ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
111-040 |
110-300 |
-0-060 |
-0.2% |
111-000 |
| High |
111-075 |
111-010 |
-0-065 |
-0.2% |
111-150 |
| Low |
110-250 |
110-185 |
-0-065 |
-0.2% |
110-245 |
| Close |
110-265 |
110-230 |
-0-035 |
-0.1% |
110-265 |
| Range |
0-145 |
0-145 |
0-000 |
0.0% |
0-225 |
| ATR |
0-174 |
0-172 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,573,847 |
1,409,017 |
-164,830 |
-10.5% |
9,325,272 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-043 |
111-282 |
110-310 |
|
| R3 |
111-218 |
111-137 |
110-270 |
|
| R2 |
111-073 |
111-073 |
110-257 |
|
| R1 |
110-312 |
110-312 |
110-243 |
110-280 |
| PP |
110-248 |
110-248 |
110-248 |
110-232 |
| S1 |
110-167 |
110-167 |
110-217 |
110-135 |
| S2 |
110-103 |
110-103 |
110-203 |
|
| S3 |
109-278 |
110-022 |
110-190 |
|
| S4 |
109-133 |
109-197 |
110-150 |
|
|
| 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 |
110-185 |
0-285 |
0.8% |
0-133 |
0.4% |
16% |
False |
True |
1,771,005 |
| 10 |
111-150 |
110-070 |
1-080 |
1.1% |
0-146 |
0.4% |
40% |
False |
False |
1,877,681 |
| 20 |
111-150 |
109-025 |
2-125 |
2.2% |
0-167 |
0.5% |
69% |
False |
False |
1,873,918 |
| 40 |
111-150 |
107-310 |
3-160 |
3.2% |
0-185 |
0.5% |
79% |
False |
False |
2,053,723 |
| 60 |
111-150 |
107-125 |
4-025 |
3.7% |
0-177 |
0.5% |
82% |
False |
False |
1,389,124 |
| 80 |
111-150 |
107-125 |
4-025 |
3.7% |
0-185 |
0.5% |
82% |
False |
False |
1,041,939 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-177 |
0.5% |
62% |
False |
False |
833,566 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-167 |
0.5% |
49% |
False |
False |
694,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-306 |
|
2.618 |
112-070 |
|
1.618 |
111-245 |
|
1.000 |
111-155 |
|
0.618 |
111-100 |
|
HIGH |
111-010 |
|
0.618 |
110-275 |
|
0.500 |
110-258 |
|
0.382 |
110-240 |
|
LOW |
110-185 |
|
0.618 |
110-095 |
|
1.000 |
110-040 |
|
1.618 |
109-270 |
|
2.618 |
109-125 |
|
4.250 |
108-209 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-258 |
111-000 |
| PP |
110-248 |
110-290 |
| S1 |
110-239 |
110-260 |
|