ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
108-170 |
108-045 |
-0-125 |
-0.4% |
109-150 |
| High |
108-190 |
108-195 |
0-005 |
0.0% |
109-200 |
| Low |
107-310 |
108-010 |
0-020 |
0.1% |
108-260 |
| Close |
108-020 |
108-175 |
0-155 |
0.4% |
109-005 |
| Range |
0-200 |
0-185 |
-0-015 |
-7.5% |
0-260 |
| ATR |
0-170 |
0-171 |
0-001 |
0.6% |
0-000 |
| Volume |
2,750,558 |
2,114,556 |
-636,002 |
-23.1% |
5,528,243 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-042 |
109-293 |
108-277 |
|
| R3 |
109-177 |
109-108 |
108-226 |
|
| R2 |
108-312 |
108-312 |
108-209 |
|
| R1 |
108-243 |
108-243 |
108-192 |
108-278 |
| PP |
108-127 |
108-127 |
108-127 |
108-144 |
| S1 |
108-058 |
108-058 |
108-158 |
108-092 |
| S2 |
107-262 |
107-262 |
108-141 |
|
| S3 |
107-077 |
107-193 |
108-124 |
|
| S4 |
106-212 |
107-008 |
108-073 |
|
|
| 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 |
109-155 |
107-310 |
1-165 |
1.4% |
0-182 |
0.5% |
38% |
False |
False |
2,718,489 |
| 10 |
110-090 |
107-310 |
2-100 |
2.1% |
0-155 |
0.4% |
25% |
False |
False |
1,461,384 |
| 20 |
110-090 |
107-310 |
2-100 |
2.1% |
0-162 |
0.5% |
25% |
False |
False |
737,655 |
| 40 |
110-170 |
107-125 |
3-045 |
2.9% |
0-186 |
0.5% |
37% |
False |
False |
369,954 |
| 60 |
112-250 |
107-125 |
5-125 |
5.0% |
0-174 |
0.5% |
21% |
False |
False |
246,662 |
| 80 |
112-250 |
107-125 |
5-125 |
5.0% |
0-162 |
0.5% |
21% |
False |
False |
185,004 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-148 |
0.4% |
17% |
False |
False |
148,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-021 |
|
2.618 |
110-039 |
|
1.618 |
109-174 |
|
1.000 |
109-060 |
|
0.618 |
108-309 |
|
HIGH |
108-195 |
|
0.618 |
108-124 |
|
0.500 |
108-102 |
|
0.382 |
108-081 |
|
LOW |
108-010 |
|
0.618 |
107-216 |
|
1.000 |
107-145 |
|
1.618 |
107-031 |
|
2.618 |
106-166 |
|
4.250 |
105-184 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-151 |
108-190 |
| PP |
108-127 |
108-185 |
| S1 |
108-102 |
108-180 |
|