ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-150 |
109-105 |
-0-045 |
-0.1% |
108-315 |
| High |
109-180 |
109-200 |
0-020 |
0.1% |
110-090 |
| Low |
109-075 |
109-090 |
0-015 |
0.0% |
108-240 |
| Close |
109-120 |
109-170 |
0-050 |
0.1% |
109-155 |
| Range |
0-105 |
0-110 |
0-005 |
4.8% |
1-170 |
| ATR |
0-174 |
0-169 |
-0-005 |
-2.6% |
0-000 |
| Volume |
88,845 |
283,090 |
194,245 |
218.6% |
138,802 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-163 |
110-117 |
109-230 |
|
| R3 |
110-053 |
110-007 |
109-200 |
|
| R2 |
109-263 |
109-263 |
109-190 |
|
| R1 |
109-217 |
109-217 |
109-180 |
109-240 |
| PP |
109-153 |
109-153 |
109-153 |
109-165 |
| S1 |
109-107 |
109-107 |
109-160 |
109-130 |
| S2 |
109-043 |
109-043 |
109-150 |
|
| S3 |
108-253 |
108-317 |
109-140 |
|
| S4 |
108-143 |
108-207 |
109-110 |
|
|
| 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 |
109-075 |
1-015 |
1.0% |
0-156 |
0.4% |
28% |
False |
False |
96,998 |
| 10 |
110-090 |
108-240 |
1-170 |
1.4% |
0-144 |
0.4% |
51% |
False |
False |
53,964 |
| 20 |
110-090 |
107-125 |
2-285 |
2.6% |
0-163 |
0.5% |
74% |
False |
False |
30,962 |
| 40 |
111-105 |
107-125 |
3-300 |
3.6% |
0-185 |
0.5% |
54% |
False |
False |
15,668 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-172 |
0.5% |
40% |
False |
False |
10,472 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-158 |
0.5% |
32% |
False |
False |
7,857 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-137 |
0.4% |
32% |
False |
False |
6,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-028 |
|
2.618 |
110-168 |
|
1.618 |
110-058 |
|
1.000 |
109-310 |
|
0.618 |
109-268 |
|
HIGH |
109-200 |
|
0.618 |
109-158 |
|
0.500 |
109-145 |
|
0.382 |
109-132 |
|
LOW |
109-090 |
|
0.618 |
109-022 |
|
1.000 |
108-300 |
|
1.618 |
108-232 |
|
2.618 |
108-122 |
|
4.250 |
107-262 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-162 |
109-178 |
| PP |
109-153 |
109-175 |
| S1 |
109-145 |
109-172 |
|