ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
110-160 |
110-140 |
-0-020 |
-0.1% |
109-190 |
| High |
110-180 |
110-200 |
0-020 |
0.1% |
110-200 |
| Low |
110-070 |
110-100 |
0-030 |
0.1% |
109-025 |
| Close |
110-130 |
110-160 |
0-030 |
0.1% |
110-195 |
| Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
1-175 |
| ATR |
0-194 |
0-188 |
-0-007 |
-3.5% |
0-000 |
| Volume |
1,622,679 |
1,671,220 |
48,541 |
3.0% |
7,686,618 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-133 |
111-087 |
110-215 |
|
| R3 |
111-033 |
110-307 |
110-188 |
|
| R2 |
110-253 |
110-253 |
110-178 |
|
| R1 |
110-207 |
110-207 |
110-169 |
110-230 |
| PP |
110-153 |
110-153 |
110-153 |
110-165 |
| S1 |
110-107 |
110-107 |
110-151 |
110-130 |
| S2 |
110-053 |
110-053 |
110-142 |
|
| S3 |
109-273 |
110-007 |
110-132 |
|
| S4 |
109-173 |
109-227 |
110-105 |
|
|
| 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 |
109-120 |
1-085 |
1.1% |
0-180 |
0.5% |
89% |
False |
False |
1,664,438 |
| 10 |
110-205 |
109-025 |
1-180 |
1.4% |
0-188 |
0.5% |
91% |
False |
False |
1,922,818 |
| 20 |
111-010 |
109-025 |
1-305 |
1.8% |
0-188 |
0.5% |
73% |
False |
False |
1,892,733 |
| 40 |
111-010 |
107-310 |
3-020 |
2.8% |
0-183 |
0.5% |
83% |
False |
False |
1,693,905 |
| 60 |
111-010 |
107-125 |
3-205 |
3.3% |
0-185 |
0.5% |
85% |
False |
False |
1,131,152 |
| 80 |
111-130 |
107-125 |
4-005 |
3.6% |
0-180 |
0.5% |
77% |
False |
False |
848,405 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-176 |
0.5% |
58% |
False |
False |
678,739 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-164 |
0.5% |
46% |
False |
False |
565,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-305 |
|
2.618 |
111-142 |
|
1.618 |
111-042 |
|
1.000 |
110-300 |
|
0.618 |
110-262 |
|
HIGH |
110-200 |
|
0.618 |
110-162 |
|
0.500 |
110-150 |
|
0.382 |
110-138 |
|
LOW |
110-100 |
|
0.618 |
110-038 |
|
1.000 |
110-000 |
|
1.618 |
109-258 |
|
2.618 |
109-158 |
|
4.250 |
108-315 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-157 |
110-152 |
| PP |
110-153 |
110-145 |
| S1 |
110-150 |
110-138 |
|