ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 112-240 114-055 1-135 1.3% 111-075
High 114-080 115-035 0-275 0.8% 114-080
Low 112-210 113-245 1-035 1.0% 111-065
Close 114-045 114-025 -0-020 -0.1% 114-045
Range 1-190 1-110 -0-080 -15.7% 3-015
ATR 0-204 0-220 0-016 7.9% 0-000
Volume 4,296,366 3,977,072 -319,294 -7.4% 14,345,032
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 118-112 117-178 114-262
R3 117-002 116-068 114-143
R2 115-212 115-212 114-104
R1 114-278 114-278 114-064 114-190
PP 114-102 114-102 114-102 114-058
S1 113-168 113-168 113-306 113-080
S2 112-312 112-312 113-266
S3 111-202 112-058 113-227
S4 110-092 110-268 113-108
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
5 115-035 111-080 3-275 3.4% 0-318 0.9% 73% True False 3,351,394
10 115-035 110-195 4-160 3.9% 0-232 0.6% 77% True False 2,727,461
20 115-035 110-070 4-285 4.3% 0-189 0.5% 79% True False 2,302,571
40 115-035 109-005 6-030 5.3% 0-196 0.5% 83% True False 2,108,777
60 115-035 107-310 7-045 6.3% 0-186 0.5% 86% True False 1,842,284
80 115-035 107-125 7-230 6.8% 0-188 0.5% 87% True False 1,382,836
100 115-035 107-125 7-230 6.8% 0-184 0.5% 87% True False 1,106,303
120 115-035 107-125 7-230 6.8% 0-179 0.5% 87% True False 921,928
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-262
2.618 118-201
1.618 117-091
1.000 116-145
0.618 115-301
HIGH 115-035
0.618 114-191
0.500 114-140
0.382 114-089
LOW 113-245
0.618 112-299
1.000 112-135
1.618 111-189
2.618 110-079
4.250 108-018
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 114-140 113-292
PP 114-102 113-238
S1 114-063 113-185

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

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