ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
109-080 |
109-310 |
0-230 |
0.7% |
108-195 |
| High |
110-160 |
110-200 |
0-040 |
0.1% |
110-070 |
| Low |
109-065 |
109-275 |
0-210 |
0.6% |
108-190 |
| Close |
110-010 |
110-135 |
0-125 |
0.4% |
109-015 |
| Range |
1-095 |
0-245 |
-0-170 |
-41.0% |
1-200 |
| ATR |
0-200 |
0-203 |
0-003 |
1.6% |
0-000 |
| Volume |
7,640 |
2,546 |
-5,094 |
-66.7% |
55,085 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-192 |
112-088 |
110-270 |
|
| R3 |
111-267 |
111-163 |
110-202 |
|
| R2 |
111-022 |
111-022 |
110-180 |
|
| R1 |
110-238 |
110-238 |
110-157 |
110-290 |
| PP |
110-097 |
110-097 |
110-097 |
110-122 |
| S1 |
109-313 |
109-313 |
110-113 |
110-045 |
| S2 |
109-172 |
109-172 |
110-090 |
|
| S3 |
108-247 |
109-068 |
110-068 |
|
| S4 |
108-002 |
108-143 |
110-000 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-052 |
113-073 |
109-301 |
|
| R3 |
112-172 |
111-193 |
109-158 |
|
| R2 |
110-292 |
110-292 |
109-110 |
|
| R1 |
109-313 |
109-313 |
109-063 |
110-142 |
| PP |
109-092 |
109-092 |
109-092 |
109-166 |
| S1 |
108-113 |
108-113 |
108-287 |
108-262 |
| S2 |
107-212 |
107-212 |
108-240 |
|
| S3 |
106-012 |
106-233 |
108-192 |
|
| S4 |
104-132 |
105-033 |
108-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-200 |
108-250 |
1-270 |
1.7% |
0-248 |
0.7% |
89% |
True |
False |
5,362 |
| 10 |
110-200 |
108-035 |
2-165 |
2.3% |
0-214 |
0.6% |
92% |
True |
False |
16,814 |
| 20 |
110-200 |
107-215 |
2-305 |
2.7% |
0-184 |
0.5% |
93% |
True |
False |
1,164,952 |
| 40 |
110-200 |
107-040 |
3-160 |
3.2% |
0-187 |
0.5% |
94% |
True |
False |
1,570,903 |
| 60 |
110-315 |
107-040 |
3-275 |
3.5% |
0-196 |
0.6% |
85% |
False |
False |
1,754,900 |
| 80 |
112-045 |
107-040 |
5-005 |
4.5% |
0-192 |
0.5% |
66% |
False |
False |
1,846,359 |
| 100 |
113-290 |
107-040 |
6-250 |
6.1% |
0-200 |
0.6% |
49% |
False |
False |
1,483,997 |
| 120 |
113-315 |
107-040 |
6-275 |
6.2% |
0-198 |
0.6% |
48% |
False |
False |
1,236,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-281 |
|
2.618 |
112-201 |
|
1.618 |
111-276 |
|
1.000 |
111-125 |
|
0.618 |
111-031 |
|
HIGH |
110-200 |
|
0.618 |
110-106 |
|
0.500 |
110-078 |
|
0.382 |
110-049 |
|
LOW |
109-275 |
|
0.618 |
109-124 |
|
1.000 |
109-030 |
|
1.618 |
108-199 |
|
2.618 |
107-274 |
|
4.250 |
106-194 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-116 |
110-064 |
| PP |
110-097 |
109-313 |
| S1 |
110-078 |
109-242 |
|