ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
108-315 |
109-005 |
0-010 |
0.0% |
108-315 |
| High |
109-080 |
109-120 |
0-040 |
0.1% |
109-170 |
| Low |
108-315 |
108-240 |
-0-075 |
-0.2% |
108-285 |
| Close |
109-030 |
109-115 |
0-085 |
0.2% |
108-305 |
| Range |
0-085 |
0-200 |
0-115 |
135.3% |
0-205 |
| ATR |
0-176 |
0-178 |
0-002 |
1.0% |
0-000 |
| Volume |
13,768 |
11,976 |
-1,792 |
-13.0% |
51,046 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-012 |
110-263 |
109-225 |
|
| R3 |
110-132 |
110-063 |
109-170 |
|
| R2 |
109-252 |
109-252 |
109-152 |
|
| R1 |
109-183 |
109-183 |
109-133 |
109-218 |
| PP |
109-052 |
109-052 |
109-052 |
109-069 |
| S1 |
108-303 |
108-303 |
109-097 |
109-018 |
| S2 |
108-172 |
108-172 |
109-078 |
|
| S3 |
107-292 |
108-103 |
109-060 |
|
| S4 |
107-092 |
107-223 |
109-005 |
|
|
| 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 |
109-120 |
108-240 |
0-200 |
0.6% |
0-133 |
0.4% |
98% |
True |
True |
10,930 |
| 10 |
109-170 |
107-210 |
1-280 |
1.7% |
0-168 |
0.5% |
91% |
False |
False |
12,024 |
| 20 |
109-170 |
107-125 |
2-045 |
2.0% |
0-176 |
0.5% |
92% |
False |
False |
6,892 |
| 40 |
111-130 |
107-125 |
4-005 |
3.7% |
0-180 |
0.5% |
49% |
False |
False |
3,547 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-171 |
0.5% |
37% |
False |
False |
2,390 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-155 |
0.4% |
29% |
False |
False |
1,795 |
| 100 |
114-145 |
107-125 |
7-020 |
6.5% |
0-129 |
0.4% |
28% |
False |
False |
1,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-010 |
|
2.618 |
111-004 |
|
1.618 |
110-124 |
|
1.000 |
110-000 |
|
0.618 |
109-244 |
|
HIGH |
109-120 |
|
0.618 |
109-044 |
|
0.500 |
109-020 |
|
0.382 |
108-316 |
|
LOW |
108-240 |
|
0.618 |
108-116 |
|
1.000 |
108-040 |
|
1.618 |
107-236 |
|
2.618 |
107-036 |
|
4.250 |
106-030 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-083 |
109-083 |
| PP |
109-052 |
109-052 |
| S1 |
109-020 |
109-020 |
|