ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
108-030 |
108-160 |
0-130 |
0.4% |
107-290 |
| High |
108-205 |
109-165 |
0-280 |
0.8% |
109-165 |
| Low |
108-015 |
108-150 |
0-135 |
0.4% |
107-205 |
| Close |
108-200 |
109-035 |
0-155 |
0.4% |
109-035 |
| Range |
0-190 |
1-015 |
0-145 |
76.3% |
1-280 |
| ATR |
0-197 |
0-207 |
0-010 |
5.0% |
0-000 |
| Volume |
9,460 |
9,961 |
501 |
5.3% |
52,886 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-055 |
111-220 |
109-219 |
|
| R3 |
111-040 |
110-205 |
109-127 |
|
| R2 |
110-025 |
110-025 |
109-096 |
|
| R1 |
109-190 |
109-190 |
109-066 |
109-268 |
| PP |
109-010 |
109-010 |
109-010 |
109-049 |
| S1 |
108-175 |
108-175 |
109-004 |
108-252 |
| S2 |
107-315 |
107-315 |
108-294 |
|
| S3 |
106-300 |
107-160 |
108-263 |
|
| S4 |
105-285 |
106-145 |
108-171 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-122 |
113-198 |
110-045 |
|
| R3 |
112-162 |
111-238 |
109-200 |
|
| R2 |
110-202 |
110-202 |
109-145 |
|
| R1 |
109-278 |
109-278 |
109-090 |
110-080 |
| PP |
108-242 |
108-242 |
108-242 |
108-302 |
| S1 |
107-318 |
107-318 |
108-300 |
108-120 |
| S2 |
106-282 |
106-282 |
108-245 |
|
| S3 |
105-002 |
106-038 |
108-190 |
|
| S4 |
103-042 |
104-078 |
108-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-165 |
107-205 |
1-280 |
1.7% |
0-214 |
0.6% |
78% |
True |
False |
10,577 |
| 10 |
109-165 |
107-125 |
2-040 |
1.9% |
0-188 |
0.5% |
81% |
True |
False |
5,894 |
| 20 |
110-035 |
107-125 |
2-230 |
2.5% |
0-217 |
0.6% |
63% |
False |
False |
3,218 |
| 40 |
112-250 |
107-125 |
5-125 |
4.9% |
0-184 |
0.5% |
32% |
False |
False |
1,649 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-170 |
0.5% |
32% |
False |
False |
1,111 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-150 |
0.4% |
25% |
False |
False |
836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-309 |
|
2.618 |
112-082 |
|
1.618 |
111-067 |
|
1.000 |
110-180 |
|
0.618 |
110-052 |
|
HIGH |
109-165 |
|
0.618 |
109-037 |
|
0.500 |
108-318 |
|
0.382 |
108-278 |
|
LOW |
108-150 |
|
0.618 |
107-263 |
|
1.000 |
107-135 |
|
1.618 |
106-248 |
|
2.618 |
105-233 |
|
4.250 |
104-006 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-022 |
108-299 |
| PP |
109-010 |
108-243 |
| S1 |
108-318 |
108-188 |
|