ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 113-220 113-220 0-000 0.0% 114-055
High 114-020 113-230 -0-110 -0.3% 115-035
Low 113-135 112-255 -0-200 -0.6% 112-165
Close 113-245 112-305 -0-260 -0.7% 112-305
Range 0-205 0-295 0-090 43.9% 2-190
ATR 0-217 0-224 0-007 3.1% 0-000
Volume 2,029,311 2,308,793 279,482 13.8% 13,233,673
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-295 115-115 113-147
R3 115-000 114-140 113-066
R2 114-025 114-025 113-039
R1 113-165 113-165 113-012 113-108
PP 113-050 113-050 113-050 113-021
S1 112-190 112-190 112-278 112-132
S2 112-075 112-075 112-251
S3 111-100 111-215 112-224
S4 110-125 110-240 112-143
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
5 114-020 112-215 1-125 1.2% 0-201 0.6% 20% False False 1,815,042
10 115-035 112-165 2-190 2.3% 0-275 0.8% 17% False False 2,517,218
20 115-035 110-185 4-170 4.0% 0-221 0.6% 52% False False 2,357,811
40 115-035 109-025 6-010 5.3% 0-195 0.5% 64% False False 2,120,250
60 115-035 107-310 7-045 6.3% 0-196 0.5% 70% False False 2,119,747
80 115-035 107-125 7-230 6.8% 0-189 0.5% 72% False False 1,594,029
100 115-035 107-125 7-230 6.8% 0-192 0.5% 72% False False 1,275,285
120 115-035 107-125 7-230 6.8% 0-184 0.5% 72% False False 1,062,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-204
2.618 116-042
1.618 115-067
1.000 114-205
0.618 114-092
HIGH 113-230
0.618 113-117
0.500 113-082
0.382 113-048
LOW 112-255
0.618 112-073
1.000 111-280
1.618 111-098
2.618 110-123
4.250 108-281
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 113-082 113-138
PP 113-050 113-087
S1 113-018 113-036

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

View Archives - Comment on this page... - Back to Index of Symbols