ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 31-Jul-2024
Day Change Summary
Previous Current
30-Jul-2024 31-Jul-2024 Change Change % Previous Week
Open 111-105 111-180 0-075 0.2% 110-300
High 111-210 112-105 0-215 0.6% 111-085
Low 111-080 111-150 0-070 0.2% 110-185
Close 111-180 111-260 0-080 0.2% 111-065
Range 0-130 0-275 0-145 111.5% 0-220
ATR 0-161 0-169 0-008 5.0% 0-000
Volume 1,781,389 3,268,894 1,487,505 83.5% 10,361,525
Daily Pivots for day following 31-Jul-2024
Classic Woodie Camarilla DeMark
R4 114-143 113-317 112-091
R3 113-188 113-042 112-016
R2 112-233 112-233 111-310
R1 112-087 112-087 111-285 112-160
PP 111-278 111-278 111-278 111-315
S1 111-132 111-132 111-235 111-205
S2 111-003 111-003 111-210
S3 110-048 110-177 111-184
S4 109-093 109-222 111-109
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
5 112-105 110-205 1-220 1.5% 0-175 0.5% 69% True False 2,305,549
10 112-105 110-185 1-240 1.6% 0-153 0.4% 71% True False 2,041,302
20 112-105 109-120 2-305 2.6% 0-164 0.5% 83% True False 1,968,651
40 112-105 109-005 3-100 3.0% 0-179 0.5% 84% True False 1,985,451
60 112-105 107-310 4-115 3.9% 0-172 0.5% 88% True False 1,647,634
80 112-105 107-125 4-300 4.4% 0-183 0.5% 90% True False 1,236,530
100 112-250 107-125 5-125 4.8% 0-177 0.5% 82% False False 989,240
120 112-250 107-125 5-125 4.8% 0-171 0.5% 82% False False 824,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 115-314
2.618 114-185
1.618 113-230
1.000 113-060
0.618 112-275
HIGH 112-105
0.618 112-000
0.500 111-288
0.382 111-255
LOW 111-150
0.618 110-300
1.000 110-195
1.618 110-025
2.618 109-070
4.250 107-261
Fisher Pivots for day following 31-Jul-2024
Pivot 1 day 3 day
R1 111-288 111-255
PP 111-278 111-250
S1 111-269 111-245

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

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