ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-135 |
115-000 |
0-185 |
0.5% |
113-000 |
| High |
114-310 |
115-065 |
0-075 |
0.2% |
114-280 |
| Low |
114-130 |
114-185 |
0-055 |
0.2% |
112-285 |
| Close |
114-295 |
114-250 |
-0-045 |
-0.1% |
114-165 |
| Range |
0-180 |
0-200 |
0-020 |
11.1% |
1-315 |
| ATR |
0-192 |
0-192 |
0-001 |
0.3% |
0-000 |
| Volume |
1,342 |
1,058 |
-284 |
-21.2% |
35,813 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-233 |
116-122 |
115-040 |
|
| R3 |
116-033 |
115-242 |
114-305 |
|
| R2 |
115-153 |
115-153 |
114-287 |
|
| R1 |
115-042 |
115-042 |
114-268 |
114-318 |
| PP |
114-273 |
114-273 |
114-273 |
114-251 |
| S1 |
114-162 |
114-162 |
114-232 |
114-118 |
| S2 |
114-073 |
114-073 |
114-213 |
|
| S3 |
113-193 |
113-282 |
114-195 |
|
| S4 |
112-313 |
113-082 |
114-140 |
|
|
| 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 |
115-065 |
113-230 |
1-155 |
1.3% |
0-206 |
0.6% |
72% |
True |
False |
3,369 |
| 10 |
115-065 |
112-285 |
2-100 |
2.0% |
0-184 |
0.5% |
82% |
True |
False |
225,377 |
| 20 |
115-065 |
112-255 |
2-130 |
2.1% |
0-180 |
0.5% |
82% |
True |
False |
1,545,666 |
| 40 |
115-065 |
110-185 |
4-200 |
4.0% |
0-194 |
0.5% |
91% |
True |
False |
1,935,125 |
| 60 |
115-065 |
109-025 |
6-040 |
5.3% |
0-188 |
0.5% |
93% |
True |
False |
1,912,307 |
| 80 |
115-065 |
107-310 |
7-075 |
6.3% |
0-189 |
0.5% |
94% |
True |
False |
1,923,448 |
| 100 |
115-065 |
107-125 |
7-260 |
6.8% |
0-186 |
0.5% |
95% |
True |
False |
1,540,993 |
| 120 |
115-065 |
107-125 |
7-260 |
6.8% |
0-187 |
0.5% |
95% |
True |
False |
1,284,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-275 |
|
2.618 |
116-269 |
|
1.618 |
116-069 |
|
1.000 |
115-265 |
|
0.618 |
115-189 |
|
HIGH |
115-065 |
|
0.618 |
114-309 |
|
0.500 |
114-285 |
|
0.382 |
114-261 |
|
LOW |
114-185 |
|
0.618 |
114-061 |
|
1.000 |
113-305 |
|
1.618 |
113-181 |
|
2.618 |
112-301 |
|
4.250 |
111-295 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-285 |
114-237 |
| PP |
114-273 |
114-223 |
| S1 |
114-262 |
114-210 |
|