ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 111-180 112-090 0-230 0.6% 110-300
High 112-105 112-260 0-155 0.4% 111-085
Low 111-150 112-015 0-185 0.5% 110-185
Close 111-260 112-235 0-295 0.8% 111-065
Range 0-275 0-245 -0-030 -10.9% 0-220
ATR 0-169 0-180 0-011 6.3% 0-000
Volume 3,268,894 3,433,253 164,359 5.0% 10,361,525
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 114-265 114-175 113-050
R3 114-020 113-250 112-302
R2 113-095 113-095 112-280
R1 113-005 113-005 112-257 113-050
PP 112-170 112-170 112-170 112-192
S1 112-080 112-080 112-213 112-125
S2 111-245 111-245 112-190
S3 111-000 111-155 112-168
S4 110-075 110-230 112-100
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
5 112-260 110-235 2-025 1.8% 0-184 0.5% 96% True False 2,381,057
10 112-260 110-185 2-075 2.0% 0-167 0.5% 97% True False 2,198,403
20 112-260 109-175 3-085 2.9% 0-164 0.5% 98% True False 2,052,011
40 112-260 109-005 3-255 3.4% 0-180 0.5% 98% True False 2,012,197
60 112-260 107-310 4-270 4.3% 0-174 0.5% 98% True False 1,704,764
80 112-260 107-125 5-135 4.8% 0-185 0.5% 99% True False 1,279,432
100 112-260 107-125 5-135 4.8% 0-177 0.5% 99% True False 1,023,569
120 112-260 107-125 5-135 4.8% 0-172 0.5% 99% True False 852,983
Crabel Price Patterns
NR True
NR4 False
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-021
2.618 114-261
1.618 114-016
1.000 113-185
0.618 113-091
HIGH 112-260
0.618 112-166
0.500 112-138
0.382 112-109
LOW 112-015
0.618 111-184
1.000 111-090
1.618 110-259
2.618 110-014
4.250 108-254
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 112-202 112-160
PP 112-170 112-085
S1 112-138 112-010

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

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