ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
114-155 |
113-290 |
-0-185 |
-0.5% |
111-210 |
| High |
114-155 |
113-315 |
-0-160 |
-0.4% |
114-235 |
| Low |
113-225 |
113-100 |
-0-125 |
-0.3% |
111-205 |
| Close |
113-280 |
113-120 |
-0-160 |
-0.4% |
114-205 |
| Range |
0-250 |
0-215 |
-0-035 |
-14.0% |
3-030 |
| ATR |
0-213 |
0-214 |
0-000 |
0.1% |
0-000 |
| Volume |
12,952 |
22,336 |
9,384 |
72.5% |
34,776 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-183 |
115-047 |
113-238 |
|
| R3 |
114-288 |
114-152 |
113-179 |
|
| R2 |
114-073 |
114-073 |
113-159 |
|
| R1 |
113-257 |
113-257 |
113-140 |
113-218 |
| PP |
113-178 |
113-178 |
113-178 |
113-159 |
| S1 |
113-042 |
113-042 |
113-100 |
113-002 |
| S2 |
112-283 |
112-283 |
113-081 |
|
| S3 |
112-068 |
112-147 |
113-061 |
|
| S4 |
111-173 |
111-252 |
113-002 |
|
|
| 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 |
112-175 |
3-015 |
2.7% |
1-006 |
0.9% |
27% |
False |
False |
13,772 |
| 10 |
115-190 |
111-015 |
4-175 |
4.0% |
0-246 |
0.7% |
51% |
False |
False |
8,551 |
| 20 |
115-190 |
110-255 |
4-255 |
4.2% |
0-192 |
0.5% |
54% |
False |
False |
4,788 |
| 40 |
115-190 |
109-150 |
6-040 |
5.4% |
0-176 |
0.5% |
64% |
False |
False |
2,511 |
| 60 |
115-190 |
108-160 |
7-030 |
6.3% |
0-151 |
0.4% |
69% |
False |
False |
1,679 |
| 80 |
115-190 |
108-000 |
7-190 |
6.7% |
0-123 |
0.3% |
71% |
False |
False |
1,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-269 |
|
2.618 |
115-238 |
|
1.618 |
115-023 |
|
1.000 |
114-210 |
|
0.618 |
114-128 |
|
HIGH |
113-315 |
|
0.618 |
113-233 |
|
0.500 |
113-208 |
|
0.382 |
113-182 |
|
LOW |
113-100 |
|
0.618 |
112-287 |
|
1.000 |
112-205 |
|
1.618 |
112-072 |
|
2.618 |
111-177 |
|
4.250 |
110-146 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-208 |
114-145 |
| PP |
113-178 |
114-030 |
| S1 |
113-149 |
113-235 |
|