ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 17-Jul-2024
Day Change Summary
Previous Current
16-Jul-2024 17-Jul-2024 Change Change % Previous Week
Open 110-300 111-130 0-150 0.4% 110-180
High 111-135 111-150 0-015 0.0% 111-105
Low 110-300 111-035 0-055 0.2% 110-070
Close 111-105 111-140 0-035 0.1% 111-060
Range 0-155 0-115 -0-040 -25.8% 1-035
ATR 0-186 0-181 -0-005 -2.7% 0-000
Volume 2,198,585 1,811,339 -387,246 -17.6% 9,325,044
Daily Pivots for day following 17-Jul-2024
Classic Woodie Camarilla DeMark
R4 112-133 112-092 111-203
R3 112-018 111-297 111-172
R2 111-223 111-223 111-161
R1 111-182 111-182 111-151 111-202
PP 111-108 111-108 111-108 111-119
S1 111-067 111-067 111-129 111-088
S2 110-313 110-313 111-119
S3 110-198 110-272 111-108
S4 110-083 110-157 111-077
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
5 111-150 110-130 1-020 1.0% 0-171 0.5% 97% True False 2,127,562
10 111-150 109-120 2-030 1.9% 0-176 0.5% 99% True False 1,896,000
20 111-150 109-025 2-125 2.1% 0-174 0.5% 99% True False 1,880,543
40 111-150 107-310 3-160 3.1% 0-183 0.5% 99% True False 1,956,380
60 111-150 107-125 4-025 3.7% 0-178 0.5% 99% True False 1,308,400
80 111-150 107-125 4-025 3.7% 0-184 0.5% 99% True False 981,376
100 112-250 107-125 5-125 4.8% 0-178 0.5% 75% False False 785,116
120 114-055 107-125 6-250 6.1% 0-166 0.5% 60% False False 654,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112-319
2.618 112-131
1.618 112-016
1.000 111-265
0.618 111-221
HIGH 111-150
0.618 111-106
0.500 111-092
0.382 111-079
LOW 111-035
0.618 110-284
1.000 110-240
1.618 110-169
2.618 110-054
4.250 109-186
Fisher Pivots for day following 17-Jul-2024
Pivot 1 day 3 day
R1 111-124 111-106
PP 111-108 111-072
S1 111-092 111-038

These figures are updated between 7pm and 10pm EST after a trading day.

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