ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
110-155 |
111-005 |
0-170 |
0.5% |
110-180 |
| High |
111-105 |
111-085 |
-0-020 |
-0.1% |
111-105 |
| Low |
110-130 |
110-255 |
0-125 |
0.4% |
110-070 |
| Close |
111-050 |
111-060 |
0-010 |
0.0% |
111-060 |
| Range |
0-295 |
0-150 |
-0-145 |
-49.2% |
1-035 |
| ATR |
0-195 |
0-192 |
-0-003 |
-1.7% |
0-000 |
| Volume |
2,754,645 |
1,993,977 |
-760,668 |
-27.6% |
9,325,044 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-157 |
112-098 |
111-142 |
|
| R3 |
112-007 |
111-268 |
111-101 |
|
| R2 |
111-177 |
111-177 |
111-088 |
|
| R1 |
111-118 |
111-118 |
111-074 |
111-148 |
| PP |
111-027 |
111-027 |
111-027 |
111-041 |
| S1 |
110-288 |
110-288 |
111-046 |
110-318 |
| S2 |
110-197 |
110-197 |
111-032 |
|
| S3 |
110-047 |
110-138 |
111-019 |
|
| S4 |
109-217 |
109-308 |
110-298 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-077 |
113-263 |
111-255 |
|
| R3 |
113-042 |
112-228 |
111-158 |
|
| R2 |
112-007 |
112-007 |
111-125 |
|
| R1 |
111-193 |
111-193 |
111-093 |
111-260 |
| PP |
110-292 |
110-292 |
110-292 |
111-005 |
| S1 |
110-158 |
110-158 |
111-027 |
110-225 |
| S2 |
109-257 |
109-257 |
110-315 |
|
| S3 |
108-222 |
109-123 |
110-282 |
|
| S4 |
107-187 |
108-088 |
110-185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-105 |
110-070 |
1-035 |
1.0% |
0-152 |
0.4% |
87% |
False |
False |
1,865,008 |
| 10 |
111-105 |
109-025 |
2-080 |
2.0% |
0-197 |
0.6% |
94% |
False |
False |
2,015,847 |
| 20 |
111-105 |
109-025 |
2-080 |
2.0% |
0-182 |
0.5% |
94% |
False |
False |
1,896,647 |
| 40 |
111-105 |
107-310 |
3-115 |
3.0% |
0-187 |
0.5% |
96% |
False |
False |
1,811,977 |
| 60 |
111-105 |
107-125 |
3-300 |
3.5% |
0-183 |
0.5% |
96% |
False |
False |
1,210,282 |
| 80 |
111-130 |
107-125 |
4-005 |
3.6% |
0-183 |
0.5% |
95% |
False |
False |
907,762 |
| 100 |
112-250 |
107-125 |
5-125 |
4.8% |
0-177 |
0.5% |
70% |
False |
False |
726,225 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-166 |
0.5% |
56% |
False |
False |
605,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-082 |
|
2.618 |
112-158 |
|
1.618 |
112-008 |
|
1.000 |
111-235 |
|
0.618 |
111-178 |
|
HIGH |
111-085 |
|
0.618 |
111-028 |
|
0.500 |
111-010 |
|
0.382 |
110-312 |
|
LOW |
110-255 |
|
0.618 |
110-162 |
|
1.000 |
110-105 |
|
1.618 |
110-012 |
|
2.618 |
109-182 |
|
4.250 |
108-258 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-043 |
111-021 |
| PP |
111-027 |
110-302 |
| S1 |
111-010 |
110-262 |
|