ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
113-000 |
113-175 |
0-175 |
0.5% |
113-240 |
| High |
113-205 |
114-035 |
0-150 |
0.4% |
113-300 |
| Low |
112-285 |
113-170 |
0-205 |
0.6% |
112-300 |
| Close |
113-155 |
114-010 |
0-175 |
0.5% |
113-015 |
| Range |
0-240 |
0-185 |
-0-055 |
-22.9% |
1-000 |
| ATR |
0-186 |
0-187 |
0-001 |
0.6% |
0-000 |
| Volume |
17,198 |
8,236 |
-8,962 |
-52.1% |
12,555,515 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-200 |
115-130 |
114-112 |
|
| R3 |
115-015 |
114-265 |
114-061 |
|
| R2 |
114-150 |
114-150 |
114-044 |
|
| R1 |
114-080 |
114-080 |
114-027 |
114-115 |
| PP |
113-285 |
113-285 |
113-285 |
113-302 |
| S1 |
113-215 |
113-215 |
113-313 |
113-250 |
| S2 |
113-100 |
113-100 |
113-296 |
|
| S3 |
112-235 |
113-030 |
113-279 |
|
| S4 |
112-050 |
112-165 |
113-228 |
|
|
| 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 |
114-035 |
112-285 |
1-070 |
1.1% |
0-161 |
0.4% |
94% |
True |
False |
447,385 |
| 10 |
114-035 |
112-285 |
1-070 |
1.1% |
0-162 |
0.4% |
94% |
True |
False |
2,186,128 |
| 20 |
114-035 |
112-165 |
1-190 |
1.4% |
0-180 |
0.5% |
95% |
True |
False |
2,034,112 |
| 40 |
115-035 |
110-100 |
4-255 |
4.2% |
0-189 |
0.5% |
78% |
False |
False |
2,197,146 |
| 60 |
115-035 |
109-005 |
6-030 |
5.3% |
0-188 |
0.5% |
82% |
False |
False |
2,090,187 |
| 80 |
115-035 |
107-310 |
7-045 |
6.3% |
0-186 |
0.5% |
85% |
False |
False |
1,924,809 |
| 100 |
115-035 |
107-125 |
7-230 |
6.8% |
0-188 |
0.5% |
86% |
False |
False |
1,540,839 |
| 120 |
115-035 |
107-125 |
7-230 |
6.8% |
0-184 |
0.5% |
86% |
False |
False |
1,284,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-181 |
|
2.618 |
115-199 |
|
1.618 |
115-014 |
|
1.000 |
114-220 |
|
0.618 |
114-149 |
|
HIGH |
114-035 |
|
0.618 |
113-284 |
|
0.500 |
113-262 |
|
0.382 |
113-241 |
|
LOW |
113-170 |
|
0.618 |
113-056 |
|
1.000 |
112-305 |
|
1.618 |
112-191 |
|
2.618 |
112-006 |
|
4.250 |
111-024 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-308 |
113-273 |
| PP |
113-285 |
113-217 |
| S1 |
113-262 |
113-160 |
|