ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
109-035 |
108-170 |
-0-185 |
-0.5% |
109-150 |
| High |
109-070 |
108-190 |
-0-200 |
-0.6% |
109-200 |
| Low |
108-165 |
107-310 |
-0-175 |
-0.5% |
108-260 |
| Close |
108-195 |
108-020 |
-0-175 |
-0.5% |
109-005 |
| Range |
0-225 |
0-200 |
-0-025 |
-11.1% |
0-260 |
| ATR |
0-167 |
0-170 |
0-003 |
1.6% |
0-000 |
| Volume |
4,150,484 |
2,750,558 |
-1,399,926 |
-33.7% |
5,528,243 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-027 |
109-223 |
108-130 |
|
| R3 |
109-147 |
109-023 |
108-075 |
|
| R2 |
108-267 |
108-267 |
108-057 |
|
| R1 |
108-143 |
108-143 |
108-038 |
108-105 |
| PP |
108-067 |
108-067 |
108-067 |
108-048 |
| S1 |
107-263 |
107-263 |
108-002 |
107-225 |
| S2 |
107-187 |
107-187 |
107-303 |
|
| S3 |
106-307 |
107-063 |
107-285 |
|
| S4 |
106-107 |
106-183 |
107-230 |
|
|
| 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 |
109-175 |
107-310 |
1-185 |
1.5% |
0-168 |
0.5% |
6% |
False |
True |
2,411,470 |
| 10 |
110-090 |
107-310 |
2-100 |
2.1% |
0-162 |
0.5% |
4% |
False |
True |
1,254,234 |
| 20 |
110-090 |
107-210 |
2-200 |
2.4% |
0-165 |
0.5% |
15% |
False |
False |
633,129 |
| 40 |
110-170 |
107-125 |
3-045 |
2.9% |
0-186 |
0.5% |
21% |
False |
False |
317,093 |
| 60 |
112-250 |
107-125 |
5-125 |
5.0% |
0-174 |
0.5% |
12% |
False |
False |
211,419 |
| 80 |
112-250 |
107-125 |
5-125 |
5.0% |
0-163 |
0.5% |
12% |
False |
False |
158,573 |
| 100 |
114-055 |
107-125 |
6-250 |
6.3% |
0-146 |
0.4% |
10% |
False |
False |
126,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-080 |
|
2.618 |
110-074 |
|
1.618 |
109-194 |
|
1.000 |
109-070 |
|
0.618 |
108-314 |
|
HIGH |
108-190 |
|
0.618 |
108-114 |
|
0.500 |
108-090 |
|
0.382 |
108-066 |
|
LOW |
107-310 |
|
0.618 |
107-186 |
|
1.000 |
107-110 |
|
1.618 |
106-306 |
|
2.618 |
106-106 |
|
4.250 |
105-100 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-090 |
108-190 |
| PP |
108-067 |
108-133 |
| S1 |
108-043 |
108-077 |
|