ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-090 |
108-315 |
-0-095 |
-0.3% |
108-315 |
| High |
109-115 |
109-080 |
-0-035 |
-0.1% |
109-170 |
| Low |
108-300 |
108-315 |
0-015 |
0.0% |
108-285 |
| Close |
108-305 |
109-030 |
0-045 |
0.1% |
108-305 |
| Range |
0-135 |
0-085 |
-0-050 |
-37.0% |
0-205 |
| ATR |
0-182 |
0-176 |
-0-006 |
-3.4% |
0-000 |
| Volume |
13,892 |
13,768 |
-124 |
-0.9% |
51,046 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-290 |
109-245 |
109-077 |
|
| R3 |
109-205 |
109-160 |
109-053 |
|
| R2 |
109-120 |
109-120 |
109-046 |
|
| R1 |
109-075 |
109-075 |
109-038 |
109-098 |
| PP |
109-035 |
109-035 |
109-035 |
109-046 |
| S1 |
108-310 |
108-310 |
109-022 |
109-012 |
| S2 |
108-270 |
108-270 |
109-014 |
|
| S3 |
108-185 |
108-225 |
109-007 |
|
| S4 |
108-100 |
108-140 |
108-303 |
|
|
| 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% |
0-122 |
0.3% |
32% |
False |
False |
11,869 |
| 10 |
109-170 |
107-205 |
1-285 |
1.7% |
0-167 |
0.5% |
77% |
False |
False |
11,684 |
| 20 |
109-170 |
107-125 |
2-045 |
2.0% |
0-177 |
0.5% |
80% |
False |
False |
6,303 |
| 40 |
111-130 |
107-125 |
4-005 |
3.7% |
0-178 |
0.5% |
42% |
False |
False |
3,248 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-173 |
0.5% |
32% |
False |
False |
2,191 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-153 |
0.4% |
25% |
False |
False |
1,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-121 |
|
2.618 |
109-303 |
|
1.618 |
109-218 |
|
1.000 |
109-165 |
|
0.618 |
109-133 |
|
HIGH |
109-080 |
|
0.618 |
109-048 |
|
0.500 |
109-038 |
|
0.382 |
109-027 |
|
LOW |
108-315 |
|
0.618 |
108-262 |
|
1.000 |
108-230 |
|
1.618 |
108-177 |
|
2.618 |
108-092 |
|
4.250 |
107-274 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-038 |
109-040 |
| PP |
109-035 |
109-037 |
| S1 |
109-032 |
109-033 |
|