ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
113-120 |
113-000 |
-0-120 |
-0.3% |
113-240 |
| High |
113-130 |
113-205 |
0-075 |
0.2% |
113-300 |
| Low |
112-300 |
112-285 |
-0-015 |
0.0% |
112-300 |
| Close |
113-015 |
113-155 |
0-140 |
0.4% |
113-015 |
| Range |
0-150 |
0-240 |
0-090 |
60.0% |
1-000 |
| ATR |
0-181 |
0-186 |
0-004 |
2.3% |
0-000 |
| Volume |
33,598 |
17,198 |
-16,400 |
-48.8% |
12,555,515 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-188 |
115-092 |
113-287 |
|
| R3 |
114-268 |
114-172 |
113-221 |
|
| R2 |
114-028 |
114-028 |
113-199 |
|
| R1 |
113-252 |
113-252 |
113-177 |
113-300 |
| PP |
113-108 |
113-108 |
113-108 |
113-132 |
| S1 |
113-012 |
113-012 |
113-133 |
113-060 |
| S2 |
112-188 |
112-188 |
113-111 |
|
| S3 |
111-268 |
112-092 |
113-089 |
|
| S4 |
111-028 |
111-172 |
113-023 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-098 |
115-217 |
113-191 |
|
| R3 |
115-098 |
114-217 |
113-103 |
|
| R2 |
114-098 |
114-098 |
113-074 |
|
| R1 |
113-217 |
113-217 |
113-044 |
113-158 |
| PP |
113-098 |
113-098 |
113-098 |
113-069 |
| S1 |
112-217 |
112-217 |
112-306 |
112-158 |
| S2 |
112-098 |
112-098 |
112-276 |
|
| S3 |
111-098 |
111-217 |
112-247 |
|
| S4 |
110-098 |
110-217 |
112-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-230 |
112-285 |
0-265 |
0.7% |
0-148 |
0.4% |
72% |
False |
True |
1,705,603 |
| 10 |
114-010 |
112-285 |
1-045 |
1.0% |
0-160 |
0.4% |
52% |
False |
True |
2,347,996 |
| 20 |
114-030 |
112-165 |
1-185 |
1.4% |
0-185 |
0.5% |
61% |
False |
False |
2,172,443 |
| 40 |
115-035 |
110-070 |
4-285 |
4.3% |
0-187 |
0.5% |
67% |
False |
False |
2,237,507 |
| 60 |
115-035 |
109-005 |
6-030 |
5.4% |
0-192 |
0.5% |
73% |
False |
False |
2,129,999 |
| 80 |
115-035 |
107-310 |
7-045 |
6.3% |
0-186 |
0.5% |
77% |
False |
False |
1,924,824 |
| 100 |
115-035 |
107-125 |
7-230 |
6.8% |
0-188 |
0.5% |
79% |
False |
False |
1,540,757 |
| 120 |
115-035 |
107-125 |
7-230 |
6.8% |
0-184 |
0.5% |
79% |
False |
False |
1,283,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-265 |
|
2.618 |
115-193 |
|
1.618 |
114-273 |
|
1.000 |
114-125 |
|
0.618 |
114-033 |
|
HIGH |
113-205 |
|
0.618 |
113-113 |
|
0.500 |
113-085 |
|
0.382 |
113-057 |
|
LOW |
112-285 |
|
0.618 |
112-137 |
|
1.000 |
112-045 |
|
1.618 |
111-217 |
|
2.618 |
110-297 |
|
4.250 |
109-225 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-132 |
113-132 |
| PP |
113-108 |
113-110 |
| S1 |
113-085 |
113-088 |
|