ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 113-070 113-205 0-135 0.4% 112-300
High 113-205 114-010 0-125 0.3% 114-020
Low 113-035 113-145 0-110 0.3% 112-250
Close 113-180 113-285 0-105 0.3% 113-035
Range 0-170 0-185 0-015 8.8% 1-090
ATR 0-209 0-207 -0-002 -0.8% 0-000
Volume 1,626,916 2,634,704 1,007,788 61.9% 9,360,085
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-168 115-092 114-067
R3 114-303 114-227 114-016
R2 114-118 114-118 113-319
R1 114-042 114-042 113-302 114-080
PP 113-253 113-253 113-253 113-272
S1 113-177 113-177 113-268 113-215
S2 113-068 113-068 113-251
S3 112-203 112-312 113-234
S4 112-018 112-127 113-183
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
5 114-010 112-255 1-075 1.1% 0-186 0.5% 89% True False 1,928,117
10 114-020 112-165 1-175 1.4% 0-194 0.5% 89% False False 1,884,067
20 115-035 110-205 4-150 3.9% 0-225 0.6% 73% False False 2,373,248
40 115-035 109-025 6-010 5.3% 0-197 0.5% 80% False False 2,155,406
60 115-035 107-310 7-045 6.3% 0-198 0.5% 83% False False 2,151,287
80 115-035 107-205 7-150 6.6% 0-188 0.5% 84% False False 1,685,602
100 115-035 107-125 7-230 6.8% 0-194 0.5% 84% False False 1,348,600
120 115-035 107-125 7-230 6.8% 0-185 0.5% 84% False False 1,123,847
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 0-052
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-156
2.618 115-174
1.618 114-309
1.000 114-195
0.618 114-124
HIGH 114-010
0.618 113-259
0.500 113-238
0.382 113-216
LOW 113-145
0.618 113-031
1.000 112-280
1.618 112-166
2.618 111-301
4.250 110-319
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 113-269 113-243
PP 113-253 113-202
S1 113-238 113-160

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

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