ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
114-295 |
-0-005 |
0.0% |
114-135 |
| High |
115-010 |
115-030 |
0-020 |
0.1% |
115-065 |
| Low |
114-255 |
114-270 |
0-015 |
0.0% |
114-035 |
| Close |
114-295 |
115-025 |
0-050 |
0.1% |
114-295 |
| Range |
0-075 |
0-080 |
0-005 |
6.7% |
1-030 |
| ATR |
0-182 |
0-175 |
-0-007 |
-4.0% |
0-000 |
| Volume |
469 |
2,285 |
1,816 |
387.2% |
7,717 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-242 |
115-213 |
115-069 |
|
| R3 |
115-162 |
115-133 |
115-047 |
|
| R2 |
115-082 |
115-082 |
115-040 |
|
| R1 |
115-053 |
115-053 |
115-032 |
115-068 |
| PP |
115-002 |
115-002 |
115-002 |
115-009 |
| S1 |
114-293 |
114-293 |
115-018 |
114-308 |
| S2 |
114-242 |
114-242 |
115-010 |
|
| S3 |
114-162 |
114-213 |
115-003 |
|
| S4 |
114-082 |
114-133 |
114-301 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-008 |
117-182 |
115-168 |
|
| R3 |
116-298 |
116-152 |
115-071 |
|
| R2 |
115-268 |
115-268 |
115-039 |
|
| R1 |
115-122 |
115-122 |
115-007 |
115-195 |
| PP |
114-238 |
114-238 |
114-238 |
114-275 |
| S1 |
114-092 |
114-092 |
114-263 |
114-165 |
| S2 |
113-208 |
113-208 |
114-231 |
|
| S3 |
112-178 |
113-062 |
114-199 |
|
| S4 |
111-148 |
112-032 |
114-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-065 |
114-130 |
0-255 |
0.7% |
0-133 |
0.4% |
84% |
False |
False |
1,187 |
| 10 |
115-065 |
112-285 |
2-100 |
2.0% |
0-174 |
0.5% |
95% |
False |
False |
4,581 |
| 20 |
115-065 |
112-285 |
2-100 |
2.0% |
0-162 |
0.4% |
95% |
False |
False |
1,243,040 |
| 40 |
115-065 |
110-185 |
4-200 |
4.0% |
0-192 |
0.5% |
97% |
False |
False |
1,804,028 |
| 60 |
115-065 |
109-025 |
6-040 |
5.3% |
0-183 |
0.5% |
98% |
False |
False |
1,827,767 |
| 80 |
115-065 |
107-310 |
7-075 |
6.3% |
0-188 |
0.5% |
98% |
False |
False |
1,918,506 |
| 100 |
115-065 |
107-125 |
7-260 |
6.8% |
0-183 |
0.5% |
98% |
False |
False |
1,540,997 |
| 120 |
115-065 |
107-125 |
7-260 |
6.8% |
0-187 |
0.5% |
98% |
False |
False |
1,284,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-050 |
|
2.618 |
115-239 |
|
1.618 |
115-159 |
|
1.000 |
115-110 |
|
0.618 |
115-079 |
|
HIGH |
115-030 |
|
0.618 |
114-319 |
|
0.500 |
114-310 |
|
0.382 |
114-301 |
|
LOW |
114-270 |
|
0.618 |
114-221 |
|
1.000 |
114-190 |
|
1.618 |
114-141 |
|
2.618 |
114-061 |
|
4.250 |
113-250 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-013 |
114-316 |
| PP |
115-002 |
114-287 |
| S1 |
114-310 |
114-258 |
|