ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
108-055 |
107-220 |
-0-155 |
-0.4% |
107-310 |
| High |
108-075 |
108-135 |
0-060 |
0.2% |
108-160 |
| Low |
107-205 |
107-210 |
0-005 |
0.0% |
107-125 |
| Close |
107-215 |
108-115 |
0-220 |
0.6% |
107-265 |
| Range |
0-190 |
0-245 |
0-055 |
28.9% |
1-035 |
| ATR |
0-194 |
0-198 |
0-004 |
1.9% |
0-000 |
| Volume |
8,577 |
24,030 |
15,453 |
180.2% |
6,063 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-142 |
110-053 |
108-250 |
|
| R3 |
109-217 |
109-128 |
108-182 |
|
| R2 |
108-292 |
108-292 |
108-160 |
|
| R1 |
108-203 |
108-203 |
108-137 |
108-248 |
| PP |
108-047 |
108-047 |
108-047 |
108-069 |
| S1 |
107-278 |
107-278 |
108-093 |
108-002 |
| S2 |
107-122 |
107-122 |
108-070 |
|
| S3 |
106-197 |
107-033 |
108-048 |
|
| S4 |
105-272 |
106-108 |
107-300 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-075 |
110-205 |
108-140 |
|
| R3 |
110-040 |
109-170 |
108-043 |
|
| R2 |
109-005 |
109-005 |
108-010 |
|
| R1 |
108-135 |
108-135 |
107-298 |
108-052 |
| PP |
107-290 |
107-290 |
107-290 |
107-249 |
| S1 |
107-100 |
107-100 |
107-232 |
107-018 |
| S2 |
106-255 |
106-255 |
107-200 |
|
| S3 |
105-220 |
106-065 |
107-167 |
|
| S4 |
104-185 |
105-030 |
107-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-135 |
107-125 |
1-010 |
1.0% |
0-186 |
0.5% |
94% |
True |
False |
7,572 |
| 10 |
108-290 |
107-125 |
1-165 |
1.4% |
0-185 |
0.5% |
64% |
False |
False |
4,136 |
| 20 |
110-170 |
107-125 |
3-045 |
2.9% |
0-210 |
0.6% |
31% |
False |
False |
2,254 |
| 40 |
112-250 |
107-125 |
5-125 |
5.0% |
0-180 |
0.5% |
18% |
False |
False |
1,165 |
| 60 |
112-250 |
107-125 |
5-125 |
5.0% |
0-162 |
0.5% |
18% |
False |
False |
788 |
| 80 |
114-055 |
107-125 |
6-250 |
6.3% |
0-144 |
0.4% |
14% |
False |
False |
593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-216 |
|
2.618 |
110-136 |
|
1.618 |
109-211 |
|
1.000 |
109-060 |
|
0.618 |
108-286 |
|
HIGH |
108-135 |
|
0.618 |
108-041 |
|
0.500 |
108-012 |
|
0.382 |
107-304 |
|
LOW |
107-210 |
|
0.618 |
107-059 |
|
1.000 |
106-285 |
|
1.618 |
106-134 |
|
2.618 |
105-209 |
|
4.250 |
104-129 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-081 |
108-080 |
| PP |
108-047 |
108-045 |
| S1 |
108-012 |
108-010 |
|