ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-265 |
109-150 |
-0-115 |
-0.3% |
108-315 |
| High |
109-280 |
109-180 |
-0-100 |
-0.3% |
110-090 |
| Low |
109-140 |
109-075 |
-0-065 |
-0.2% |
108-240 |
| Close |
109-155 |
109-120 |
-0-035 |
-0.1% |
109-155 |
| Range |
0-140 |
0-105 |
-0-035 |
-25.0% |
1-170 |
| ATR |
0-179 |
0-174 |
-0-005 |
-3.0% |
0-000 |
| Volume |
27,009 |
88,845 |
61,836 |
228.9% |
138,802 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-120 |
110-065 |
109-178 |
|
| R3 |
110-015 |
109-280 |
109-149 |
|
| R2 |
109-230 |
109-230 |
109-139 |
|
| R1 |
109-175 |
109-175 |
109-130 |
109-150 |
| PP |
109-125 |
109-125 |
109-125 |
109-112 |
| S1 |
109-070 |
109-070 |
109-110 |
109-045 |
| S2 |
109-020 |
109-020 |
109-101 |
|
| S3 |
108-235 |
108-285 |
109-091 |
|
| S4 |
108-130 |
108-180 |
109-062 |
|
|
| 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% |
0-174 |
0.5% |
41% |
False |
False |
42,775 |
| 10 |
110-090 |
108-240 |
1-170 |
1.4% |
0-148 |
0.4% |
41% |
False |
False |
27,322 |
| 20 |
110-090 |
107-125 |
2-285 |
2.6% |
0-167 |
0.5% |
69% |
False |
False |
16,874 |
| 40 |
111-130 |
107-125 |
4-005 |
3.7% |
0-187 |
0.5% |
49% |
False |
False |
8,592 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-173 |
0.5% |
37% |
False |
False |
5,754 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-159 |
0.5% |
29% |
False |
False |
4,318 |
| 100 |
114-145 |
107-125 |
7-020 |
6.5% |
0-136 |
0.4% |
28% |
False |
False |
3,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-306 |
|
2.618 |
110-135 |
|
1.618 |
110-030 |
|
1.000 |
109-285 |
|
0.618 |
109-245 |
|
HIGH |
109-180 |
|
0.618 |
109-140 |
|
0.500 |
109-128 |
|
0.382 |
109-115 |
|
LOW |
109-075 |
|
0.618 |
109-010 |
|
1.000 |
108-290 |
|
1.618 |
108-225 |
|
2.618 |
108-120 |
|
4.250 |
107-269 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-128 |
109-242 |
| PP |
109-125 |
109-202 |
| S1 |
109-122 |
109-161 |
|