ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-165 |
109-125 |
-0-040 |
-0.1% |
108-315 |
| High |
109-175 |
109-155 |
-0-020 |
-0.1% |
110-090 |
| Low |
109-060 |
108-270 |
-0-110 |
-0.3% |
108-240 |
| Close |
109-105 |
109-010 |
-0-095 |
-0.3% |
109-155 |
| Range |
0-115 |
0-205 |
0-090 |
78.3% |
1-170 |
| ATR |
0-165 |
0-168 |
0-003 |
1.7% |
0-000 |
| Volume |
579,461 |
2,182,020 |
1,602,559 |
276.6% |
138,802 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-013 |
110-217 |
109-123 |
|
| R3 |
110-128 |
110-012 |
109-066 |
|
| R2 |
109-243 |
109-243 |
109-048 |
|
| R1 |
109-127 |
109-127 |
109-029 |
109-082 |
| PP |
109-038 |
109-038 |
109-038 |
109-016 |
| S1 |
108-242 |
108-242 |
108-311 |
108-198 |
| S2 |
108-153 |
108-153 |
108-292 |
|
| S3 |
107-268 |
108-037 |
108-274 |
|
| S4 |
107-063 |
107-152 |
108-217 |
|
|
| 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 |
109-280 |
108-270 |
1-010 |
0.9% |
0-135 |
0.4% |
18% |
False |
True |
632,085 |
| 10 |
110-090 |
108-240 |
1-170 |
1.4% |
0-152 |
0.4% |
18% |
False |
False |
328,611 |
| 20 |
110-090 |
107-180 |
2-230 |
2.5% |
0-161 |
0.5% |
54% |
False |
False |
168,880 |
| 40 |
111-090 |
107-125 |
3-285 |
3.6% |
0-188 |
0.5% |
42% |
False |
False |
84,702 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-174 |
0.5% |
30% |
False |
False |
56,494 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-161 |
0.5% |
24% |
False |
False |
42,375 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-140 |
0.4% |
24% |
False |
False |
33,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-066 |
|
2.618 |
111-052 |
|
1.618 |
110-167 |
|
1.000 |
110-040 |
|
0.618 |
109-282 |
|
HIGH |
109-155 |
|
0.618 |
109-077 |
|
0.500 |
109-052 |
|
0.382 |
109-028 |
|
LOW |
108-270 |
|
0.618 |
108-143 |
|
1.000 |
108-065 |
|
1.618 |
107-258 |
|
2.618 |
107-053 |
|
4.250 |
106-039 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-052 |
109-075 |
| PP |
109-038 |
109-053 |
| S1 |
109-024 |
109-032 |
|