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 |
|
|
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 |
|