ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
113-175 |
114-030 |
0-175 |
0.5% |
113-240 |
| High |
114-035 |
114-120 |
0-085 |
0.2% |
113-300 |
| Low |
113-170 |
113-310 |
0-140 |
0.4% |
112-300 |
| Close |
114-010 |
114-075 |
0-065 |
0.2% |
113-015 |
| Range |
0-185 |
0-130 |
-0-055 |
-29.7% |
1-000 |
| ATR |
0-187 |
0-183 |
-0-004 |
-2.2% |
0-000 |
| Volume |
8,236 |
7,329 |
-907 |
-11.0% |
12,555,515 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-132 |
115-073 |
114-146 |
|
| R3 |
115-002 |
114-263 |
114-111 |
|
| R2 |
114-192 |
114-192 |
114-099 |
|
| R1 |
114-133 |
114-133 |
114-087 |
114-162 |
| PP |
114-062 |
114-062 |
114-062 |
114-076 |
| S1 |
114-003 |
114-003 |
114-063 |
114-032 |
| S2 |
113-252 |
113-252 |
114-051 |
|
| S3 |
113-122 |
113-193 |
114-039 |
|
| S4 |
112-312 |
113-063 |
114-004 |
|
|
| 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 |
114-120 |
112-285 |
1-155 |
1.3% |
0-171 |
0.5% |
91% |
True |
False |
85,508 |
| 10 |
114-120 |
112-285 |
1-155 |
1.3% |
0-156 |
0.4% |
91% |
True |
False |
1,923,390 |
| 20 |
114-120 |
112-165 |
1-275 |
1.6% |
0-175 |
0.5% |
92% |
True |
False |
1,903,728 |
| 40 |
115-035 |
110-130 |
4-225 |
4.1% |
0-190 |
0.5% |
81% |
False |
False |
2,155,549 |
| 60 |
115-035 |
109-025 |
6-010 |
5.3% |
0-189 |
0.5% |
85% |
False |
False |
2,067,943 |
| 80 |
115-035 |
107-310 |
7-045 |
6.3% |
0-186 |
0.5% |
88% |
False |
False |
1,924,727 |
| 100 |
115-035 |
107-125 |
7-230 |
6.8% |
0-187 |
0.5% |
89% |
False |
False |
1,540,910 |
| 120 |
115-035 |
107-125 |
7-230 |
6.8% |
0-183 |
0.5% |
89% |
False |
False |
1,284,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-032 |
|
2.618 |
115-140 |
|
1.618 |
115-010 |
|
1.000 |
114-250 |
|
0.618 |
114-200 |
|
HIGH |
114-120 |
|
0.618 |
114-070 |
|
0.500 |
114-055 |
|
0.382 |
114-040 |
|
LOW |
113-310 |
|
0.618 |
113-230 |
|
1.000 |
113-180 |
|
1.618 |
113-100 |
|
2.618 |
112-290 |
|
4.250 |
112-078 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-068 |
114-011 |
| PP |
114-062 |
113-267 |
| S1 |
114-055 |
113-202 |
|