ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
107-220 |
108-030 |
0-130 |
0.4% |
107-310 |
| High |
108-135 |
108-205 |
0-070 |
0.2% |
108-160 |
| Low |
107-210 |
108-015 |
0-125 |
0.4% |
107-125 |
| Close |
108-115 |
108-200 |
0-085 |
0.2% |
107-265 |
| Range |
0-245 |
0-190 |
-0-055 |
-22.4% |
1-035 |
| ATR |
0-198 |
0-197 |
-0-001 |
-0.3% |
0-000 |
| Volume |
24,030 |
9,460 |
-14,570 |
-60.6% |
6,063 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-070 |
110-005 |
108-304 |
|
| R3 |
109-200 |
109-135 |
108-252 |
|
| R2 |
109-010 |
109-010 |
108-235 |
|
| R1 |
108-265 |
108-265 |
108-217 |
108-298 |
| PP |
108-140 |
108-140 |
108-140 |
108-156 |
| S1 |
108-075 |
108-075 |
108-183 |
108-108 |
| S2 |
107-270 |
107-270 |
108-165 |
|
| S3 |
107-080 |
107-205 |
108-148 |
|
| S4 |
106-210 |
107-015 |
108-096 |
|
|
| 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 |
108-205 |
107-180 |
1-025 |
1.0% |
0-175 |
0.5% |
99% |
True |
False |
8,877 |
| 10 |
108-290 |
107-125 |
1-165 |
1.4% |
0-183 |
0.5% |
81% |
False |
False |
5,060 |
| 20 |
110-165 |
107-125 |
3-040 |
2.9% |
0-211 |
0.6% |
40% |
False |
False |
2,724 |
| 40 |
112-250 |
107-125 |
5-125 |
5.0% |
0-180 |
0.5% |
23% |
False |
False |
1,400 |
| 60 |
112-250 |
107-125 |
5-125 |
5.0% |
0-165 |
0.5% |
23% |
False |
False |
945 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-146 |
0.4% |
18% |
False |
False |
711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-052 |
|
2.618 |
110-062 |
|
1.618 |
109-192 |
|
1.000 |
109-075 |
|
0.618 |
109-002 |
|
HIGH |
108-205 |
|
0.618 |
108-132 |
|
0.500 |
108-110 |
|
0.382 |
108-088 |
|
LOW |
108-015 |
|
0.618 |
107-218 |
|
1.000 |
107-145 |
|
1.618 |
107-028 |
|
2.618 |
106-158 |
|
4.250 |
105-168 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-170 |
108-148 |
| PP |
108-140 |
108-097 |
| S1 |
108-110 |
108-045 |
|