ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-030 |
114-075 |
0-045 |
0.1% |
113-000 |
| High |
114-120 |
114-280 |
0-160 |
0.4% |
114-280 |
| Low |
113-310 |
113-230 |
-0-080 |
-0.2% |
112-285 |
| Close |
114-075 |
114-165 |
0-090 |
0.2% |
114-165 |
| Range |
0-130 |
1-050 |
0-240 |
184.6% |
1-315 |
| ATR |
0-183 |
0-196 |
0-013 |
7.3% |
0-000 |
| Volume |
7,329 |
3,050 |
-4,279 |
-58.4% |
35,813 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-268 |
117-107 |
115-048 |
|
| R3 |
116-218 |
116-057 |
114-267 |
|
| R2 |
115-168 |
115-168 |
114-233 |
|
| R1 |
115-007 |
115-007 |
114-199 |
115-088 |
| PP |
114-118 |
114-118 |
114-118 |
114-159 |
| S1 |
113-277 |
113-277 |
114-131 |
114-038 |
| S2 |
113-068 |
113-068 |
114-097 |
|
| S3 |
112-018 |
112-227 |
114-063 |
|
| S4 |
110-288 |
111-177 |
113-282 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-015 |
119-085 |
115-194 |
|
| R3 |
118-020 |
117-090 |
115-020 |
|
| R2 |
116-025 |
116-025 |
114-281 |
|
| R1 |
115-095 |
115-095 |
114-223 |
115-220 |
| PP |
114-030 |
114-030 |
114-030 |
114-092 |
| S1 |
113-100 |
113-100 |
114-107 |
113-225 |
| S2 |
112-035 |
112-035 |
114-049 |
|
| S3 |
110-040 |
111-105 |
113-310 |
|
| S4 |
108-045 |
109-110 |
113-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-280 |
112-285 |
1-315 |
1.7% |
0-215 |
0.6% |
82% |
True |
False |
13,882 |
| 10 |
114-280 |
112-285 |
1-315 |
1.7% |
0-172 |
0.5% |
82% |
True |
False |
1,578,051 |
| 20 |
114-280 |
112-215 |
2-065 |
1.9% |
0-179 |
0.5% |
84% |
True |
False |
1,782,198 |
| 40 |
115-035 |
110-185 |
4-170 |
4.0% |
0-191 |
0.5% |
87% |
False |
False |
2,086,759 |
| 60 |
115-035 |
109-025 |
6-010 |
5.3% |
0-192 |
0.5% |
90% |
False |
False |
2,037,870 |
| 80 |
115-035 |
107-310 |
7-045 |
6.2% |
0-190 |
0.5% |
92% |
False |
False |
1,924,593 |
| 100 |
115-035 |
107-125 |
7-230 |
6.7% |
0-187 |
0.5% |
92% |
False |
False |
1,540,935 |
| 120 |
115-035 |
107-125 |
7-230 |
6.7% |
0-186 |
0.5% |
92% |
False |
False |
1,284,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-252 |
|
2.618 |
117-289 |
|
1.618 |
116-239 |
|
1.000 |
116-010 |
|
0.618 |
115-189 |
|
HIGH |
114-280 |
|
0.618 |
114-139 |
|
0.500 |
114-095 |
|
0.382 |
114-051 |
|
LOW |
113-230 |
|
0.618 |
113-001 |
|
1.000 |
112-180 |
|
1.618 |
111-271 |
|
2.618 |
110-221 |
|
4.250 |
108-258 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-142 |
114-132 |
| PP |
114-118 |
114-098 |
| S1 |
114-095 |
114-065 |
|