ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
113-055 |
114-210 |
1-155 |
1.3% |
111-210 |
| High |
114-235 |
115-190 |
0-275 |
0.7% |
114-235 |
| Low |
113-055 |
114-080 |
1-025 |
1.0% |
111-205 |
| Close |
114-205 |
114-180 |
-0-025 |
-0.1% |
114-205 |
| Range |
1-180 |
1-110 |
-0-070 |
-14.0% |
3-030 |
| ATR |
0-192 |
0-209 |
0-017 |
8.9% |
0-000 |
| Volume |
12,774 |
13,951 |
1,177 |
9.2% |
34,776 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-267 |
118-013 |
115-096 |
|
| R3 |
117-157 |
116-223 |
114-298 |
|
| R2 |
116-047 |
116-047 |
114-259 |
|
| R1 |
115-113 |
115-113 |
114-219 |
115-025 |
| PP |
114-257 |
114-257 |
114-257 |
114-212 |
| S1 |
114-003 |
114-003 |
114-141 |
113-235 |
| S2 |
113-147 |
113-147 |
114-101 |
|
| S3 |
112-037 |
112-213 |
114-062 |
|
| S4 |
110-247 |
111-103 |
113-264 |
|
|
| 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 |
115-190 |
111-225 |
3-285 |
3.4% |
0-311 |
0.8% |
73% |
True |
False |
8,832 |
| 10 |
115-190 |
111-010 |
4-180 |
4.0% |
0-220 |
0.6% |
77% |
True |
False |
5,445 |
| 20 |
115-190 |
110-195 |
4-315 |
4.4% |
0-178 |
0.5% |
79% |
True |
False |
3,117 |
| 40 |
115-190 |
109-150 |
6-040 |
5.3% |
0-174 |
0.5% |
83% |
True |
False |
1,633 |
| 60 |
115-190 |
108-160 |
7-030 |
6.2% |
0-143 |
0.4% |
85% |
True |
False |
1,090 |
| 80 |
115-190 |
108-000 |
7-190 |
6.6% |
0-117 |
0.3% |
86% |
True |
False |
818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-098 |
|
2.618 |
119-036 |
|
1.618 |
117-246 |
|
1.000 |
116-300 |
|
0.618 |
116-136 |
|
HIGH |
115-190 |
|
0.618 |
115-026 |
|
0.500 |
114-295 |
|
0.382 |
114-244 |
|
LOW |
114-080 |
|
0.618 |
113-134 |
|
1.000 |
112-290 |
|
1.618 |
112-024 |
|
2.618 |
110-234 |
|
4.250 |
108-172 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-295 |
114-128 |
| PP |
114-257 |
114-075 |
| S1 |
114-218 |
114-022 |
|