ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 112-300 113-095 0-115 0.3% 114-055
High 113-095 113-220 0-125 0.3% 115-035
Low 112-250 113-035 0-105 0.3% 112-165
Close 113-075 113-200 0-125 0.3% 112-305
Range 0-165 0-185 0-020 12.1% 2-190
ATR 0-220 0-218 -0-003 -1.1% 0-000
Volume 1,577,280 1,726,759 149,479 9.5% 13,233,673
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-067 114-318 113-302
R3 114-202 114-133 113-251
R2 114-017 114-017 113-234
R1 113-268 113-268 113-217 113-302
PP 113-152 113-152 113-152 113-169
S1 113-083 113-083 113-183 113-118
S2 112-287 112-287 113-166
S3 112-102 112-218 113-149
S4 111-237 112-033 113-098
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 121-098 119-232 114-122
R3 118-228 117-042 113-213
R2 116-038 116-038 113-137
R1 114-172 114-172 113-061 114-010
PP 113-168 113-168 113-168 113-088
S1 111-302 111-302 112-229 111-140
S2 110-298 110-298 112-153
S3 108-108 109-112 112-077
S4 105-238 106-242 111-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-220 112-165 1-055 1.0% 0-206 0.6% 95% True False 1,957,155
10 115-035 111-150 3-205 3.2% 0-277 0.8% 59% False False 2,753,622
20 115-035 110-185 4-170 4.0% 0-207 0.6% 67% False False 2,324,584
40 115-035 109-025 6-010 5.3% 0-192 0.5% 75% False False 2,095,627
60 115-035 107-310 7-045 6.3% 0-191 0.5% 79% False False 2,049,376
80 115-035 107-125 7-230 6.8% 0-187 0.5% 81% False False 1,539,824
100 115-035 107-125 7-230 6.8% 0-189 0.5% 81% False False 1,231,904
120 115-035 107-125 7-230 6.8% 0-182 0.5% 81% False False 1,026,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-053
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-046
2.618 115-064
1.618 114-199
1.000 114-085
0.618 114-014
HIGH 113-220
0.618 113-149
0.500 113-128
0.382 113-106
LOW 113-035
0.618 112-241
1.000 112-170
1.618 112-056
2.618 111-191
4.250 110-209
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 113-176 113-152
PP 113-152 113-105
S1 113-128 113-058

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

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