ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 113-035 113-070 0-035 0.1% 112-300
High 113-115 113-205 0-090 0.2% 114-020
Low 112-310 113-035 0-045 0.1% 112-250
Close 113-070 113-180 0-110 0.3% 113-035
Range 0-125 0-170 0-045 36.0% 1-090
ATR 0-212 0-209 -0-003 -1.4% 0-000
Volume 1,352,232 1,626,916 274,684 20.3% 9,360,085
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-010 114-265 113-274
R3 114-160 114-095 113-227
R2 113-310 113-310 113-211
R1 113-245 113-245 113-196 113-278
PP 113-140 113-140 113-140 113-156
S1 113-075 113-075 113-164 113-108
S2 112-290 112-290 113-149
S3 112-120 112-225 113-133
S4 111-270 112-055 113-086
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
5 114-020 112-255 1-085 1.1% 0-190 0.5% 60% False False 1,807,038
10 114-020 112-165 1-175 1.4% 0-198 0.5% 68% False False 1,882,096
20 115-035 110-195 4-160 4.0% 0-224 0.6% 66% False False 2,373,392
40 115-035 109-025 6-010 5.3% 0-195 0.5% 74% False False 2,128,889
60 115-035 107-310 7-045 6.3% 0-196 0.5% 78% False False 2,147,289
80 115-035 107-180 7-175 6.6% 0-187 0.5% 80% False False 1,652,687
100 115-035 107-125 7-230 6.8% 0-193 0.5% 80% False False 1,322,254
120 115-035 107-125 7-230 6.8% 0-185 0.5% 80% False False 1,101,891
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 0-046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-288
2.618 115-010
1.618 114-160
1.000 114-055
0.618 113-310
HIGH 113-205
0.618 113-140
0.500 113-120
0.382 113-100
LOW 113-035
0.618 112-250
1.000 112-185
1.618 112-080
2.618 111-230
4.250 110-272
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 113-160 113-148
PP 113-140 113-117
S1 113-120 113-085

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

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