ECBOT 10 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 108-220 108-250 0-030 0.1% 109-055
High 108-255 108-290 0-035 0.1% 109-105
Low 108-160 108-065 -0-095 -0.3% 108-160
Close 108-225 108-095 -0-130 -0.4% 108-225
Range 0-095 0-225 0-130 136.8% 0-265
ATR 0-170 0-174 0-004 2.3% 0-000
Volume 3,512,151 4,805,222 1,293,071 36.8% 12,353,794
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 110-185 110-045 108-219
R3 109-280 109-140 108-157
R2 109-055 109-055 108-136
R1 108-235 108-235 108-116 108-192
PP 108-150 108-150 108-150 108-129
S1 108-010 108-010 108-074 107-288
S2 107-245 107-245 108-054
S3 107-020 107-105 108-033
S4 106-115 106-200 107-291
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 111-105 110-270 109-051
R3 110-160 110-005 108-298
R2 109-215 109-215 108-274
R1 109-060 109-060 108-249 109-005
PP 108-270 108-270 108-270 108-242
S1 108-115 108-115 108-201 108-060
S2 108-005 108-005 108-176
S3 107-060 107-170 108-152
S4 106-115 106-225 108-079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-105 108-065 1-040 1.0% 0-150 0.4% 8% False True 3,200,570
10 109-315 108-065 1-250 1.6% 0-163 0.5% 5% False True 2,481,549
20 109-315 107-125 2-190 2.4% 0-169 0.5% 35% False False 2,193,327
40 110-060 107-040 3-020 2.8% 0-197 0.6% 38% False False 2,251,319
60 112-045 107-040 5-005 4.6% 0-190 0.5% 23% False False 2,062,095
80 113-170 107-040 6-130 5.9% 0-197 0.6% 18% False False 1,816,477
100 113-290 107-040 6-250 6.3% 0-199 0.6% 17% False False 1,453,801
120 113-315 107-040 6-275 6.3% 0-195 0.6% 17% False False 1,211,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 111-286
2.618 110-239
1.618 110-014
1.000 109-195
0.618 109-109
HIGH 108-290
0.618 108-204
0.500 108-178
0.382 108-151
LOW 108-065
0.618 107-246
1.000 107-160
1.618 107-021
2.618 106-116
4.250 105-069
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 108-178 108-222
PP 108-150 108-180
S1 108-122 108-138

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

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