ECBOT 10 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 16-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
111-000 |
110-300 |
-0-020 |
-0.1% |
110-180 |
High |
111-065 |
111-135 |
0-070 |
0.2% |
111-105 |
Low |
110-245 |
110-300 |
0-055 |
0.2% |
110-070 |
Close |
110-315 |
111-105 |
0-110 |
0.3% |
111-060 |
Range |
0-140 |
0-155 |
0-015 |
10.7% |
1-035 |
ATR |
0-188 |
0-186 |
-0-002 |
-1.3% |
0-000 |
Volume |
1,879,264 |
2,198,585 |
319,321 |
17.0% |
9,325,044 |
|
Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-218 |
112-157 |
111-190 |
|
R3 |
112-063 |
112-002 |
111-148 |
|
R2 |
111-228 |
111-228 |
111-133 |
|
R1 |
111-167 |
111-167 |
111-119 |
111-198 |
PP |
111-073 |
111-073 |
111-073 |
111-089 |
S1 |
111-012 |
111-012 |
111-091 |
111-042 |
S2 |
110-238 |
110-238 |
111-077 |
|
S3 |
110-083 |
110-177 |
111-062 |
|
S4 |
109-248 |
110-022 |
111-020 |
|
|
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 |
111-135 |
110-100 |
1-035 |
1.0% |
0-168 |
0.5% |
92% |
True |
False |
2,099,538 |
10 |
111-135 |
109-070 |
2-065 |
2.0% |
0-176 |
0.5% |
96% |
True |
False |
1,886,774 |
20 |
111-135 |
109-025 |
2-110 |
2.1% |
0-176 |
0.5% |
96% |
True |
False |
1,866,671 |
40 |
111-135 |
107-310 |
3-145 |
3.1% |
0-184 |
0.5% |
97% |
True |
False |
1,911,772 |
60 |
111-135 |
107-125 |
4-010 |
3.6% |
0-181 |
0.5% |
98% |
True |
False |
1,278,238 |
80 |
111-135 |
107-125 |
4-010 |
3.6% |
0-184 |
0.5% |
98% |
True |
False |
958,734 |
100 |
112-250 |
107-125 |
5-125 |
4.8% |
0-177 |
0.5% |
73% |
False |
False |
767,003 |
120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-167 |
0.5% |
58% |
False |
False |
639,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-154 |
2.618 |
112-221 |
1.618 |
112-066 |
1.000 |
111-290 |
0.618 |
111-231 |
HIGH |
111-135 |
0.618 |
111-076 |
0.500 |
111-058 |
0.382 |
111-039 |
LOW |
110-300 |
0.618 |
110-204 |
1.000 |
110-145 |
1.618 |
110-049 |
2.618 |
109-214 |
4.250 |
108-281 |
|
|
Fisher Pivots for day following 16-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
111-089 |
111-080 |
PP |
111-073 |
111-055 |
S1 |
111-058 |
111-030 |
|