ECBOT 10 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 22-May-2024
Day Change Summary
Previous Current
21-May-2024 22-May-2024 Change Change % Previous Week
Open 109-000 109-070 0-070 0.2% 108-235
High 109-105 109-080 -0-025 -0.1% 109-315
Low 108-315 108-285 -0-030 -0.1% 108-150
Close 109-075 109-010 -0-065 -0.2% 109-060
Range 0-110 0-115 0-005 4.5% 1-165
ATR 0-178 0-173 -0-004 -2.5% 0-000
Volume 1,502,913 2,186,516 683,603 45.5% 8,872,760
Daily Pivots for day following 22-May-2024
Classic Woodie Camarilla DeMark
R4 110-043 109-302 109-073
R3 109-248 109-187 109-042
R2 109-133 109-133 109-031
R1 109-072 109-072 109-021 109-045
PP 109-018 109-018 109-018 109-005
S1 108-277 108-277 108-319 108-250
S2 108-223 108-223 108-309
S3 108-108 108-162 108-298
S4 107-313 108-047 108-267
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
5 109-315 108-285 1-030 1.0% 0-128 0.4% 13% False True 1,591,233
10 109-315 108-150 1-165 1.4% 0-150 0.4% 37% False False 1,707,349
20 109-315 107-040 2-275 2.6% 0-173 0.5% 67% False False 1,877,652
40 110-315 107-040 3-275 3.5% 0-198 0.6% 49% False False 2,062,442
60 112-045 107-040 5-005 4.6% 0-191 0.5% 38% False False 1,984,606
80 113-290 107-040 6-250 6.2% 0-200 0.6% 28% False False 1,663,060
100 113-290 107-040 6-250 6.2% 0-200 0.6% 28% False False 1,330,685
120 113-315 107-040 6-275 6.3% 0-194 0.6% 28% False False 1,108,927
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110-249
2.618 110-061
1.618 109-266
1.000 109-195
0.618 109-151
HIGH 109-080
0.618 109-036
0.500 109-022
0.382 109-009
LOW 108-285
0.618 108-214
1.000 108-170
1.618 108-099
2.618 107-304
4.250 107-116
Fisher Pivots for day following 22-May-2024
Pivot 1 day 3 day
R1 109-022 109-035
PP 109-018 109-027
S1 109-014 109-018

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

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