ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 16-Aug-2024
Day Change Summary
Previous Current
15-Aug-2024 16-Aug-2024 Change Change % Previous Week
Open 113-220 113-010 -0-210 -0.6% 112-300
High 113-230 113-120 -0-110 -0.3% 114-020
Low 112-255 112-285 0-030 0.1% 112-250
Close 112-305 113-035 0-050 0.1% 113-035
Range 0-295 0-155 -0-140 -47.5% 1-090
ATR 0-224 0-219 -0-005 -2.2% 0-000
Volume 2,308,793 1,717,942 -590,851 -25.6% 9,360,085
Daily Pivots for day following 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 114-185 114-105 113-120
R3 114-030 113-270 113-078
R2 113-195 113-195 113-063
R1 113-115 113-115 113-049 113-155
PP 113-040 113-040 113-040 113-060
S1 112-280 112-280 113-021 113-000
S2 112-205 112-205 113-007
S3 112-050 112-125 112-312
S4 111-215 111-290 112-270
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 117-052 116-133 113-260
R3 115-282 115-043 113-148
R2 114-192 114-192 113-110
R1 113-273 113-273 113-073 114-072
PP 113-102 113-102 113-102 113-161
S1 112-183 112-183 112-317 112-302
S2 112-012 112-012 112-280
S3 110-242 111-093 112-242
S4 109-152 110-003 112-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-020 112-250 1-090 1.1% 0-201 0.6% 26% False False 1,872,017
10 115-035 112-165 2-190 2.3% 0-240 0.7% 23% False False 2,259,375
20 115-035 110-185 4-170 4.0% 0-222 0.6% 56% False False 2,365,015
40 115-035 109-025 6-010 5.3% 0-194 0.5% 67% False False 2,120,131
60 115-035 107-310 7-045 6.3% 0-196 0.5% 72% False False 2,143,661
80 115-035 107-125 7-230 6.8% 0-188 0.5% 74% False False 1,615,486
100 115-035 107-125 7-230 6.8% 0-192 0.5% 74% False False 1,292,464
120 115-035 107-125 7-230 6.8% 0-184 0.5% 74% False False 1,077,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-139
2.618 114-206
1.618 114-051
1.000 113-275
0.618 113-216
HIGH 113-120
0.618 113-061
0.500 113-042
0.382 113-024
LOW 112-285
0.618 112-189
1.000 112-130
1.618 112-034
2.618 111-199
4.250 110-266
Fisher Pivots for day following 16-Aug-2024
Pivot 1 day 3 day
R1 113-042 113-138
PP 113-040 113-103
S1 113-038 113-069

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

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