ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
108-045 |
108-185 |
0-140 |
0.4% |
109-035 |
| High |
108-195 |
109-000 |
0-125 |
0.4% |
109-070 |
| Low |
108-010 |
108-120 |
0-110 |
0.3% |
107-310 |
| Close |
108-175 |
108-255 |
0-080 |
0.2% |
108-255 |
| Range |
0-185 |
0-200 |
0-015 |
8.1% |
1-080 |
| ATR |
0-171 |
0-173 |
0-002 |
1.2% |
0-000 |
| Volume |
2,114,556 |
2,826,273 |
711,717 |
33.7% |
11,841,871 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-192 |
110-103 |
109-045 |
|
| R3 |
109-312 |
109-223 |
108-310 |
|
| R2 |
109-112 |
109-112 |
108-292 |
|
| R1 |
109-023 |
109-023 |
108-273 |
109-068 |
| PP |
108-232 |
108-232 |
108-232 |
108-254 |
| S1 |
108-143 |
108-143 |
108-237 |
108-188 |
| S2 |
108-032 |
108-032 |
108-218 |
|
| S3 |
107-152 |
107-263 |
108-200 |
|
| S4 |
106-272 |
107-063 |
108-145 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-132 |
111-273 |
109-155 |
|
| R3 |
111-052 |
110-193 |
109-045 |
|
| R2 |
109-292 |
109-292 |
109-008 |
|
| R1 |
109-113 |
109-113 |
108-292 |
109-002 |
| PP |
108-212 |
108-212 |
108-212 |
108-156 |
| S1 |
108-033 |
108-033 |
108-218 |
107-242 |
| S2 |
107-132 |
107-132 |
108-182 |
|
| S3 |
106-052 |
106-273 |
108-145 |
|
| S4 |
104-292 |
105-193 |
108-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-070 |
107-310 |
1-080 |
1.1% |
0-181 |
0.5% |
66% |
False |
False |
2,847,339 |
| 10 |
109-280 |
107-310 |
1-290 |
1.8% |
0-158 |
0.5% |
43% |
False |
False |
1,739,712 |
| 20 |
110-090 |
107-310 |
2-100 |
2.1% |
0-162 |
0.5% |
36% |
False |
False |
878,496 |
| 40 |
110-165 |
107-125 |
3-040 |
2.9% |
0-187 |
0.5% |
45% |
False |
False |
440,610 |
| 60 |
112-250 |
107-125 |
5-125 |
5.0% |
0-174 |
0.5% |
26% |
False |
False |
293,765 |
| 80 |
112-250 |
107-125 |
5-125 |
5.0% |
0-164 |
0.5% |
26% |
False |
False |
220,333 |
| 100 |
114-055 |
107-125 |
6-250 |
6.2% |
0-150 |
0.4% |
21% |
False |
False |
176,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-210 |
|
2.618 |
110-204 |
|
1.618 |
110-004 |
|
1.000 |
109-200 |
|
0.618 |
109-124 |
|
HIGH |
109-000 |
|
0.618 |
108-244 |
|
0.500 |
108-220 |
|
0.382 |
108-196 |
|
LOW |
108-120 |
|
0.618 |
107-316 |
|
1.000 |
107-240 |
|
1.618 |
107-116 |
|
2.618 |
106-236 |
|
4.250 |
105-230 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-243 |
108-222 |
| PP |
108-232 |
108-188 |
| S1 |
108-220 |
108-155 |
|