ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
109-310 |
110-180 |
0-190 |
0.5% |
109-190 |
| High |
110-200 |
110-205 |
0-005 |
0.0% |
110-200 |
| Low |
109-175 |
110-100 |
0-245 |
0.7% |
109-025 |
| Close |
110-195 |
110-190 |
-0-005 |
0.0% |
110-195 |
| Range |
1-025 |
0-105 |
-0-240 |
-69.6% |
1-175 |
| ATR |
0-208 |
0-200 |
-0-007 |
-3.5% |
0-000 |
| Volume |
1,979,719 |
1,282,523 |
-697,196 |
-35.2% |
7,686,618 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-160 |
111-120 |
110-248 |
|
| R3 |
111-055 |
111-015 |
110-219 |
|
| R2 |
110-270 |
110-270 |
110-209 |
|
| R1 |
110-230 |
110-230 |
110-200 |
110-250 |
| PP |
110-165 |
110-165 |
110-165 |
110-175 |
| S1 |
110-125 |
110-125 |
110-180 |
110-145 |
| S2 |
110-060 |
110-060 |
110-171 |
|
| S3 |
109-275 |
110-020 |
110-161 |
|
| S4 |
109-170 |
109-235 |
110-132 |
|
|
| 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 |
110-205 |
109-025 |
1-180 |
1.4% |
0-206 |
0.6% |
97% |
True |
False |
1,793,828 |
| 10 |
110-250 |
109-025 |
1-225 |
1.5% |
0-188 |
0.5% |
89% |
False |
False |
1,870,156 |
| 20 |
111-010 |
109-005 |
2-005 |
1.8% |
0-204 |
0.6% |
78% |
False |
False |
1,914,984 |
| 40 |
111-010 |
107-310 |
3-020 |
2.8% |
0-185 |
0.5% |
86% |
False |
False |
1,612,141 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-188 |
0.5% |
88% |
False |
False |
1,076,258 |
| 80 |
111-260 |
107-125 |
4-135 |
4.0% |
0-183 |
0.5% |
72% |
False |
False |
807,236 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-177 |
0.5% |
59% |
False |
False |
645,800 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-163 |
0.5% |
47% |
False |
False |
538,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-011 |
|
2.618 |
111-160 |
|
1.618 |
111-055 |
|
1.000 |
110-310 |
|
0.618 |
110-270 |
|
HIGH |
110-205 |
|
0.618 |
110-165 |
|
0.500 |
110-152 |
|
0.382 |
110-140 |
|
LOW |
110-100 |
|
0.618 |
110-035 |
|
1.000 |
109-315 |
|
1.618 |
109-250 |
|
2.618 |
109-145 |
|
4.250 |
108-294 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-178 |
110-128 |
| PP |
110-165 |
110-065 |
| S1 |
110-152 |
110-002 |
|