ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-205 |
110-170 |
-0-035 |
-0.1% |
110-235 |
| High |
110-250 |
110-180 |
-0-070 |
-0.2% |
110-285 |
| Low |
110-140 |
109-310 |
-0-150 |
-0.4% |
110-065 |
| Close |
110-190 |
110-020 |
-0-170 |
-0.5% |
110-160 |
| Range |
0-110 |
0-190 |
0-080 |
72.7% |
0-220 |
| ATR |
0-184 |
0-185 |
0-001 |
0.6% |
0-000 |
| Volume |
1,574,033 |
1,869,887 |
295,854 |
18.8% |
6,511,490 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-313 |
111-197 |
110-124 |
|
| R3 |
111-123 |
111-007 |
110-072 |
|
| R2 |
110-253 |
110-253 |
110-055 |
|
| R1 |
110-137 |
110-137 |
110-037 |
110-100 |
| PP |
110-063 |
110-063 |
110-063 |
110-045 |
| S1 |
109-267 |
109-267 |
110-003 |
109-230 |
| S2 |
109-193 |
109-193 |
109-305 |
|
| S3 |
109-003 |
109-077 |
109-288 |
|
| S4 |
108-133 |
108-207 |
109-236 |
|
|
| 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 |
110-265 |
109-310 |
0-275 |
0.8% |
0-145 |
0.4% |
11% |
False |
True |
1,559,093 |
| 10 |
111-010 |
109-155 |
1-175 |
1.4% |
0-190 |
0.5% |
37% |
False |
False |
1,868,894 |
| 20 |
111-010 |
107-310 |
3-020 |
2.8% |
0-196 |
0.6% |
68% |
False |
False |
2,029,019 |
| 40 |
111-010 |
107-205 |
3-125 |
3.1% |
0-180 |
0.5% |
71% |
False |
False |
1,262,524 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-189 |
0.5% |
73% |
False |
False |
841,894 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-178 |
0.5% |
50% |
False |
False |
631,441 |
| 100 |
113-155 |
107-125 |
6-030 |
5.5% |
0-170 |
0.5% |
44% |
False |
False |
505,157 |
| 120 |
114-055 |
107-125 |
6-250 |
6.2% |
0-152 |
0.4% |
39% |
False |
False |
420,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-028 |
|
2.618 |
112-037 |
|
1.618 |
111-167 |
|
1.000 |
111-050 |
|
0.618 |
110-297 |
|
HIGH |
110-180 |
|
0.618 |
110-107 |
|
0.500 |
110-085 |
|
0.382 |
110-063 |
|
LOW |
109-310 |
|
0.618 |
109-193 |
|
1.000 |
109-120 |
|
1.618 |
109-003 |
|
2.618 |
108-133 |
|
4.250 |
107-142 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-085 |
110-120 |
| PP |
110-063 |
110-087 |
| S1 |
110-042 |
110-053 |
|