ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
110-075 |
109-190 |
-0-205 |
-0.6% |
110-145 |
| High |
110-160 |
109-240 |
-0-240 |
-0.7% |
110-250 |
| Low |
109-195 |
109-025 |
-0-170 |
-0.5% |
109-195 |
| Close |
109-315 |
109-055 |
-0-260 |
-0.7% |
109-315 |
| Range |
0-285 |
0-215 |
-0-070 |
-24.6% |
1-055 |
| ATR |
0-191 |
0-198 |
0-007 |
3.7% |
0-000 |
| Volume |
3,146,809 |
2,221,764 |
-925,045 |
-29.4% |
9,732,420 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-112 |
110-298 |
109-173 |
|
| R3 |
110-217 |
110-083 |
109-114 |
|
| R2 |
110-002 |
110-002 |
109-094 |
|
| R1 |
109-188 |
109-188 |
109-075 |
109-148 |
| PP |
109-107 |
109-107 |
109-107 |
109-086 |
| S1 |
108-293 |
108-293 |
109-035 |
108-252 |
| S2 |
108-212 |
108-212 |
109-016 |
|
| S3 |
107-317 |
108-078 |
108-316 |
|
| S4 |
107-102 |
107-183 |
108-257 |
|
|
| 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 |
109-025 |
1-225 |
1.6% |
0-192 |
0.5% |
6% |
False |
True |
2,152,189 |
| 10 |
110-285 |
109-025 |
1-260 |
1.7% |
0-176 |
0.5% |
5% |
False |
True |
1,846,567 |
| 20 |
111-010 |
108-275 |
2-055 |
2.0% |
0-200 |
0.6% |
14% |
False |
False |
2,010,301 |
| 40 |
111-010 |
107-310 |
3-020 |
2.8% |
0-181 |
0.5% |
39% |
False |
False |
1,444,398 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-191 |
0.5% |
49% |
False |
False |
963,840 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-181 |
0.5% |
33% |
False |
False |
722,899 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-171 |
0.5% |
33% |
False |
False |
578,326 |
| 120 |
114-055 |
107-125 |
6-250 |
6.2% |
0-158 |
0.5% |
26% |
False |
False |
481,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-194 |
|
2.618 |
111-163 |
|
1.618 |
110-268 |
|
1.000 |
110-135 |
|
0.618 |
110-053 |
|
HIGH |
109-240 |
|
0.618 |
109-158 |
|
0.500 |
109-132 |
|
0.382 |
109-107 |
|
LOW |
109-025 |
|
0.618 |
108-212 |
|
1.000 |
108-130 |
|
1.618 |
107-317 |
|
2.618 |
107-102 |
|
4.250 |
106-071 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-132 |
109-252 |
| PP |
109-107 |
109-187 |
| S1 |
109-081 |
109-121 |
|