ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
110-300 |
110-240 |
-0-060 |
-0.2% |
111-000 |
| High |
111-010 |
111-000 |
-0-010 |
0.0% |
111-150 |
| Low |
110-185 |
110-230 |
0-045 |
0.1% |
110-245 |
| Close |
110-230 |
110-280 |
0-050 |
0.1% |
110-265 |
| Range |
0-145 |
0-090 |
-0-055 |
-37.9% |
0-225 |
| ATR |
0-172 |
0-166 |
-0-006 |
-3.4% |
0-000 |
| Volume |
1,409,017 |
1,402,604 |
-6,413 |
-0.5% |
9,325,272 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-227 |
111-183 |
111-010 |
|
| R3 |
111-137 |
111-093 |
110-305 |
|
| R2 |
111-047 |
111-047 |
110-296 |
|
| R1 |
111-003 |
111-003 |
110-288 |
111-025 |
| PP |
110-277 |
110-277 |
110-277 |
110-288 |
| S1 |
110-233 |
110-233 |
110-272 |
110-255 |
| S2 |
110-187 |
110-187 |
110-264 |
|
| S3 |
110-097 |
110-143 |
110-255 |
|
| S4 |
110-007 |
110-053 |
110-230 |
|
|
| 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% |
0-120 |
0.3% |
33% |
False |
False |
1,611,808 |
| 10 |
111-150 |
110-100 |
1-050 |
1.0% |
0-144 |
0.4% |
49% |
False |
False |
1,855,673 |
| 20 |
111-150 |
109-025 |
2-125 |
2.2% |
0-166 |
0.5% |
75% |
False |
False |
1,884,386 |
| 40 |
111-150 |
107-310 |
3-160 |
3.2% |
0-182 |
0.5% |
83% |
False |
False |
2,034,237 |
| 60 |
111-150 |
107-180 |
3-290 |
3.5% |
0-175 |
0.5% |
85% |
False |
False |
1,412,452 |
| 80 |
111-150 |
107-125 |
4-025 |
3.7% |
0-185 |
0.5% |
85% |
False |
False |
1,059,470 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-177 |
0.5% |
65% |
False |
False |
847,591 |
| 120 |
114-055 |
107-125 |
6-250 |
6.1% |
0-168 |
0.5% |
51% |
False |
False |
706,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-062 |
|
2.618 |
111-236 |
|
1.618 |
111-146 |
|
1.000 |
111-090 |
|
0.618 |
111-056 |
|
HIGH |
111-000 |
|
0.618 |
110-286 |
|
0.500 |
110-275 |
|
0.382 |
110-264 |
|
LOW |
110-230 |
|
0.618 |
110-174 |
|
1.000 |
110-140 |
|
1.618 |
110-084 |
|
2.618 |
109-314 |
|
4.250 |
109-168 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-278 |
110-290 |
| PP |
110-277 |
110-287 |
| S1 |
110-275 |
110-283 |
|