010 |
107-310 |
3-020 |
2.8% |
0-197 |
0.6% |
84% |
False |
False |
2,184,088 |
| 40 |
111-010 |
107-180 |
3-150 |
3.1% |
0-179 |
0.5% |
86% |
False |
False |
1,176,484 |
| 60 |
111-090 |
107-125 |
3-285 |
3.5% |
0-191 |
0.5% |
81% |
False |
False |
784,498 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-180 |
0.5% |
58% |
False |
False |
588,393 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-168 |
0.5% |
46% |
False |
False |
470,718 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-150 |
0.4% |
46% |
False |
False |
392,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-026 |
|
2.618 |
111-175 |
|
1.618 |
111-070 |
|
1.000 |
111-005 |
|
0.618 |
110-285 |
|
HIGH |
110-220 |
|
0.618 |
110-180 |
|
0.500 |
110-168 |
|
0.382 |
110-155 |
|
LOW |
110-115 |
|
0.618 |
110-050 |
|
1.000 |
110-010 |
|
1.618 |
109-265 |
|
2.618 |
109-160 |
|
4.250 |
108-309 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-169 |
110-175 |
| PP |
110-168 |
110-173 |
| S1 |
110-168 |
110-172 |
|