ECBOT 10 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 111-300 112-205 0-225 0.6% 111-090
High 112-255 113-090 0-155 0.4% 111-215
Low 111-300 112-175 0-195 0.5% 111-000
Close 112-085 113-070 0-305 0.8% 111-195
Range 0-275 0-235 -0-040 -14.5% 0-215
ATR 0-156 0-168 0-012 7.7% 0-000
Volume 7,940 6,850 -1,090 -13.7% 6,297
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-070 114-305 113-199
R3 114-155 114-070 113-135
R2 113-240 113-240 113-113
R1 113-155 113-155 113-092 113-198
PP 113-005 113-005 113-005 113-026
S1 112-240 112-240 113-048 112-282
S2 112-090 112-090 113-027
S3 111-175 112-005 113-005
S4 110-260 111-090 112-261
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 113-142 113-063 111-313
R3 112-247 112-168 111-254
R2 112-032 112-032 111-234
R1 111-273 111-273 111-215 111-312
PP 111-137 111-137 111-137 111-156
S1 111-058 111-058 111-175 111-098
S2 110-242 110-242 111-156
S3 110-027 110-163 111-136
S4 109-132 109-268 111-077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-090 111-060 2-030 1.8% 0-172 0.5% 97% True False 4,464
10 113-090 111-000 2-090 2.0% 0-153 0.4% 97% True False 2,845
20 113-090 110-000 3-090 2.9% 0-152 0.4% 98% True False 1,823
40 113-090 109-150 3-260 3.4% 0-158 0.4% 98% True False 966
60 113-090 108-160 4-250 4.2% 0-131 0.4% 99% True False 645
80 113-090 108-000 5-090 4.7% 0-105 0.3% 99% True False 484
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-129
2.618 115-065
1.618 114-150
1.000 114-005
0.618 113-235
HIGH 113-090
0.618 113-000
0.500 112-292
0.382 112-265
LOW 112-175
0.618 112-030
1.000 111-260
1.618 111-115
2.618 110-200
4.250 109-136
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 113-038 112-312
PP 113-005 112-235
S1 112-292 112-158

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

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