ECBOT 10 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 22-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
Open |
109-105 |
109-165 |
0-060 |
0.2% |
108-315 |
High |
109-200 |
109-175 |
-0-025 |
-0.1% |
110-090 |
Low |
109-090 |
109-060 |
-0-030 |
-0.1% |
108-240 |
Close |
109-170 |
109-105 |
-0-065 |
-0.2% |
109-155 |
Range |
0-110 |
0-115 |
0-005 |
4.5% |
1-170 |
ATR |
0-169 |
0-165 |
-0-004 |
-2.3% |
0-000 |
Volume |
283,090 |
579,461 |
296,371 |
104.7% |
138,802 |
|
Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-138 |
110-077 |
109-168 |
|
R3 |
110-023 |
109-282 |
109-137 |
|
R2 |
109-228 |
109-228 |
109-126 |
|
R1 |
109-167 |
109-167 |
109-116 |
109-140 |
PP |
109-113 |
109-113 |
109-113 |
109-100 |
S1 |
109-052 |
109-052 |
109-094 |
109-025 |
S2 |
108-318 |
108-318 |
109-084 |
|
S3 |
108-203 |
108-257 |
109-073 |
|
S4 |
108-088 |
108-142 |
109-042 |
|
|
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 |
109-060 |
1-030 |
1.0% |
0-128 |
0.4% |
13% |
False |
True |
204,279 |
10 |
110-090 |
108-240 |
1-170 |
1.4% |
0-146 |
0.4% |
38% |
False |
False |
111,353 |
20 |
110-090 |
107-125 |
2-285 |
2.6% |
0-163 |
0.5% |
67% |
False |
False |
59,926 |
40 |
111-105 |
107-125 |
3-300 |
3.6% |
0-186 |
0.5% |
49% |
False |
False |
30,154 |
60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-172 |
0.5% |
36% |
False |
False |
20,129 |
80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-159 |
0.5% |
29% |
False |
False |
15,100 |
100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-138 |
0.4% |
29% |
False |
False |
12,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-024 |
2.618 |
110-156 |
1.618 |
110-041 |
1.000 |
109-290 |
0.618 |
109-246 |
HIGH |
109-175 |
0.618 |
109-131 |
0.500 |
109-118 |
0.382 |
109-104 |
LOW |
109-060 |
0.618 |
108-309 |
1.000 |
108-265 |
1.618 |
108-194 |
2.618 |
108-079 |
4.250 |
107-211 |
|
|
Fisher Pivots for day following 22-May-2024 |
Pivot |
1 day |
3 day |
R1 |
109-118 |
109-130 |
PP |
109-113 |
109-122 |
S1 |
109-109 |
109-113 |
|