ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
109-145 |
109-310 |
0-165 |
0.5% |
109-190 |
| High |
110-040 |
110-200 |
0-160 |
0.5% |
110-200 |
| Low |
109-120 |
109-175 |
0-055 |
0.2% |
109-025 |
| Close |
110-015 |
110-195 |
0-180 |
0.5% |
110-195 |
| Range |
0-240 |
1-025 |
0-105 |
43.8% |
1-175 |
| ATR |
0-197 |
0-208 |
0-011 |
5.4% |
0-000 |
| Volume |
1,766,051 |
1,979,719 |
213,668 |
12.1% |
7,686,618 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-158 |
113-042 |
111-065 |
|
| R3 |
112-133 |
112-017 |
110-290 |
|
| R2 |
111-108 |
111-108 |
110-258 |
|
| R1 |
110-312 |
110-312 |
110-227 |
111-050 |
| PP |
110-083 |
110-083 |
110-083 |
110-112 |
| S1 |
109-287 |
109-287 |
110-163 |
110-025 |
| S2 |
109-058 |
109-058 |
110-132 |
|
| S3 |
108-033 |
108-262 |
110-100 |
|
| S4 |
107-008 |
107-237 |
110-005 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-238 |
114-072 |
111-147 |
|
| R3 |
113-063 |
112-217 |
111-011 |
|
| R2 |
111-208 |
111-208 |
110-286 |
|
| R1 |
111-042 |
111-042 |
110-240 |
111-125 |
| PP |
110-033 |
110-033 |
110-033 |
110-075 |
| S1 |
109-187 |
109-187 |
110-150 |
109-270 |
| S2 |
108-178 |
108-178 |
110-104 |
|
| S3 |
107-003 |
108-012 |
110-059 |
|
| S4 |
105-148 |
106-157 |
109-243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-200 |
109-025 |
1-175 |
1.4% |
0-242 |
0.7% |
99% |
True |
False |
2,166,685 |
| 10 |
110-255 |
109-025 |
1-230 |
1.6% |
0-192 |
0.5% |
89% |
False |
False |
1,885,463 |
| 20 |
111-010 |
109-005 |
2-005 |
1.8% |
0-203 |
0.6% |
79% |
False |
False |
1,943,004 |
| 40 |
111-010 |
107-310 |
3-020 |
2.8% |
0-184 |
0.5% |
86% |
False |
False |
1,580,217 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-195 |
0.6% |
88% |
False |
False |
1,054,897 |
| 80 |
112-000 |
107-125 |
4-195 |
4.2% |
0-183 |
0.5% |
70% |
False |
False |
791,205 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-176 |
0.5% |
60% |
False |
False |
632,975 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-164 |
0.5% |
47% |
False |
False |
527,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-066 |
|
2.618 |
113-143 |
|
1.618 |
112-118 |
|
1.000 |
111-225 |
|
0.618 |
111-093 |
|
HIGH |
110-200 |
|
0.618 |
110-068 |
|
0.500 |
110-028 |
|
0.382 |
109-307 |
|
LOW |
109-175 |
|
0.618 |
108-282 |
|
1.000 |
108-150 |
|
1.618 |
107-257 |
|
2.618 |
106-232 |
|
4.250 |
104-309 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-139 |
110-122 |
| PP |
110-083 |
110-048 |
| S1 |
110-028 |
109-295 |
|