ECBOT 10 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 20-May-2024
Day Change Summary
Previous Current
17-May-2024 20-May-2024 Change Change % Previous Week
Open 109-155 109-055 -0-100 -0.3% 108-235
High 109-185 109-090 -0-095 -0.3% 109-315
Low 109-050 108-305 -0-065 -0.2% 108-150
Close 109-060 109-030 -0-030 -0.1% 109-060
Range 0-135 0-105 -0-030 -22.2% 1-165
ATR 0-189 0-183 -0-006 -3.2% 0-000
Volume 1,290,257 1,156,162 -134,095 -10.4% 8,872,760
Daily Pivots for day following 20-May-2024
Classic Woodie Camarilla DeMark
R4 110-030 109-295 109-088
R3 109-245 109-190 109-059
R2 109-140 109-140 109-049
R1 109-085 109-085 109-040 109-060
PP 109-035 109-035 109-035 109-022
S1 108-300 108-300 109-020 108-275
S2 108-250 108-250 109-011
S3 108-145 108-195 109-001
S4 108-040 108-090 108-292
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 113-243 112-317 110-007
R3 112-078 111-152 109-193
R2 110-233 110-233 109-149
R1 109-307 109-307 109-104 110-110
PP 109-068 109-068 109-068 109-130
S1 108-142 108-142 109-016 108-265
S2 107-223 107-223 108-291
S3 106-058 106-297 108-247
S4 104-213 105-132 108-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-315 108-150 1-165 1.4% 0-176 0.5% 41% False False 1,762,527
10 109-315 108-150 1-165 1.4% 0-152 0.4% 41% False False 1,673,758
20 109-315 107-040 2-275 2.6% 0-179 0.5% 69% False False 1,894,010
40 110-315 107-040 3-275 3.5% 0-199 0.6% 51% False False 2,031,006
60 112-045 107-040 5-005 4.6% 0-193 0.6% 39% False False 2,039,915
80 113-290 107-040 6-250 6.2% 0-202 0.6% 29% False False 1,617,001
100 113-315 107-040 6-275 6.3% 0-201 0.6% 29% False False 1,293,810
120 113-315 107-040 6-275 6.3% 0-197 0.6% 29% False False 1,078,183
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110-216
2.618 110-045
1.618 109-260
1.000 109-195
0.618 109-155
HIGH 109-090
0.618 109-050
0.500 109-038
0.382 109-025
LOW 108-305
0.618 108-240
1.000 108-200
1.618 108-135
2.618 108-030
4.250 107-179
Fisher Pivots for day following 20-May-2024
Pivot 1 day 3 day
R1 109-038 109-150
PP 109-035 109-110
S1 109-032 109-070

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

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