ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 06-Aug-2024
Day Change Summary
Previous Current
05-Aug-2024 06-Aug-2024 Change Change % Previous Week
Open 114-055 114-005 -0-050 -0.1% 111-075
High 115-035 114-030 -1-005 -0.9% 114-080
Low 113-245 113-070 -0-175 -0.5% 111-065
Close 114-025 113-125 -0-220 -0.6% 114-045
Range 1-110 0-280 -0-150 -34.9% 3-015
ATR 0-220 0-224 0-004 2.0% 0-000
Volume 3,977,072 2,774,865 -1,202,207 -30.2% 14,345,032
Daily Pivots for day following 06-Aug-2024
Classic Woodie Camarilla DeMark
R4 116-062 115-213 113-279
R3 115-102 114-253 113-202
R2 114-142 114-142 113-176
R1 113-293 113-293 113-151 113-238
PP 113-182 113-182 113-182 113-154
S1 113-013 113-013 113-099 112-278
S2 112-222 112-222 113-074
S3 111-262 112-053 113-048
S4 110-302 111-093 112-291
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
5 115-035 111-150 3-205 3.2% 1-028 1.0% 53% False False 3,550,090
10 115-035 110-195 4-160 4.0% 0-251 0.7% 62% False False 2,864,687
20 115-035 110-100 4-255 4.2% 0-198 0.5% 64% False False 2,360,180
40 115-035 109-005 6-030 5.4% 0-192 0.5% 72% False False 2,118,225
60 115-035 107-310 7-045 6.3% 0-188 0.5% 76% False False 1,888,374
80 115-035 107-125 7-230 6.8% 0-190 0.5% 78% False False 1,417,521
100 115-035 107-125 7-230 6.8% 0-185 0.5% 78% False False 1,134,051
120 115-035 107-125 7-230 6.8% 0-179 0.5% 78% False False 945,052
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 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-260
2.618 116-123
1.618 115-163
1.000 114-310
0.618 114-203
HIGH 114-030
0.618 113-243
0.500 113-210
0.382 113-177
LOW 113-070
0.618 112-217
1.000 112-110
1.618 111-257
2.618 110-297
4.250 109-160
Fisher Pivots for day following 06-Aug-2024
Pivot 1 day 3 day
R1 113-210 113-282
PP 113-182 113-230
S1 113-153 113-178

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

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