ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-135 |
114-135 |
0-000 |
0.0% |
113-000 |
| High |
114-185 |
114-310 |
0-125 |
0.3% |
114-280 |
| Low |
114-035 |
114-130 |
0-095 |
0.3% |
112-285 |
| Close |
114-165 |
114-295 |
0-130 |
0.4% |
114-165 |
| Range |
0-150 |
0-180 |
0-030 |
20.0% |
1-315 |
| ATR |
0-193 |
0-192 |
-0-001 |
-0.5% |
0-000 |
| Volume |
4,066 |
1,342 |
-2,724 |
-67.0% |
35,813 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-145 |
116-080 |
115-074 |
|
| R3 |
115-285 |
115-220 |
115-024 |
|
| R2 |
115-105 |
115-105 |
115-008 |
|
| R1 |
115-040 |
115-040 |
114-312 |
115-072 |
| PP |
114-245 |
114-245 |
114-245 |
114-261 |
| S1 |
114-180 |
114-180 |
114-278 |
114-212 |
| S2 |
114-065 |
114-065 |
114-262 |
|
| S3 |
113-205 |
114-000 |
114-246 |
|
| S4 |
113-025 |
113-140 |
114-196 |
|
|
| 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 |
114-310 |
113-170 |
1-140 |
1.3% |
0-203 |
0.6% |
97% |
True |
False |
4,804 |
| 10 |
114-310 |
112-285 |
2-025 |
1.8% |
0-176 |
0.5% |
98% |
True |
False |
855,204 |
| 20 |
114-310 |
112-255 |
2-055 |
1.9% |
0-179 |
0.5% |
98% |
True |
False |
1,631,951 |
| 40 |
115-035 |
110-185 |
4-170 |
3.9% |
0-192 |
0.5% |
96% |
False |
False |
1,990,063 |
| 60 |
115-035 |
109-025 |
6-010 |
5.2% |
0-187 |
0.5% |
97% |
False |
False |
1,950,708 |
| 80 |
115-035 |
107-310 |
7-045 |
6.2% |
0-188 |
0.5% |
97% |
False |
False |
1,923,973 |
| 100 |
115-035 |
107-125 |
7-230 |
6.7% |
0-186 |
0.5% |
98% |
False |
False |
1,540,984 |
| 120 |
115-035 |
107-125 |
7-230 |
6.7% |
0-187 |
0.5% |
98% |
False |
False |
1,284,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-115 |
|
2.618 |
116-141 |
|
1.618 |
115-281 |
|
1.000 |
115-170 |
|
0.618 |
115-101 |
|
HIGH |
114-310 |
|
0.618 |
114-241 |
|
0.500 |
114-220 |
|
0.382 |
114-199 |
|
LOW |
114-130 |
|
0.618 |
114-019 |
|
1.000 |
113-270 |
|
1.618 |
113-159 |
|
2.618 |
112-299 |
|
4.250 |
112-005 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-270 |
114-233 |
| PP |
114-245 |
114-172 |
| S1 |
114-220 |
114-110 |
|