ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
111-125 |
111-040 |
-0-085 |
-0.2% |
111-000 |
| High |
111-135 |
111-075 |
-0-060 |
-0.2% |
111-150 |
| Low |
111-030 |
110-250 |
-0-100 |
-0.3% |
110-245 |
| Close |
111-070 |
110-265 |
-0-125 |
-0.4% |
110-265 |
| Range |
0-105 |
0-145 |
0-040 |
38.1% |
0-225 |
| ATR |
0-176 |
0-174 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,862,237 |
1,573,847 |
-288,390 |
-15.5% |
9,325,272 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-098 |
112-007 |
111-025 |
|
| R3 |
111-273 |
111-182 |
110-305 |
|
| R2 |
111-128 |
111-128 |
110-292 |
|
| R1 |
111-037 |
111-037 |
110-278 |
111-010 |
| PP |
110-303 |
110-303 |
110-303 |
110-290 |
| S1 |
110-212 |
110-212 |
110-252 |
110-185 |
| S2 |
110-158 |
110-158 |
110-238 |
|
| S3 |
110-013 |
110-067 |
110-225 |
|
| S4 |
109-188 |
109-242 |
110-185 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-042 |
112-218 |
111-069 |
|
| R3 |
112-137 |
111-313 |
111-007 |
|
| R2 |
111-232 |
111-232 |
110-306 |
|
| R1 |
111-088 |
111-088 |
110-286 |
111-048 |
| PP |
111-007 |
111-007 |
111-007 |
110-306 |
| S1 |
110-183 |
110-183 |
110-244 |
110-142 |
| S2 |
110-102 |
110-102 |
110-224 |
|
| S3 |
109-197 |
109-278 |
110-203 |
|
| S4 |
108-292 |
109-053 |
110-141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-150 |
110-245 |
0-225 |
0.6% |
0-132 |
0.4% |
9% |
False |
False |
1,865,054 |
| 10 |
111-150 |
110-070 |
1-080 |
1.1% |
0-142 |
0.4% |
49% |
False |
False |
1,865,031 |
| 20 |
111-150 |
109-025 |
2-125 |
2.2% |
0-167 |
0.5% |
73% |
False |
False |
1,875,247 |
| 40 |
111-150 |
107-310 |
3-160 |
3.2% |
0-184 |
0.5% |
82% |
False |
False |
2,032,984 |
| 60 |
111-150 |
107-125 |
4-025 |
3.7% |
0-177 |
0.5% |
84% |
False |
False |
1,365,643 |
| 80 |
111-150 |
107-125 |
4-025 |
3.7% |
0-185 |
0.5% |
84% |
False |
False |
1,024,326 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-177 |
0.5% |
64% |
False |
False |
819,477 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-167 |
0.5% |
51% |
False |
False |
682,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-051 |
|
2.618 |
112-135 |
|
1.618 |
111-310 |
|
1.000 |
111-220 |
|
0.618 |
111-165 |
|
HIGH |
111-075 |
|
0.618 |
111-020 |
|
0.500 |
111-002 |
|
0.382 |
110-305 |
|
LOW |
110-250 |
|
0.618 |
110-160 |
|
1.000 |
110-105 |
|
1.618 |
110-015 |
|
2.618 |
109-190 |
|
4.250 |
108-274 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-002 |
111-040 |
| PP |
110-303 |
111-008 |
| S1 |
110-284 |
110-297 |
|