ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 14-Aug-2024
Day Change Summary
Previous Current
13-Aug-2024 14-Aug-2024 Change Change % Previous Week
Open 113-095 113-220 0-125 0.3% 114-055
High 113-220 114-020 0-120 0.3% 115-035
Low 113-035 113-135 0-100 0.3% 112-165
Close 113-200 113-245 0-045 0.1% 112-305
Range 0-185 0-205 0-020 10.8% 2-190
ATR 0-218 0-217 -0-001 -0.4% 0-000
Volume 1,726,759 2,029,311 302,552 17.5% 13,233,673
Daily Pivots for day following 14-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-215 115-115 114-038
R3 115-010 114-230 113-301
R2 114-125 114-125 113-283
R1 114-025 114-025 113-264 114-075
PP 113-240 113-240 113-240 113-265
S1 113-140 113-140 113-226 113-190
S2 113-035 113-035 113-207
S3 112-150 112-255 113-189
S4 111-265 112-050 113-132
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
5 114-020 112-165 1-175 1.4% 0-201 0.6% 81% True False 1,840,017
10 115-035 112-015 3-020 2.7% 0-270 0.7% 56% False False 2,629,664
20 115-035 110-185 4-170 4.0% 0-212 0.6% 70% False False 2,335,483
40 115-035 109-025 6-010 5.3% 0-193 0.5% 78% False False 2,108,013
60 115-035 107-310 7-045 6.3% 0-192 0.5% 81% False False 2,082,748
80 115-035 107-125 7-230 6.8% 0-186 0.5% 83% False False 1,565,171
100 115-035 107-125 7-230 6.8% 0-189 0.5% 83% False False 1,252,197
120 115-035 107-125 7-230 6.8% 0-184 0.5% 83% False False 1,043,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-058
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-251
2.618 115-237
1.618 115-032
1.000 114-225
0.618 114-147
HIGH 114-020
0.618 113-262
0.500 113-238
0.382 113-213
LOW 113-135
0.618 113-008
1.000 112-250
1.618 112-123
2.618 111-238
4.250 110-224
Fisher Pivots for day following 14-Aug-2024
Pivot 1 day 3 day
R1 113-242 113-208
PP 113-240 113-172
S1 113-238 113-135

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

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