ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
115-000 |
114-210 |
-0-110 |
-0.3% |
113-000 |
| High |
115-065 |
114-295 |
-0-090 |
-0.2% |
114-280 |
| Low |
114-185 |
114-165 |
-0-020 |
-0.1% |
112-285 |
| Close |
114-250 |
114-220 |
-0-030 |
-0.1% |
114-165 |
| Range |
0-200 |
0-130 |
-0-070 |
-35.0% |
1-315 |
| ATR |
0-192 |
0-188 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,058 |
782 |
-276 |
-26.1% |
35,813 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-297 |
115-228 |
114-292 |
|
| R3 |
115-167 |
115-098 |
114-256 |
|
| R2 |
115-037 |
115-037 |
114-244 |
|
| R1 |
114-288 |
114-288 |
114-232 |
115-002 |
| PP |
114-227 |
114-227 |
114-227 |
114-244 |
| S1 |
114-158 |
114-158 |
114-208 |
114-192 |
| S2 |
114-097 |
114-097 |
114-196 |
|
| S3 |
113-287 |
114-028 |
114-184 |
|
| S4 |
113-157 |
113-218 |
114-148 |
|
|
| 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% |
65% |
False |
False |
2,059 |
| 10 |
115-065 |
112-285 |
2-100 |
2.0% |
0-188 |
0.5% |
78% |
False |
False |
43,784 |
| 20 |
115-065 |
112-255 |
2-130 |
2.1% |
0-176 |
0.5% |
79% |
False |
False |
1,444,239 |
| 40 |
115-065 |
110-185 |
4-200 |
4.0% |
0-194 |
0.5% |
89% |
False |
False |
1,889,861 |
| 60 |
115-065 |
109-025 |
6-040 |
5.3% |
0-187 |
0.5% |
92% |
False |
False |
1,886,755 |
| 80 |
115-065 |
107-310 |
7-075 |
6.3% |
0-188 |
0.5% |
93% |
False |
False |
1,923,121 |
| 100 |
115-065 |
107-125 |
7-260 |
6.8% |
0-184 |
0.5% |
93% |
False |
False |
1,540,984 |
| 120 |
115-065 |
107-125 |
7-260 |
6.8% |
0-187 |
0.5% |
93% |
False |
False |
1,284,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-208 |
|
2.618 |
115-315 |
|
1.618 |
115-185 |
|
1.000 |
115-105 |
|
0.618 |
115-055 |
|
HIGH |
114-295 |
|
0.618 |
114-245 |
|
0.500 |
114-230 |
|
0.382 |
114-215 |
|
LOW |
114-165 |
|
0.618 |
114-085 |
|
1.000 |
114-035 |
|
1.618 |
113-275 |
|
2.618 |
113-145 |
|
4.250 |
112-252 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-230 |
114-258 |
| PP |
114-227 |
114-245 |
| S1 |
114-223 |
114-232 |
|