ECBOT 10 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 21-May-2024
Day Change Summary
Previous Current
20-May-2024 21-May-2024 Change Change % Previous Week
Open 109-055 109-000 -0-055 -0.2% 108-235
High 109-090 109-105 0-015 0.0% 109-315
Low 108-305 108-315 0-010 0.0% 108-150
Close 109-030 109-075 0-045 0.1% 109-060
Range 0-105 0-110 0-005 4.8% 1-165
ATR 0-183 0-178 -0-005 -2.9% 0-000
Volume 1,156,162 1,502,913 346,751 30.0% 8,872,760
Daily Pivots for day following 21-May-2024
Classic Woodie Camarilla DeMark
R4 110-068 110-022 109-136
R3 109-278 109-232 109-105
R2 109-168 109-168 109-095
R1 109-122 109-122 109-085 109-145
PP 109-058 109-058 109-058 109-070
S1 109-012 109-012 109-065 109-035
S2 108-268 108-268 109-055
S3 108-158 108-222 109-045
S4 108-048 108-112 109-014
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
5 109-315 108-305 1-010 0.9% 0-157 0.4% 27% False False 1,698,235
10 109-315 108-150 1-165 1.4% 0-148 0.4% 51% False False 1,652,067
20 109-315 107-040 2-275 2.6% 0-174 0.5% 74% False False 1,868,485
40 110-315 107-040 3-275 3.5% 0-198 0.6% 55% False False 2,040,487
60 112-045 107-040 5-005 4.6% 0-192 0.5% 42% False False 1,988,629
80 113-290 107-040 6-250 6.2% 0-201 0.6% 31% False False 1,635,755
100 113-290 107-040 6-250 6.2% 0-200 0.6% 31% False False 1,308,830
120 113-315 107-040 6-275 6.3% 0-194 0.6% 31% False False 1,090,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-252
2.618 110-073
1.618 109-283
1.000 109-215
0.618 109-173
HIGH 109-105
0.618 109-063
0.500 109-050
0.382 109-037
LOW 108-315
0.618 108-247
1.000 108-205
1.618 108-137
2.618 108-027
4.250 107-168
Fisher Pivots for day following 21-May-2024
Pivot 1 day 3 day
R1 109-067 109-085
PP 109-058 109-082
S1 109-050 109-078

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

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