ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-145 |
110-205 |
0-060 |
0.2% |
110-235 |
| High |
110-220 |
110-250 |
0-030 |
0.1% |
110-285 |
| Low |
110-115 |
110-140 |
0-025 |
0.1% |
110-065 |
| Close |
110-170 |
110-190 |
0-020 |
0.1% |
110-160 |
| Range |
0-105 |
0-110 |
0-005 |
4.8% |
0-220 |
| ATR |
0-190 |
0-184 |
-0-006 |
-3.0% |
0-000 |
| Volume |
1,193,239 |
1,574,033 |
380,794 |
31.9% |
6,511,490 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-203 |
111-147 |
110-250 |
|
| R3 |
111-093 |
111-037 |
110-220 |
|
| R2 |
110-303 |
110-303 |
110-210 |
|
| R1 |
110-247 |
110-247 |
110-200 |
110-220 |
| PP |
110-193 |
110-193 |
110-193 |
110-180 |
| S1 |
110-137 |
110-137 |
110-180 |
110-110 |
| S2 |
110-083 |
110-083 |
110-170 |
|
| S3 |
109-293 |
110-027 |
110-160 |
|
| S4 |
109-183 |
109-237 |
110-130 |
|
|
| 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% |
0-151 |
0.4% |
57% |
False |
False |
1,548,973 |
| 10 |
111-010 |
109-025 |
1-305 |
1.8% |
0-188 |
0.5% |
78% |
False |
False |
1,862,647 |
| 20 |
111-010 |
107-310 |
3-020 |
2.8% |
0-198 |
0.6% |
86% |
False |
False |
2,143,049 |
| 40 |
111-010 |
107-205 |
3-125 |
3.1% |
0-178 |
0.5% |
87% |
False |
False |
1,215,799 |
| 60 |
111-090 |
107-125 |
3-285 |
3.5% |
0-191 |
0.5% |
82% |
False |
False |
810,730 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-179 |
0.5% |
59% |
False |
False |
608,068 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-169 |
0.5% |
47% |
False |
False |
486,458 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-151 |
0.4% |
47% |
False |
False |
405,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-078 |
|
2.618 |
111-218 |
|
1.618 |
111-108 |
|
1.000 |
111-040 |
|
0.618 |
110-318 |
|
HIGH |
110-250 |
|
0.618 |
110-208 |
|
0.500 |
110-195 |
|
0.382 |
110-182 |
|
LOW |
110-140 |
|
0.618 |
110-072 |
|
1.000 |
110-030 |
|
1.618 |
109-282 |
|
2.618 |
109-172 |
|
4.250 |
108-312 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-195 |
110-188 |
| PP |
110-193 |
110-187 |
| S1 |
110-192 |
110-185 |
|