ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-170 |
110-000 |
-0-170 |
-0.5% |
110-235 |
| High |
110-180 |
110-115 |
-0-065 |
-0.2% |
110-285 |
| Low |
109-310 |
109-275 |
-0-035 |
-0.1% |
110-065 |
| Close |
110-020 |
110-080 |
0-060 |
0.2% |
110-160 |
| Range |
0-190 |
0-160 |
-0-030 |
-15.8% |
0-220 |
| ATR |
0-185 |
0-183 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,869,887 |
1,948,452 |
78,565 |
4.2% |
6,511,490 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-210 |
111-145 |
110-168 |
|
| R3 |
111-050 |
110-305 |
110-124 |
|
| R2 |
110-210 |
110-210 |
110-109 |
|
| R1 |
110-145 |
110-145 |
110-095 |
110-178 |
| PP |
110-050 |
110-050 |
110-050 |
110-066 |
| S1 |
109-305 |
109-305 |
110-065 |
110-018 |
| S2 |
109-210 |
109-210 |
110-051 |
|
| S3 |
109-050 |
109-145 |
110-036 |
|
| S4 |
108-210 |
108-305 |
109-312 |
|
|
| 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 |
110-255 |
109-275 |
0-300 |
0.9% |
0-141 |
0.4% |
42% |
False |
True |
1,604,241 |
| 10 |
111-010 |
109-275 |
1-055 |
1.1% |
0-168 |
0.5% |
33% |
False |
True |
1,777,447 |
| 20 |
111-010 |
108-010 |
3-000 |
2.7% |
0-194 |
0.6% |
74% |
False |
False |
1,988,914 |
| 40 |
111-010 |
107-210 |
3-120 |
3.1% |
0-180 |
0.5% |
77% |
False |
False |
1,311,021 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-188 |
0.5% |
79% |
False |
False |
874,366 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-179 |
0.5% |
53% |
False |
False |
655,793 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-169 |
0.5% |
53% |
False |
False |
524,641 |
| 120 |
114-055 |
107-125 |
6-250 |
6.2% |
0-154 |
0.4% |
42% |
False |
False |
437,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-155 |
|
2.618 |
111-214 |
|
1.618 |
111-054 |
|
1.000 |
110-275 |
|
0.618 |
110-214 |
|
HIGH |
110-115 |
|
0.618 |
110-054 |
|
0.500 |
110-035 |
|
0.382 |
110-016 |
|
LOW |
109-275 |
|
0.618 |
109-176 |
|
1.000 |
109-115 |
|
1.618 |
109-016 |
|
2.618 |
108-176 |
|
4.250 |
107-235 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-065 |
110-102 |
| PP |
110-050 |
110-095 |
| S1 |
110-035 |
110-088 |
|