ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-075 |
114-135 |
0-060 |
0.2% |
113-000 |
| High |
114-280 |
114-185 |
-0-095 |
-0.3% |
114-280 |
| Low |
113-230 |
114-035 |
0-125 |
0.3% |
112-285 |
| Close |
114-165 |
114-165 |
0-000 |
0.0% |
114-165 |
| Range |
1-050 |
0-150 |
-0-220 |
-59.5% |
1-315 |
| ATR |
0-196 |
0-193 |
-0-003 |
-1.7% |
0-000 |
| Volume |
3,050 |
4,066 |
1,016 |
33.3% |
35,813 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-258 |
115-202 |
114-248 |
|
| R3 |
115-108 |
115-052 |
114-206 |
|
| R2 |
114-278 |
114-278 |
114-192 |
|
| R1 |
114-222 |
114-222 |
114-179 |
114-250 |
| PP |
114-128 |
114-128 |
114-128 |
114-142 |
| S1 |
114-072 |
114-072 |
114-151 |
114-100 |
| S2 |
113-298 |
113-298 |
114-138 |
|
| S3 |
113-148 |
113-242 |
114-124 |
|
| S4 |
112-318 |
113-092 |
114-082 |
|
|
| 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% |
False |
False |
7,975 |
| 10 |
114-280 |
112-285 |
1-315 |
1.7% |
0-170 |
0.5% |
82% |
False |
False |
1,259,539 |
| 20 |
114-280 |
112-250 |
2-030 |
1.8% |
0-178 |
0.5% |
83% |
False |
False |
1,710,747 |
| 40 |
115-035 |
110-185 |
4-170 |
4.0% |
0-191 |
0.5% |
87% |
False |
False |
2,037,011 |
| 60 |
115-035 |
109-025 |
6-010 |
5.3% |
0-188 |
0.5% |
90% |
False |
False |
1,990,223 |
| 80 |
115-035 |
107-310 |
7-045 |
6.2% |
0-189 |
0.5% |
92% |
False |
False |
1,924,494 |
| 100 |
115-035 |
107-125 |
7-230 |
6.7% |
0-187 |
0.5% |
92% |
False |
False |
1,540,974 |
| 120 |
115-035 |
107-125 |
7-230 |
6.7% |
0-186 |
0.5% |
92% |
False |
False |
1,284,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-182 |
|
2.618 |
115-258 |
|
1.618 |
115-108 |
|
1.000 |
115-015 |
|
0.618 |
114-278 |
|
HIGH |
114-185 |
|
0.618 |
114-128 |
|
0.500 |
114-110 |
|
0.382 |
114-092 |
|
LOW |
114-035 |
|
0.618 |
113-262 |
|
1.000 |
113-205 |
|
1.618 |
113-112 |
|
2.618 |
112-282 |
|
4.250 |
112-038 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-147 |
114-142 |
| PP |
114-128 |
114-118 |
| S1 |
114-110 |
114-095 |
|