ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-000 |
109-035 |
0-035 |
0.1% |
109-150 |
| High |
109-035 |
109-070 |
0-035 |
0.1% |
109-200 |
| Low |
108-260 |
108-165 |
-0-095 |
-0.3% |
108-260 |
| Close |
109-005 |
108-195 |
-0-130 |
-0.4% |
109-005 |
| Range |
0-095 |
0-225 |
0-130 |
136.8% |
0-260 |
| ATR |
0-163 |
0-167 |
0-004 |
2.7% |
0-000 |
| Volume |
2,394,827 |
4,150,484 |
1,755,657 |
73.3% |
5,528,243 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-285 |
110-145 |
108-319 |
|
| R3 |
110-060 |
109-240 |
108-257 |
|
| R2 |
109-155 |
109-155 |
108-236 |
|
| R1 |
109-015 |
109-015 |
108-216 |
108-292 |
| PP |
108-250 |
108-250 |
108-250 |
108-229 |
| S1 |
108-110 |
108-110 |
108-174 |
108-068 |
| S2 |
108-025 |
108-025 |
108-154 |
|
| S3 |
107-120 |
107-205 |
108-133 |
|
| S4 |
106-215 |
106-300 |
108-071 |
|
|
| 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 |
108-165 |
1-035 |
1.0% |
0-150 |
0.4% |
8% |
False |
True |
1,917,976 |
| 10 |
110-090 |
108-165 |
1-245 |
1.6% |
0-162 |
0.5% |
5% |
False |
True |
980,376 |
| 20 |
110-090 |
107-205 |
2-205 |
2.4% |
0-164 |
0.5% |
37% |
False |
False |
496,030 |
| 40 |
110-170 |
107-125 |
3-045 |
2.9% |
0-185 |
0.5% |
39% |
False |
False |
248,332 |
| 60 |
112-250 |
107-125 |
5-125 |
5.0% |
0-171 |
0.5% |
23% |
False |
False |
165,581 |
| 80 |
113-155 |
107-125 |
6-030 |
5.6% |
0-163 |
0.5% |
20% |
False |
False |
124,191 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-144 |
0.4% |
18% |
False |
False |
99,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-066 |
|
2.618 |
111-019 |
|
1.618 |
110-114 |
|
1.000 |
109-295 |
|
0.618 |
109-209 |
|
HIGH |
109-070 |
|
0.618 |
108-304 |
|
0.500 |
108-278 |
|
0.382 |
108-251 |
|
LOW |
108-165 |
|
0.618 |
108-026 |
|
1.000 |
107-260 |
|
1.618 |
107-121 |
|
2.618 |
106-216 |
|
4.250 |
105-169 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-278 |
109-000 |
| PP |
108-250 |
108-278 |
| S1 |
108-222 |
108-237 |
|