ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
110-015 |
109-265 |
-0-070 |
-0.2% |
108-315 |
| High |
110-090 |
109-280 |
-0-130 |
-0.4% |
110-090 |
| Low |
109-240 |
109-140 |
-0-100 |
-0.3% |
108-240 |
| Close |
109-250 |
109-155 |
-0-095 |
-0.3% |
109-155 |
| Range |
0-170 |
0-140 |
-0-030 |
-17.6% |
1-170 |
| ATR |
0-182 |
0-179 |
-0-003 |
-1.7% |
0-000 |
| Volume |
42,994 |
27,009 |
-15,985 |
-37.2% |
138,802 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-292 |
110-203 |
109-232 |
|
| R3 |
110-152 |
110-063 |
109-194 |
|
| R2 |
110-012 |
110-012 |
109-181 |
|
| R1 |
109-243 |
109-243 |
109-168 |
109-218 |
| PP |
109-192 |
109-192 |
109-192 |
109-179 |
| S1 |
109-103 |
109-103 |
109-142 |
109-078 |
| S2 |
109-052 |
109-052 |
109-129 |
|
| S3 |
108-232 |
108-283 |
109-116 |
|
| S4 |
108-092 |
108-143 |
109-078 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-032 |
113-103 |
110-104 |
|
| R3 |
112-182 |
111-253 |
109-290 |
|
| R2 |
111-012 |
111-012 |
109-245 |
|
| R1 |
110-083 |
110-083 |
109-200 |
110-208 |
| PP |
109-162 |
109-162 |
109-162 |
109-224 |
| S1 |
108-233 |
108-233 |
109-110 |
109-038 |
| S2 |
107-312 |
107-312 |
109-065 |
|
| S3 |
106-142 |
107-063 |
109-020 |
|
| S4 |
104-292 |
105-213 |
108-206 |
|
|
| 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% |
0-170 |
0.5% |
48% |
False |
False |
27,760 |
| 10 |
110-090 |
108-240 |
1-170 |
1.4% |
0-148 |
0.4% |
48% |
False |
False |
18,984 |
| 20 |
110-090 |
107-125 |
2-285 |
2.6% |
0-168 |
0.5% |
72% |
False |
False |
12,439 |
| 40 |
111-130 |
107-125 |
4-005 |
3.7% |
0-185 |
0.5% |
52% |
False |
False |
6,371 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-175 |
0.5% |
39% |
False |
False |
4,274 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-158 |
0.5% |
31% |
False |
False |
3,208 |
| 100 |
114-145 |
107-125 |
7-020 |
6.5% |
0-135 |
0.4% |
30% |
False |
False |
2,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-235 |
|
2.618 |
111-007 |
|
1.618 |
110-187 |
|
1.000 |
110-100 |
|
0.618 |
110-047 |
|
HIGH |
109-280 |
|
0.618 |
109-227 |
|
0.500 |
109-210 |
|
0.382 |
109-193 |
|
LOW |
109-140 |
|
0.618 |
109-053 |
|
1.000 |
109-000 |
|
1.618 |
108-233 |
|
2.618 |
108-093 |
|
4.250 |
107-185 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-210 |
109-252 |
| PP |
109-192 |
109-220 |
| S1 |
109-173 |
109-188 |
|