ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
111-005 |
111-000 |
-0-005 |
0.0% |
110-180 |
| High |
111-085 |
111-065 |
-0-020 |
-0.1% |
111-105 |
| Low |
110-255 |
110-245 |
-0-010 |
0.0% |
110-070 |
| Close |
111-060 |
110-315 |
-0-065 |
-0.2% |
111-060 |
| Range |
0-150 |
0-140 |
-0-010 |
-6.7% |
1-035 |
| ATR |
0-192 |
0-188 |
-0-004 |
-1.9% |
0-000 |
| Volume |
1,993,977 |
1,879,264 |
-114,713 |
-5.8% |
9,325,044 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-095 |
112-025 |
111-072 |
|
| R3 |
111-275 |
111-205 |
111-034 |
|
| R2 |
111-135 |
111-135 |
111-021 |
|
| R1 |
111-065 |
111-065 |
111-008 |
111-030 |
| PP |
110-315 |
110-315 |
110-315 |
110-298 |
| S1 |
110-245 |
110-245 |
110-302 |
110-210 |
| S2 |
110-175 |
110-175 |
110-289 |
|
| S3 |
110-035 |
110-105 |
110-276 |
|
| S4 |
109-215 |
109-285 |
110-238 |
|
|
| 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% |
0-159 |
0.4% |
69% |
False |
False |
1,984,357 |
| 10 |
111-105 |
109-025 |
2-080 |
2.0% |
0-182 |
0.5% |
85% |
False |
False |
1,889,092 |
| 20 |
111-105 |
109-025 |
2-080 |
2.0% |
0-178 |
0.5% |
85% |
False |
False |
1,871,997 |
| 40 |
111-105 |
107-310 |
3-115 |
3.0% |
0-184 |
0.5% |
90% |
False |
False |
1,857,882 |
| 60 |
111-105 |
107-125 |
3-300 |
3.5% |
0-182 |
0.5% |
91% |
False |
False |
1,241,598 |
| 80 |
111-130 |
107-125 |
4-005 |
3.6% |
0-184 |
0.5% |
89% |
False |
False |
931,252 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-177 |
0.5% |
67% |
False |
False |
745,017 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-166 |
0.5% |
53% |
False |
False |
620,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-020 |
|
2.618 |
112-112 |
|
1.618 |
111-292 |
|
1.000 |
111-205 |
|
0.618 |
111-152 |
|
HIGH |
111-065 |
|
0.618 |
111-012 |
|
0.500 |
110-315 |
|
0.382 |
110-298 |
|
LOW |
110-245 |
|
0.618 |
110-158 |
|
1.000 |
110-105 |
|
1.618 |
110-018 |
|
2.618 |
109-198 |
|
4.250 |
108-290 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-315 |
110-302 |
| PP |
110-315 |
110-290 |
| S1 |
110-315 |
110-278 |
|