ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-010 |
109-090 |
0-080 |
0.2% |
108-315 |
| High |
109-115 |
109-115 |
0-000 |
0.0% |
109-170 |
| Low |
108-285 |
108-300 |
0-015 |
0.0% |
108-285 |
| Close |
109-110 |
108-305 |
-0-125 |
-0.4% |
108-305 |
| Range |
0-150 |
0-135 |
-0-015 |
-10.0% |
0-205 |
| ATR |
0-186 |
0-182 |
-0-004 |
-2.0% |
0-000 |
| Volume |
9,445 |
13,892 |
4,447 |
47.1% |
51,046 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-112 |
110-023 |
109-059 |
|
| R3 |
109-297 |
109-208 |
109-022 |
|
| R2 |
109-162 |
109-162 |
109-010 |
|
| R1 |
109-073 |
109-073 |
108-317 |
109-050 |
| PP |
109-027 |
109-027 |
109-027 |
109-015 |
| S1 |
108-258 |
108-258 |
108-293 |
108-235 |
| S2 |
108-212 |
108-212 |
108-280 |
|
| S3 |
108-077 |
108-123 |
108-268 |
|
| S4 |
107-262 |
107-308 |
108-231 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-015 |
110-205 |
109-098 |
|
| R3 |
110-130 |
110-000 |
109-041 |
|
| R2 |
109-245 |
109-245 |
109-023 |
|
| R1 |
109-115 |
109-115 |
109-004 |
109-078 |
| PP |
109-040 |
109-040 |
109-040 |
109-021 |
| S1 |
108-230 |
108-230 |
108-286 |
108-192 |
| S2 |
108-155 |
108-155 |
108-267 |
|
| S3 |
107-270 |
108-025 |
108-249 |
|
| S4 |
107-065 |
107-140 |
108-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-170 |
108-285 |
0-205 |
0.6% |
0-125 |
0.4% |
10% |
False |
False |
10,209 |
| 10 |
109-170 |
107-205 |
1-285 |
1.7% |
0-170 |
0.5% |
69% |
False |
False |
10,393 |
| 20 |
109-170 |
107-125 |
2-045 |
2.0% |
0-188 |
0.5% |
73% |
False |
False |
5,645 |
| 40 |
111-130 |
107-125 |
4-005 |
3.7% |
0-178 |
0.5% |
39% |
False |
False |
2,905 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-172 |
0.5% |
29% |
False |
False |
1,961 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-155 |
0.4% |
23% |
False |
False |
1,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-049 |
|
2.618 |
110-148 |
|
1.618 |
110-013 |
|
1.000 |
109-250 |
|
0.618 |
109-198 |
|
HIGH |
109-115 |
|
0.618 |
109-063 |
|
0.500 |
109-048 |
|
0.382 |
109-032 |
|
LOW |
108-300 |
|
0.618 |
108-217 |
|
1.000 |
108-165 |
|
1.618 |
108-082 |
|
2.618 |
107-267 |
|
4.250 |
107-046 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-048 |
109-040 |
| PP |
109-027 |
109-022 |
| S1 |
109-006 |
109-003 |
|