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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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