ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-125 |
109-000 |
-0-125 |
-0.4% |
109-150 |
| High |
109-155 |
109-035 |
-0-120 |
-0.3% |
109-200 |
| Low |
108-270 |
108-260 |
-0-010 |
0.0% |
108-260 |
| Close |
109-010 |
109-005 |
-0-005 |
0.0% |
109-005 |
| Range |
0-205 |
0-095 |
-0-110 |
-53.7% |
0-260 |
| ATR |
0-168 |
0-163 |
-0-005 |
-3.1% |
0-000 |
| Volume |
2,182,020 |
2,394,827 |
212,807 |
9.8% |
5,528,243 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-278 |
109-237 |
109-057 |
|
| R3 |
109-183 |
109-142 |
109-031 |
|
| R2 |
109-088 |
109-088 |
109-022 |
|
| R1 |
109-047 |
109-047 |
109-014 |
109-068 |
| PP |
108-313 |
108-313 |
108-313 |
109-004 |
| S1 |
108-272 |
108-272 |
108-316 |
108-292 |
| S2 |
108-218 |
108-218 |
108-308 |
|
| S3 |
108-123 |
108-177 |
108-299 |
|
| S4 |
108-028 |
108-082 |
108-273 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-188 |
111-037 |
109-148 |
|
| R3 |
110-248 |
110-097 |
109-076 |
|
| R2 |
109-308 |
109-308 |
109-053 |
|
| R1 |
109-157 |
109-157 |
109-029 |
109-102 |
| PP |
109-048 |
109-048 |
109-048 |
109-021 |
| S1 |
108-217 |
108-217 |
108-301 |
108-162 |
| S2 |
108-108 |
108-108 |
108-277 |
|
| S3 |
107-168 |
107-277 |
108-254 |
|
| S4 |
106-228 |
107-017 |
108-182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-200 |
108-260 |
0-260 |
0.7% |
0-126 |
0.4% |
25% |
False |
True |
1,105,648 |
| 10 |
110-090 |
108-240 |
1-170 |
1.4% |
0-148 |
0.4% |
17% |
False |
False |
566,704 |
| 20 |
110-090 |
107-205 |
2-205 |
2.4% |
0-159 |
0.5% |
52% |
False |
False |
288,548 |
| 40 |
111-090 |
107-125 |
3-285 |
3.6% |
0-188 |
0.5% |
42% |
False |
False |
144,571 |
| 60 |
112-250 |
107-125 |
5-125 |
4.9% |
0-172 |
0.5% |
30% |
False |
False |
96,407 |
| 80 |
114-055 |
107-125 |
6-250 |
6.2% |
0-162 |
0.5% |
24% |
False |
False |
72,311 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-141 |
0.4% |
24% |
False |
False |
57,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-119 |
|
2.618 |
109-284 |
|
1.618 |
109-189 |
|
1.000 |
109-130 |
|
0.618 |
109-094 |
|
HIGH |
109-035 |
|
0.618 |
108-319 |
|
0.500 |
108-308 |
|
0.382 |
108-296 |
|
LOW |
108-260 |
|
0.618 |
108-201 |
|
1.000 |
108-165 |
|
1.618 |
108-106 |
|
2.618 |
108-011 |
|
4.250 |
107-176 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-319 |
109-058 |
| PP |
108-313 |
109-040 |
| S1 |
108-308 |
109-022 |
|