ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
109-190 |
109-080 |
-0-110 |
-0.3% |
110-145 |
| High |
109-240 |
109-195 |
-0-045 |
-0.1% |
110-250 |
| Low |
109-025 |
109-070 |
0-045 |
0.1% |
109-195 |
| Close |
109-055 |
109-150 |
0-095 |
0.3% |
109-315 |
| Range |
0-215 |
0-125 |
-0-090 |
-41.9% |
1-055 |
| ATR |
0-198 |
0-194 |
-0-004 |
-2.1% |
0-000 |
| Volume |
2,221,764 |
1,719,084 |
-502,680 |
-22.6% |
9,732,420 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-193 |
110-137 |
109-219 |
|
| R3 |
110-068 |
110-012 |
109-184 |
|
| R2 |
109-263 |
109-263 |
109-173 |
|
| R1 |
109-207 |
109-207 |
109-161 |
109-235 |
| PP |
109-138 |
109-138 |
109-138 |
109-152 |
| S1 |
109-082 |
109-082 |
109-139 |
109-110 |
| S2 |
109-013 |
109-013 |
109-127 |
|
| S3 |
108-208 |
108-277 |
109-116 |
|
| S4 |
108-083 |
108-152 |
109-081 |
|
|
| 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 |
110-180 |
109-025 |
1-155 |
1.4% |
0-195 |
0.6% |
26% |
False |
False |
2,181,199 |
| 10 |
110-285 |
109-025 |
1-260 |
1.7% |
0-173 |
0.5% |
22% |
False |
False |
1,865,086 |
| 20 |
111-010 |
109-005 |
2-005 |
1.8% |
0-194 |
0.6% |
22% |
False |
False |
2,002,252 |
| 40 |
111-010 |
107-310 |
3-020 |
2.8% |
0-176 |
0.5% |
49% |
False |
False |
1,487,126 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-190 |
0.5% |
57% |
False |
False |
992,490 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-180 |
0.5% |
39% |
False |
False |
744,387 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-172 |
0.5% |
39% |
False |
False |
595,517 |
| 120 |
114-055 |
107-125 |
6-250 |
6.2% |
0-159 |
0.5% |
31% |
False |
False |
496,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-086 |
|
2.618 |
110-202 |
|
1.618 |
110-077 |
|
1.000 |
110-000 |
|
0.618 |
109-272 |
|
HIGH |
109-195 |
|
0.618 |
109-147 |
|
0.500 |
109-132 |
|
0.382 |
109-118 |
|
LOW |
109-070 |
|
0.618 |
108-313 |
|
1.000 |
108-265 |
|
1.618 |
108-188 |
|
2.618 |
108-063 |
|
4.250 |
107-179 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-144 |
109-252 |
| PP |
109-138 |
109-218 |
| S1 |
109-132 |
109-184 |
|