ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
110-180 |
110-160 |
-0-020 |
-0.1% |
109-190 |
| High |
110-205 |
110-180 |
-0-025 |
-0.1% |
110-200 |
| Low |
110-100 |
110-070 |
-0-030 |
-0.1% |
109-025 |
| Close |
110-190 |
110-130 |
-0-060 |
-0.2% |
110-195 |
| Range |
0-105 |
0-110 |
0-005 |
4.8% |
1-175 |
| ATR |
0-200 |
0-194 |
-0-006 |
-2.9% |
0-000 |
| Volume |
1,282,523 |
1,622,679 |
340,156 |
26.5% |
7,686,618 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-137 |
111-083 |
110-190 |
|
| R3 |
111-027 |
110-293 |
110-160 |
|
| R2 |
110-237 |
110-237 |
110-150 |
|
| R1 |
110-183 |
110-183 |
110-140 |
110-155 |
| PP |
110-127 |
110-127 |
110-127 |
110-112 |
| S1 |
110-073 |
110-073 |
110-120 |
110-045 |
| S2 |
110-017 |
110-017 |
110-110 |
|
| S3 |
109-227 |
109-283 |
110-100 |
|
| S4 |
109-117 |
109-173 |
110-070 |
|
|
| 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 |
109-070 |
1-135 |
1.3% |
0-185 |
0.5% |
84% |
False |
False |
1,674,011 |
| 10 |
110-250 |
109-025 |
1-225 |
1.5% |
0-188 |
0.5% |
78% |
False |
False |
1,913,100 |
| 20 |
111-010 |
109-005 |
2-005 |
1.8% |
0-186 |
0.5% |
69% |
False |
False |
1,876,269 |
| 40 |
111-010 |
107-310 |
3-020 |
2.8% |
0-184 |
0.5% |
80% |
False |
False |
1,652,472 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-187 |
0.5% |
83% |
False |
False |
1,103,301 |
| 80 |
111-140 |
107-125 |
4-015 |
3.7% |
0-182 |
0.5% |
75% |
False |
False |
827,518 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-176 |
0.5% |
56% |
False |
False |
662,027 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-163 |
0.5% |
44% |
False |
False |
551,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-008 |
|
2.618 |
111-148 |
|
1.618 |
111-038 |
|
1.000 |
110-290 |
|
0.618 |
110-248 |
|
HIGH |
110-180 |
|
0.618 |
110-138 |
|
0.500 |
110-125 |
|
0.382 |
110-112 |
|
LOW |
110-070 |
|
0.618 |
110-002 |
|
1.000 |
109-280 |
|
1.618 |
109-212 |
|
2.618 |
109-102 |
|
4.250 |
108-242 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-128 |
110-097 |
| PP |
110-127 |
110-063 |
| S1 |
110-125 |
110-030 |
|