ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
108-160 |
108-315 |
0-155 |
0.4% |
107-290 |
| High |
109-165 |
109-090 |
-0-075 |
-0.2% |
109-165 |
| Low |
108-150 |
108-310 |
0-160 |
0.5% |
107-205 |
| Close |
109-035 |
109-045 |
0-010 |
0.0% |
109-035 |
| Range |
1-015 |
0-100 |
-0-235 |
-70.1% |
1-280 |
| ATR |
0-207 |
0-200 |
-0-008 |
-3.7% |
0-000 |
| Volume |
9,961 |
5,467 |
-4,494 |
-45.1% |
52,886 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-022 |
109-293 |
109-100 |
|
| R3 |
109-242 |
109-193 |
109-072 |
|
| R2 |
109-142 |
109-142 |
109-063 |
|
| R1 |
109-093 |
109-093 |
109-054 |
109-118 |
| PP |
109-042 |
109-042 |
109-042 |
109-054 |
| S1 |
108-313 |
108-313 |
109-036 |
109-018 |
| S2 |
108-262 |
108-262 |
109-027 |
|
| S3 |
108-162 |
108-213 |
109-018 |
|
| S4 |
108-062 |
108-113 |
108-310 |
|
|
| 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% |
0-212 |
0.6% |
80% |
False |
False |
11,499 |
| 10 |
109-165 |
107-125 |
2-040 |
1.9% |
0-186 |
0.5% |
82% |
False |
False |
6,426 |
| 20 |
110-035 |
107-125 |
2-230 |
2.5% |
0-216 |
0.6% |
64% |
False |
False |
3,436 |
| 40 |
112-075 |
107-125 |
4-270 |
4.4% |
0-181 |
0.5% |
36% |
False |
False |
1,776 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-169 |
0.5% |
32% |
False |
False |
1,202 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-152 |
0.4% |
26% |
False |
False |
904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-195 |
|
2.618 |
110-032 |
|
1.618 |
109-252 |
|
1.000 |
109-190 |
|
0.618 |
109-152 |
|
HIGH |
109-090 |
|
0.618 |
109-052 |
|
0.500 |
109-040 |
|
0.382 |
109-028 |
|
LOW |
108-310 |
|
0.618 |
108-248 |
|
1.000 |
108-210 |
|
1.618 |
108-148 |
|
2.618 |
108-048 |
|
4.250 |
107-205 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-043 |
109-007 |
| PP |
109-042 |
108-288 |
| S1 |
109-040 |
108-250 |
|