ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
110-055 |
110-205 |
0-150 |
0.4% |
109-080 |
| High |
110-270 |
111-010 |
0-060 |
0.2% |
111-010 |
| Low |
110-030 |
110-145 |
0-115 |
0.3% |
109-005 |
| Close |
110-230 |
110-270 |
0-040 |
0.1% |
110-270 |
| Range |
0-240 |
0-185 |
-0-055 |
-22.9% |
2-005 |
| ATR |
0-204 |
0-202 |
-0-001 |
-0.7% |
0-000 |
| Volume |
2,372,261 |
2,160,097 |
-212,164 |
-8.9% |
10,544,652 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-163 |
112-082 |
111-052 |
|
| R3 |
111-298 |
111-217 |
111-001 |
|
| R2 |
111-113 |
111-113 |
110-304 |
|
| R1 |
111-032 |
111-032 |
110-287 |
111-072 |
| PP |
110-248 |
110-248 |
110-248 |
110-269 |
| S1 |
110-167 |
110-167 |
110-253 |
110-208 |
| S2 |
110-063 |
110-063 |
110-236 |
|
| S3 |
109-198 |
109-302 |
110-219 |
|
| S4 |
109-013 |
109-117 |
110-168 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-110 |
115-195 |
111-305 |
|
| R3 |
114-105 |
113-190 |
111-127 |
|
| R2 |
112-100 |
112-100 |
111-068 |
|
| R1 |
111-185 |
111-185 |
111-009 |
111-302 |
| PP |
110-095 |
110-095 |
110-095 |
110-154 |
| S1 |
109-180 |
109-180 |
110-211 |
109-298 |
| S2 |
108-090 |
108-090 |
110-152 |
|
| S3 |
106-085 |
107-175 |
110-093 |
|
| S4 |
104-080 |
105-170 |
109-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-010 |
109-005 |
2-005 |
1.8% |
0-210 |
0.6% |
91% |
True |
False |
2,108,930 |
| 10 |
111-010 |
108-275 |
2-055 |
2.0% |
0-224 |
0.6% |
91% |
True |
False |
2,159,533 |
| 20 |
111-010 |
107-310 |
3-020 |
2.8% |
0-191 |
0.5% |
94% |
True |
False |
1,949,623 |
| 40 |
111-010 |
107-125 |
3-205 |
3.3% |
0-183 |
0.5% |
95% |
True |
False |
980,396 |
| 60 |
111-130 |
107-125 |
4-005 |
3.6% |
0-187 |
0.5% |
86% |
False |
False |
653,672 |
| 80 |
112-250 |
107-125 |
5-125 |
4.9% |
0-178 |
0.5% |
64% |
False |
False |
490,274 |
| 100 |
114-055 |
107-125 |
6-250 |
6.1% |
0-166 |
0.5% |
51% |
False |
False |
392,221 |
| 120 |
114-145 |
107-125 |
7-020 |
6.4% |
0-143 |
0.4% |
49% |
False |
False |
326,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-156 |
|
2.618 |
112-174 |
|
1.618 |
111-309 |
|
1.000 |
111-195 |
|
0.618 |
111-124 |
|
HIGH |
111-010 |
|
0.618 |
110-259 |
|
0.500 |
110-238 |
|
0.382 |
110-216 |
|
LOW |
110-145 |
|
0.618 |
110-031 |
|
1.000 |
109-280 |
|
1.618 |
109-166 |
|
2.618 |
108-301 |
|
4.250 |
107-319 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-259 |
110-208 |
| PP |
110-248 |
110-145 |
| S1 |
110-238 |
110-082 |
|