ECBOT 10 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 30-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
111-075 |
111-105 |
0-030 |
0.1% |
110-300 |
High |
111-165 |
111-210 |
0-045 |
0.1% |
111-085 |
Low |
111-065 |
111-080 |
0-015 |
0.0% |
110-185 |
Close |
111-110 |
111-180 |
0-070 |
0.2% |
111-065 |
Range |
0-100 |
0-130 |
0-030 |
30.0% |
0-220 |
ATR |
0-164 |
0-161 |
-0-002 |
-1.5% |
0-000 |
Volume |
1,565,130 |
1,781,389 |
216,259 |
13.8% |
10,361,525 |
|
Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-227 |
112-173 |
111-252 |
|
R3 |
112-097 |
112-043 |
111-216 |
|
R2 |
111-287 |
111-287 |
111-204 |
|
R1 |
111-233 |
111-233 |
111-192 |
111-260 |
PP |
111-157 |
111-157 |
111-157 |
111-170 |
S1 |
111-103 |
111-103 |
111-168 |
111-130 |
S2 |
111-027 |
111-027 |
111-156 |
|
S3 |
110-217 |
110-293 |
111-144 |
|
S4 |
110-087 |
110-163 |
111-108 |
|
|
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 |
111-210 |
110-195 |
1-015 |
0.9% |
0-154 |
0.4% |
91% |
True |
False |
2,179,284 |
10 |
111-210 |
110-185 |
1-025 |
1.0% |
0-137 |
0.4% |
91% |
True |
False |
1,895,546 |
20 |
111-210 |
109-070 |
2-140 |
2.2% |
0-157 |
0.4% |
96% |
True |
False |
1,891,160 |
40 |
111-210 |
108-275 |
2-255 |
2.5% |
0-178 |
0.5% |
97% |
True |
False |
1,950,730 |
60 |
111-210 |
107-310 |
3-220 |
3.3% |
0-173 |
0.5% |
97% |
True |
False |
1,593,319 |
80 |
111-210 |
107-125 |
4-085 |
3.8% |
0-183 |
0.5% |
98% |
True |
False |
1,195,670 |
100 |
112-250 |
107-125 |
5-125 |
4.8% |
0-176 |
0.5% |
77% |
False |
False |
956,551 |
120 |
112-250 |
107-125 |
5-125 |
4.8% |
0-169 |
0.5% |
77% |
False |
False |
797,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-122 |
2.618 |
112-230 |
1.618 |
112-100 |
1.000 |
112-020 |
0.618 |
111-290 |
HIGH |
111-210 |
0.618 |
111-160 |
0.500 |
111-145 |
0.382 |
111-130 |
LOW |
111-080 |
0.618 |
111-000 |
1.000 |
110-270 |
1.618 |
110-190 |
2.618 |
110-060 |
4.250 |
109-168 |
|
|
Fisher Pivots for day following 30-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
111-168 |
111-141 |
PP |
111-157 |
111-102 |
S1 |
111-145 |
111-062 |
|