ECBOT 10 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 29-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
110-285 |
111-075 |
0-110 |
0.3% |
110-300 |
High |
111-085 |
111-165 |
0-080 |
0.2% |
111-085 |
Low |
110-235 |
111-065 |
0-150 |
0.4% |
110-185 |
Close |
111-065 |
111-110 |
0-045 |
0.1% |
111-065 |
Range |
0-170 |
0-100 |
-0-070 |
-41.2% |
0-220 |
ATR |
0-169 |
0-164 |
-0-005 |
-2.9% |
0-000 |
Volume |
1,856,623 |
1,565,130 |
-291,493 |
-15.7% |
10,361,525 |
|
Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-093 |
112-042 |
111-165 |
|
R3 |
111-313 |
111-262 |
111-138 |
|
R2 |
111-213 |
111-213 |
111-128 |
|
R1 |
111-162 |
111-162 |
111-119 |
111-188 |
PP |
111-113 |
111-113 |
111-113 |
111-126 |
S1 |
111-062 |
111-062 |
111-101 |
111-088 |
S2 |
111-013 |
111-013 |
111-092 |
|
S3 |
110-233 |
110-282 |
111-082 |
|
S4 |
110-133 |
110-182 |
111-055 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-025 |
112-265 |
111-186 |
|
R3 |
112-125 |
112-045 |
111-126 |
|
R2 |
111-225 |
111-225 |
111-105 |
|
R1 |
111-145 |
111-145 |
111-085 |
111-185 |
PP |
111-005 |
111-005 |
111-005 |
111-025 |
S1 |
110-245 |
110-245 |
111-045 |
110-285 |
S2 |
110-105 |
110-105 |
111-025 |
|
S3 |
109-205 |
110-025 |
111-004 |
|
S4 |
108-305 |
109-125 |
110-264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-165 |
110-195 |
0-290 |
0.8% |
0-146 |
0.4% |
81% |
True |
False |
2,103,527 |
10 |
111-165 |
110-185 |
0-300 |
0.8% |
0-140 |
0.4% |
82% |
True |
False |
1,937,266 |
20 |
111-165 |
109-025 |
2-140 |
2.2% |
0-161 |
0.5% |
93% |
True |
False |
1,913,179 |
40 |
111-165 |
108-120 |
3-045 |
2.8% |
0-180 |
0.5% |
95% |
True |
False |
1,976,853 |
60 |
111-165 |
107-310 |
3-175 |
3.2% |
0-174 |
0.5% |
95% |
True |
False |
1,563,787 |
80 |
111-165 |
107-125 |
4-040 |
3.7% |
0-183 |
0.5% |
96% |
True |
False |
1,173,403 |
100 |
112-250 |
107-125 |
5-125 |
4.8% |
0-176 |
0.5% |
73% |
False |
False |
938,738 |
120 |
112-250 |
107-125 |
5-125 |
4.8% |
0-168 |
0.5% |
73% |
False |
False |
782,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-270 |
2.618 |
112-107 |
1.618 |
112-007 |
1.000 |
111-265 |
0.618 |
111-227 |
HIGH |
111-165 |
0.618 |
111-127 |
0.500 |
111-115 |
0.382 |
111-103 |
LOW |
111-065 |
0.618 |
111-003 |
1.000 |
110-285 |
1.618 |
110-223 |
2.618 |
110-123 |
4.250 |
109-280 |
|
|
Fisher Pivots for day following 29-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
111-115 |
111-082 |
PP |
111-113 |
111-053 |
S1 |
111-112 |
111-025 |
|