ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-105 |
110-015 |
0-230 |
0.7% |
108-315 |
| High |
110-030 |
110-090 |
0-060 |
0.2% |
109-170 |
| Low |
109-095 |
109-240 |
0-145 |
0.4% |
108-285 |
| Close |
110-000 |
109-250 |
-0-070 |
-0.2% |
108-305 |
| Range |
0-255 |
0-170 |
-0-085 |
-33.3% |
0-205 |
| ATR |
0-183 |
0-182 |
-0-001 |
-0.5% |
0-000 |
| Volume |
43,055 |
42,994 |
-61 |
-0.1% |
51,046 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-170 |
111-060 |
110-024 |
|
| R3 |
111-000 |
110-210 |
109-297 |
|
| R2 |
110-150 |
110-150 |
109-281 |
|
| R1 |
110-040 |
110-040 |
109-266 |
110-010 |
| PP |
109-300 |
109-300 |
109-300 |
109-285 |
| S1 |
109-190 |
109-190 |
109-234 |
109-160 |
| S2 |
109-130 |
109-130 |
109-219 |
|
| S3 |
108-280 |
109-020 |
109-203 |
|
| S4 |
108-110 |
108-170 |
109-156 |
|
|
| 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 |
110-090 |
108-240 |
1-170 |
1.4% |
0-169 |
0.5% |
67% |
True |
False |
25,137 |
| 10 |
110-090 |
108-150 |
1-260 |
1.7% |
0-167 |
0.5% |
72% |
True |
False |
17,280 |
| 20 |
110-090 |
107-125 |
2-285 |
2.6% |
0-175 |
0.5% |
83% |
True |
False |
11,170 |
| 40 |
111-130 |
107-125 |
4-005 |
3.7% |
0-185 |
0.5% |
60% |
False |
False |
5,697 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-173 |
0.5% |
44% |
False |
False |
3,824 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-159 |
0.5% |
35% |
False |
False |
2,871 |
| 100 |
114-145 |
107-125 |
7-020 |
6.4% |
0-134 |
0.4% |
34% |
False |
False |
2,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-172 |
|
2.618 |
111-215 |
|
1.618 |
111-045 |
|
1.000 |
110-260 |
|
0.618 |
110-195 |
|
HIGH |
110-090 |
|
0.618 |
110-025 |
|
0.500 |
110-005 |
|
0.382 |
109-305 |
|
LOW |
109-240 |
|
0.618 |
109-135 |
|
1.000 |
109-070 |
|
1.618 |
108-285 |
|
2.618 |
108-115 |
|
4.250 |
107-158 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-005 |
109-222 |
| PP |
109-300 |
109-193 |
| S1 |
109-275 |
109-165 |
|