ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
110-140 |
110-155 |
0-015 |
0.0% |
109-190 |
| High |
110-200 |
111-105 |
0-225 |
0.6% |
110-200 |
| Low |
110-100 |
110-130 |
0-030 |
0.1% |
109-025 |
| Close |
110-160 |
111-050 |
0-210 |
0.6% |
110-195 |
| Range |
0-100 |
0-295 |
0-195 |
195.0% |
1-175 |
| ATR |
0-188 |
0-195 |
0-008 |
4.1% |
0-000 |
| Volume |
1,671,220 |
2,754,645 |
1,083,425 |
64.8% |
7,686,618 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-233 |
113-117 |
111-212 |
|
| R3 |
112-258 |
112-142 |
111-131 |
|
| R2 |
111-283 |
111-283 |
111-104 |
|
| R1 |
111-167 |
111-167 |
111-077 |
111-225 |
| PP |
110-308 |
110-308 |
110-308 |
111-018 |
| S1 |
110-192 |
110-192 |
111-023 |
110-250 |
| S2 |
110-013 |
110-013 |
110-316 |
|
| S3 |
109-038 |
109-217 |
110-289 |
|
| S4 |
108-063 |
108-242 |
110-208 |
|
|
| 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 |
111-105 |
109-175 |
1-250 |
1.6% |
0-191 |
0.5% |
90% |
True |
False |
1,862,157 |
| 10 |
111-105 |
109-025 |
2-080 |
2.0% |
0-198 |
0.6% |
92% |
True |
False |
2,011,294 |
| 20 |
111-105 |
109-025 |
2-080 |
2.0% |
0-194 |
0.5% |
92% |
True |
False |
1,940,094 |
| 40 |
111-105 |
107-310 |
3-115 |
3.0% |
0-188 |
0.5% |
95% |
True |
False |
1,762,427 |
| 60 |
111-105 |
107-125 |
3-300 |
3.5% |
0-184 |
0.5% |
96% |
True |
False |
1,177,052 |
| 80 |
111-130 |
107-125 |
4-005 |
3.6% |
0-183 |
0.5% |
94% |
False |
False |
882,838 |
| 100 |
112-250 |
107-125 |
5-125 |
4.8% |
0-179 |
0.5% |
70% |
False |
False |
706,285 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-165 |
0.5% |
56% |
False |
False |
588,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-079 |
|
2.618 |
113-237 |
|
1.618 |
112-262 |
|
1.000 |
112-080 |
|
0.618 |
111-287 |
|
HIGH |
111-105 |
|
0.618 |
110-312 |
|
0.500 |
110-278 |
|
0.382 |
110-243 |
|
LOW |
110-130 |
|
0.618 |
109-268 |
|
1.000 |
109-155 |
|
1.618 |
108-293 |
|
2.618 |
107-318 |
|
4.250 |
106-156 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-019 |
111-009 |
| PP |
110-308 |
110-288 |
| S1 |
110-278 |
110-248 |
|