ECBOT 10 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 108-245 109-030 0-105 0.3% 108-250
High 109-035 109-265 0-230 0.7% 109-090
Low 108-150 109-005 0-175 0.5% 108-195
Close 109-030 109-230 0-200 0.6% 108-225
Range 0-205 0-260 0-055 26.8% 0-215
ATR 0-190 0-195 0-005 2.6% 0-000
Volume 1,824,374 2,721,526 897,152 49.2% 7,951,523
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 111-307 111-208 110-053
R3 111-047 110-268 109-302
R2 110-107 110-107 109-278
R1 110-008 110-008 109-254 110-058
PP 109-167 109-167 109-167 109-191
S1 109-068 109-068 109-206 109-118
S2 108-227 108-227 109-182
S3 107-287 108-128 109-158
S4 107-027 107-188 109-087
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 110-282 110-148 109-023
R3 110-067 109-253 108-284
R2 109-172 109-172 108-264
R1 109-038 109-038 108-245 108-318
PP 108-277 108-277 108-277 108-256
S1 108-143 108-143 108-205 108-102
S2 108-062 108-062 108-186
S3 107-167 107-248 108-166
S4 106-272 107-033 108-107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-265 108-150 1-115 1.2% 0-171 0.5% 92% True False 1,823,465
10 109-265 107-250 2-015 1.9% 0-176 0.5% 95% True False 1,868,097
20 109-265 107-040 2-225 2.5% 0-191 0.5% 96% True False 1,976,854
40 110-315 107-040 3-275 3.5% 0-202 0.6% 67% False False 2,049,873
60 112-045 107-040 5-005 4.6% 0-195 0.6% 52% False False 2,073,494
80 113-290 107-040 6-250 6.2% 0-204 0.6% 38% False False 1,563,758
100 113-315 107-040 6-275 6.3% 0-200 0.6% 38% False False 1,251,145
120 113-315 107-040 6-275 6.3% 0-195 0.6% 38% False False 1,042,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113-090
2.618 111-306
1.618 111-046
1.000 110-205
0.618 110-106
HIGH 109-265
0.618 109-166
0.500 109-135
0.382 109-104
LOW 109-005
0.618 108-164
1.000 108-065
1.618 107-224
2.618 106-284
4.250 105-180
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 109-198 109-169
PP 109-167 109-108
S1 109-135 109-048

These figures are updated between 7pm and 10pm EST after a trading day.

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