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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols