ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
110-240 |
110-205 |
-0-035 |
-0.1% |
111-000 |
| High |
111-045 |
111-085 |
0-040 |
0.1% |
111-150 |
| Low |
110-195 |
110-205 |
0-010 |
0.0% |
110-245 |
| Close |
110-215 |
110-255 |
0-040 |
0.1% |
110-265 |
| Range |
0-170 |
0-200 |
0-030 |
17.6% |
0-225 |
| ATR |
0-166 |
0-169 |
0-002 |
1.5% |
0-000 |
| Volume |
2,637,572 |
3,055,709 |
418,137 |
15.9% |
9,325,272 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-248 |
112-132 |
111-045 |
|
| R3 |
112-048 |
111-252 |
110-310 |
|
| R2 |
111-168 |
111-168 |
110-292 |
|
| R1 |
111-052 |
111-052 |
110-273 |
111-110 |
| PP |
110-288 |
110-288 |
110-288 |
110-318 |
| S1 |
110-172 |
110-172 |
110-237 |
110-230 |
| S2 |
110-088 |
110-088 |
110-218 |
|
| S3 |
109-208 |
109-292 |
110-200 |
|
| S4 |
109-008 |
109-092 |
110-145 |
|
|
| 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 |
111-085 |
110-185 |
0-220 |
0.6% |
0-150 |
0.4% |
32% |
True |
False |
2,015,749 |
| 10 |
111-150 |
110-185 |
0-285 |
0.8% |
0-142 |
0.4% |
25% |
False |
False |
1,982,415 |
| 20 |
111-150 |
109-025 |
2-125 |
2.2% |
0-170 |
0.5% |
72% |
False |
False |
1,996,854 |
| 40 |
111-150 |
107-310 |
3-160 |
3.2% |
0-183 |
0.5% |
81% |
False |
False |
2,012,937 |
| 60 |
111-150 |
107-205 |
3-265 |
3.5% |
0-177 |
0.5% |
82% |
False |
False |
1,507,301 |
| 80 |
111-150 |
107-125 |
4-025 |
3.7% |
0-184 |
0.5% |
84% |
False |
False |
1,130,634 |
| 100 |
112-250 |
107-125 |
5-125 |
4.9% |
0-176 |
0.5% |
63% |
False |
False |
904,523 |
| 120 |
113-155 |
107-125 |
6-030 |
5.5% |
0-170 |
0.5% |
56% |
False |
False |
753,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-295 |
|
2.618 |
112-289 |
|
1.618 |
112-089 |
|
1.000 |
111-285 |
|
0.618 |
111-209 |
|
HIGH |
111-085 |
|
0.618 |
111-009 |
|
0.500 |
110-305 |
|
0.382 |
110-281 |
|
LOW |
110-205 |
|
0.618 |
110-081 |
|
1.000 |
110-005 |
|
1.618 |
109-201 |
|
2.618 |
109-001 |
|
4.250 |
107-315 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-305 |
110-300 |
| PP |
110-288 |
110-285 |
| S1 |
110-272 |
110-270 |
|