ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-000 |
110-075 |
0-075 |
0.2% |
110-145 |
| High |
110-115 |
110-160 |
0-045 |
0.1% |
110-250 |
| Low |
109-275 |
109-195 |
-0-080 |
-0.2% |
109-195 |
| Close |
110-080 |
109-315 |
-0-085 |
-0.2% |
109-315 |
| Range |
0-160 |
0-285 |
0-125 |
78.1% |
1-055 |
| ATR |
0-183 |
0-191 |
0-007 |
4.0% |
0-000 |
| Volume |
1,948,452 |
3,146,809 |
1,198,357 |
61.5% |
9,732,420 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-225 |
112-075 |
110-152 |
|
| R3 |
111-260 |
111-110 |
110-073 |
|
| R2 |
110-295 |
110-295 |
110-047 |
|
| R1 |
110-145 |
110-145 |
110-021 |
110-078 |
| PP |
110-010 |
110-010 |
110-010 |
109-296 |
| S1 |
109-180 |
109-180 |
109-289 |
109-112 |
| S2 |
109-045 |
109-045 |
109-263 |
|
| S3 |
108-080 |
108-215 |
109-237 |
|
| S4 |
107-115 |
107-250 |
109-158 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-205 |
112-315 |
110-201 |
|
| R3 |
112-150 |
111-260 |
110-098 |
|
| R2 |
111-095 |
111-095 |
110-064 |
|
| R1 |
110-205 |
110-205 |
110-029 |
110-122 |
| PP |
110-040 |
110-040 |
110-040 |
109-319 |
| S1 |
109-150 |
109-150 |
109-281 |
109-068 |
| S2 |
108-305 |
108-305 |
109-246 |
|
| S3 |
107-250 |
108-095 |
109-212 |
|
| S4 |
106-195 |
107-040 |
109-109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-250 |
109-195 |
1-055 |
1.1% |
0-170 |
0.5% |
32% |
False |
True |
1,946,484 |
| 10 |
111-010 |
109-195 |
1-135 |
1.3% |
0-172 |
0.5% |
26% |
False |
True |
1,854,901 |
| 20 |
111-010 |
108-120 |
2-210 |
2.4% |
0-199 |
0.6% |
61% |
False |
False |
2,040,526 |
| 40 |
111-010 |
107-310 |
3-020 |
2.8% |
0-181 |
0.5% |
66% |
False |
False |
1,389,091 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-190 |
0.5% |
71% |
False |
False |
926,812 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-180 |
0.5% |
48% |
False |
False |
695,128 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-170 |
0.5% |
48% |
False |
False |
556,109 |
| 120 |
114-055 |
107-125 |
6-250 |
6.2% |
0-156 |
0.4% |
38% |
False |
False |
463,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-091 |
|
2.618 |
112-266 |
|
1.618 |
111-301 |
|
1.000 |
111-125 |
|
0.618 |
111-016 |
|
HIGH |
110-160 |
|
0.618 |
110-051 |
|
0.500 |
110-018 |
|
0.382 |
109-304 |
|
LOW |
109-195 |
|
0.618 |
109-019 |
|
1.000 |
108-230 |
|
1.618 |
108-054 |
|
2.618 |
107-089 |
|
4.250 |
105-264 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-018 |
110-028 |
| PP |
110-010 |
110-017 |
| S1 |
110-002 |
110-006 |
|