ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 07-Aug-2024
Day Change Summary
Previous Current
06-Aug-2024 07-Aug-2024 Change Change % Previous Week
Open 114-005 113-165 -0-160 -0.4% 111-075
High 114-030 113-170 -0-180 -0.5% 114-080
Low 113-070 112-260 -0-130 -0.4% 111-065
Close 113-125 112-285 -0-160 -0.4% 114-045
Range 0-280 0-230 -0-050 -17.9% 3-015
ATR 0-224 0-225 0-000 0.2% 0-000
Volume 2,774,865 2,615,001 -159,864 -5.8% 14,345,032
Daily Pivots for day following 07-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-075 114-250 113-092
R3 114-165 114-020 113-028
R2 113-255 113-255 113-007
R1 113-110 113-110 112-306 113-068
PP 113-025 113-025 113-025 113-004
S1 112-200 112-200 112-264 112-158
S2 112-115 112-115 112-243
S3 111-205 111-290 112-222
S4 110-295 111-060 112-158
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
5 115-035 112-015 3-020 2.7% 1-019 0.9% 28% False False 3,419,311
10 115-035 110-205 4-150 4.0% 0-257 0.7% 50% False False 2,862,430
20 115-035 110-130 4-225 4.2% 0-204 0.6% 53% False False 2,407,369
40 115-035 109-025 6-010 5.3% 0-196 0.5% 63% False False 2,150,051
60 115-035 107-310 7-045 6.3% 0-190 0.5% 69% False False 1,931,726
80 115-035 107-125 7-230 6.8% 0-190 0.5% 71% False False 1,450,206
100 115-035 107-125 7-230 6.8% 0-185 0.5% 71% False False 1,160,198
120 115-035 107-125 7-230 6.8% 0-181 0.5% 71% False False 966,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116-188
2.618 115-132
1.618 114-222
1.000 114-080
0.618 113-312
HIGH 113-170
0.618 113-082
0.500 113-055
0.382 113-028
LOW 112-260
0.618 112-118
1.000 112-030
1.618 111-208
2.618 110-298
4.250 109-242
Fisher Pivots for day following 07-Aug-2024
Pivot 1 day 3 day
R1 113-055 113-308
PP 113-025 113-193
S1 112-315 113-079

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

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