ECBOT 10 Year T-Note Future December 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 |
110-000 |
109-200 |
-0-120 |
-0.3% |
110-290 |
| High |
110-035 |
109-310 |
-0-045 |
-0.1% |
111-065 |
| Low |
109-150 |
109-200 |
0-050 |
0.1% |
110-010 |
| Close |
109-175 |
109-265 |
0-090 |
0.3% |
110-125 |
| Range |
0-205 |
0-110 |
-0-095 |
-46.3% |
1-055 |
| ATR |
0-168 |
0-166 |
-0-002 |
-1.4% |
0-000 |
| Volume |
168 |
148 |
-20 |
-11.9% |
1,019 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-268 |
110-217 |
110-006 |
|
| R3 |
110-158 |
110-107 |
109-295 |
|
| R2 |
110-048 |
110-048 |
109-285 |
|
| R1 |
109-317 |
109-317 |
109-275 |
110-022 |
| PP |
109-258 |
109-258 |
109-258 |
109-271 |
| S1 |
109-207 |
109-207 |
109-255 |
109-232 |
| S2 |
109-148 |
109-148 |
109-245 |
|
| S3 |
109-038 |
109-097 |
109-235 |
|
| S4 |
108-248 |
108-307 |
109-204 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-018 |
113-127 |
111-011 |
|
| R3 |
112-283 |
112-072 |
110-228 |
|
| R2 |
111-228 |
111-228 |
110-194 |
|
| R1 |
111-017 |
111-017 |
110-159 |
110-255 |
| PP |
110-173 |
110-173 |
110-173 |
110-132 |
| S1 |
109-282 |
109-282 |
110-091 |
109-200 |
| S2 |
109-118 |
109-118 |
110-056 |
|
| S3 |
108-063 |
108-227 |
110-022 |
|
| S4 |
107-008 |
107-172 |
109-239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-290 |
109-150 |
1-140 |
1.3% |
0-174 |
0.5% |
25% |
False |
False |
192 |
| 10 |
111-105 |
109-150 |
1-275 |
1.7% |
0-149 |
0.4% |
19% |
False |
False |
154 |
| 20 |
111-140 |
109-150 |
1-310 |
1.8% |
0-161 |
0.5% |
18% |
False |
False |
94 |
| 40 |
111-140 |
108-160 |
2-300 |
2.7% |
0-115 |
0.3% |
45% |
False |
False |
49 |
| 60 |
111-140 |
108-000 |
3-140 |
3.1% |
0-086 |
0.2% |
53% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-138 |
|
2.618 |
110-278 |
|
1.618 |
110-168 |
|
1.000 |
110-100 |
|
0.618 |
110-058 |
|
HIGH |
109-310 |
|
0.618 |
109-268 |
|
0.500 |
109-255 |
|
0.382 |
109-242 |
|
LOW |
109-200 |
|
0.618 |
109-132 |
|
1.000 |
109-090 |
|
1.618 |
109-022 |
|
2.618 |
108-232 |
|
4.250 |
108-052 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-262 |
110-060 |
| PP |
109-258 |
110-022 |
| S1 |
109-255 |
109-303 |
|