ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 112-090 112-240 0-150 0.4% 111-075
High 112-260 114-080 1-140 1.3% 114-080
Low 112-015 112-210 0-195 0.5% 111-065
Close 112-235 114-045 1-130 1.2% 114-045
Range 0-245 1-190 0-265 108.2% 3-015
ATR 0-180 0-204 0-024 13.1% 0-000
Volume 3,433,253 4,296,366 863,113 25.1% 14,345,032
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 118-148 117-287 115-006
R3 116-278 116-097 114-185
R2 115-088 115-088 114-138
R1 114-227 114-227 114-092 114-318
PP 113-218 113-218 113-218 113-264
S1 113-037 113-037 113-318 113-128
S2 112-028 112-028 113-272
S3 110-158 111-167 113-225
S4 108-288 109-297 113-084
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 122-108 121-092 115-261
R3 119-093 118-077 114-313
R2 116-078 116-078 114-224
R1 115-062 115-062 114-134 115-230
PP 113-063 113-063 113-063 113-148
S1 112-047 112-047 113-276 112-215
S2 110-048 110-048 113-186
S3 107-033 109-032 113-097
S4 104-018 106-017 112-149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-080 111-065 3-015 2.7% 0-252 0.7% 96% True False 2,869,006
10 114-080 110-185 3-215 3.2% 0-204 0.6% 97% True False 2,470,655
20 114-080 110-070 4-010 3.5% 0-173 0.5% 97% True False 2,167,843
40 114-080 109-005 5-075 4.6% 0-188 0.5% 98% True False 2,055,423
60 114-080 107-310 6-090 5.5% 0-181 0.5% 98% True False 1,776,092
80 114-080 107-125 6-275 6.0% 0-189 0.5% 98% True False 1,333,134
100 114-080 107-125 6-275 6.0% 0-181 0.5% 98% True False 1,066,532
120 114-080 107-125 6-275 6.0% 0-175 0.5% 98% True False 888,786
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 0-030
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 121-008
2.618 118-135
1.618 116-265
1.000 115-270
0.618 115-075
HIGH 114-080
0.618 113-205
0.500 113-145
0.382 113-085
LOW 112-210
0.618 111-215
1.000 111-020
1.618 110-025
2.618 108-155
4.250 105-282
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 113-292 113-228
PP 113-218 113-092
S1 113-145 112-275

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

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