ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-005 |
109-105 |
0-100 |
0.3% |
108-315 |
| High |
109-120 |
110-030 |
0-230 |
0.7% |
109-170 |
| Low |
108-240 |
109-095 |
0-175 |
0.5% |
108-285 |
| Close |
109-115 |
110-000 |
0-205 |
0.6% |
108-305 |
| Range |
0-200 |
0-255 |
0-055 |
27.5% |
0-205 |
| ATR |
0-178 |
0-183 |
0-006 |
3.1% |
0-000 |
| Volume |
11,976 |
43,055 |
31,079 |
259.5% |
51,046 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-060 |
111-285 |
110-140 |
|
| R3 |
111-125 |
111-030 |
110-070 |
|
| R2 |
110-190 |
110-190 |
110-047 |
|
| R1 |
110-095 |
110-095 |
110-023 |
110-142 |
| PP |
109-255 |
109-255 |
109-255 |
109-279 |
| S1 |
109-160 |
109-160 |
109-297 |
109-208 |
| S2 |
109-000 |
109-000 |
109-273 |
|
| S3 |
108-065 |
108-225 |
109-250 |
|
| S4 |
107-130 |
107-290 |
109-180 |
|
|
| 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 |
110-030 |
108-240 |
1-110 |
1.2% |
0-165 |
0.5% |
93% |
True |
False |
18,427 |
| 10 |
110-030 |
108-015 |
2-015 |
1.9% |
0-169 |
0.5% |
95% |
True |
False |
13,926 |
| 20 |
110-030 |
107-125 |
2-225 |
2.5% |
0-177 |
0.5% |
97% |
True |
False |
9,031 |
| 40 |
111-130 |
107-125 |
4-005 |
3.7% |
0-185 |
0.5% |
65% |
False |
False |
4,622 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-173 |
0.5% |
48% |
False |
False |
3,107 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-157 |
0.4% |
38% |
False |
False |
2,333 |
| 100 |
114-145 |
107-125 |
7-020 |
6.4% |
0-132 |
0.4% |
37% |
False |
False |
1,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-154 |
|
2.618 |
112-058 |
|
1.618 |
111-123 |
|
1.000 |
110-285 |
|
0.618 |
110-188 |
|
HIGH |
110-030 |
|
0.618 |
109-253 |
|
0.500 |
109-222 |
|
0.382 |
109-192 |
|
LOW |
109-095 |
|
0.618 |
108-257 |
|
1.000 |
108-160 |
|
1.618 |
108-002 |
|
2.618 |
107-067 |
|
4.250 |
105-291 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-288 |
109-258 |
| PP |
109-255 |
109-197 |
| S1 |
109-222 |
109-135 |
|