ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
112-205 |
113-055 |
0-170 |
0.5% |
111-210 |
| High |
113-090 |
114-235 |
1-145 |
1.3% |
114-235 |
| Low |
112-175 |
113-055 |
0-200 |
0.6% |
111-205 |
| Close |
113-070 |
114-205 |
1-135 |
1.3% |
114-205 |
| Range |
0-235 |
1-180 |
0-265 |
112.8% |
3-030 |
| ATR |
0-168 |
0-192 |
0-024 |
14.1% |
0-000 |
| Volume |
6,850 |
12,774 |
5,924 |
86.5% |
34,776 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-278 |
118-102 |
115-160 |
|
| R3 |
117-098 |
116-242 |
115-022 |
|
| R2 |
115-238 |
115-238 |
114-297 |
|
| R1 |
115-062 |
115-062 |
114-251 |
115-150 |
| PP |
114-058 |
114-058 |
114-058 |
114-102 |
| S1 |
113-202 |
113-202 |
114-159 |
113-290 |
| S2 |
112-198 |
112-198 |
114-113 |
|
| S3 |
111-018 |
112-022 |
114-068 |
|
| S4 |
109-158 |
110-162 |
113-250 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-305 |
121-285 |
116-110 |
|
| R3 |
119-275 |
118-255 |
115-157 |
|
| R2 |
116-245 |
116-245 |
115-066 |
|
| R1 |
115-225 |
115-225 |
114-296 |
116-075 |
| PP |
113-215 |
113-215 |
113-215 |
113-300 |
| S1 |
112-195 |
112-195 |
114-114 |
113-045 |
| S2 |
110-185 |
110-185 |
114-024 |
|
| S3 |
107-155 |
109-165 |
113-253 |
|
| S4 |
104-125 |
106-135 |
112-300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-235 |
111-205 |
3-030 |
2.7% |
0-242 |
0.7% |
97% |
True |
False |
6,955 |
| 10 |
114-235 |
111-000 |
3-235 |
3.3% |
0-189 |
0.5% |
97% |
True |
False |
4,107 |
| 20 |
114-235 |
110-195 |
4-040 |
3.6% |
0-162 |
0.4% |
98% |
True |
False |
2,428 |
| 40 |
114-235 |
109-150 |
5-085 |
4.6% |
0-166 |
0.5% |
98% |
True |
False |
1,285 |
| 60 |
114-235 |
108-160 |
6-075 |
5.4% |
0-136 |
0.4% |
98% |
True |
False |
858 |
| 80 |
114-235 |
108-000 |
6-235 |
5.9% |
0-111 |
0.3% |
99% |
True |
False |
644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-120 |
|
2.618 |
118-264 |
|
1.618 |
117-084 |
|
1.000 |
116-095 |
|
0.618 |
115-224 |
|
HIGH |
114-235 |
|
0.618 |
114-044 |
|
0.500 |
113-305 |
|
0.382 |
113-246 |
|
LOW |
113-055 |
|
0.618 |
112-066 |
|
1.000 |
111-195 |
|
1.618 |
110-206 |
|
2.618 |
109-026 |
|
4.250 |
106-170 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-132 |
114-066 |
| PP |
114-058 |
113-247 |
| S1 |
113-305 |
113-108 |
|