10-Year T-Note Futures
Instrument Overview (CME Group)
“U.S. Treasury notes with a remaining term to maturity of at least six and a half years, but not more than 10 years, from the first day of the delivery month. The invoice price equals the futures settlement price times a conversion factor, plus accrued interest. The conversion factor is the price of the delivered note ($1 par value) to yield 6 percent.”
Probability of Weekly Highs & Lows by Day
This is the relative probability of this instrument trading at the high or low price of the week on any given day. Midnight is expressed as UTC−8:00 (Pacific Time). Full Session.
Per-Tick Volume Breakdown
This breakdown shows the aggregated size of all prints over the most recent quarter. Those sizes outside the top 10 are not shown, and generally represent less than 1/10th of a percent of all volume in the data set. Full Session.
Probability of Session Highs & Lows by Time
Times of day are expressed as UTC−8:00 (Pacific Time). Full Session.
Average Range By Time
The chart shows the movement in average range (or volatility/price movement) in ticks for each slice of time shown on the x-axis. Times of day are expressed as UTC−8:00 (Pacific Time). Full Session.
Last updated October 2017. Graphs depict the preceding 2 calendar years of market data unless otherwise noted.