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 |
|
|
|
| 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 |
|