ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
109-080 |
109-145 |
0-065 |
0.2% |
110-145 |
| High |
109-195 |
110-040 |
0-165 |
0.5% |
110-250 |
| Low |
109-070 |
109-120 |
0-050 |
0.1% |
109-195 |
| Close |
109-150 |
110-015 |
0-185 |
0.5% |
109-315 |
| Range |
0-125 |
0-240 |
0-115 |
92.0% |
1-055 |
| ATR |
0-194 |
0-197 |
0-003 |
1.7% |
0-000 |
| Volume |
1,719,084 |
1,766,051 |
46,967 |
2.7% |
9,732,420 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-032 |
111-263 |
110-147 |
|
| R3 |
111-112 |
111-023 |
110-081 |
|
| R2 |
110-192 |
110-192 |
110-059 |
|
| R1 |
110-103 |
110-103 |
110-037 |
110-148 |
| PP |
109-272 |
109-272 |
109-272 |
109-294 |
| S1 |
109-183 |
109-183 |
109-313 |
109-228 |
| S2 |
109-032 |
109-032 |
109-291 |
|
| S3 |
108-112 |
108-263 |
109-269 |
|
| S4 |
107-192 |
108-023 |
109-203 |
|
|
| 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 |
110-160 |
109-025 |
1-135 |
1.3% |
0-205 |
0.6% |
68% |
False |
False |
2,160,432 |
| 10 |
110-265 |
109-025 |
1-240 |
1.6% |
0-175 |
0.5% |
55% |
False |
False |
1,859,762 |
| 20 |
111-010 |
109-005 |
2-005 |
1.8% |
0-195 |
0.6% |
51% |
False |
False |
1,972,382 |
| 40 |
111-010 |
107-310 |
3-020 |
2.8% |
0-180 |
0.5% |
68% |
False |
False |
1,531,141 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-192 |
0.5% |
73% |
False |
False |
1,021,906 |
| 80 |
112-075 |
107-125 |
4-270 |
4.4% |
0-180 |
0.5% |
55% |
False |
False |
766,458 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-173 |
0.5% |
49% |
False |
False |
613,178 |
| 120 |
114-055 |
107-125 |
6-250 |
6.2% |
0-161 |
0.5% |
39% |
False |
False |
510,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-100 |
|
2.618 |
112-028 |
|
1.618 |
111-108 |
|
1.000 |
110-280 |
|
0.618 |
110-188 |
|
HIGH |
110-040 |
|
0.618 |
109-268 |
|
0.500 |
109-240 |
|
0.382 |
109-212 |
|
LOW |
109-120 |
|
0.618 |
108-292 |
|
1.000 |
108-200 |
|
1.618 |
108-052 |
|
2.618 |
107-132 |
|
4.250 |
106-060 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-303 |
109-288 |
| PP |
109-272 |
109-240 |
| S1 |
109-240 |
109-192 |
|