ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-295 |
115-060 |
0-085 |
0.2% |
114-135 |
| High |
115-030 |
115-070 |
0-040 |
0.1% |
115-065 |
| Low |
114-270 |
114-265 |
-0-005 |
0.0% |
114-035 |
| Close |
115-025 |
114-295 |
-0-050 |
-0.1% |
114-295 |
| Range |
0-080 |
0-125 |
0-045 |
56.3% |
1-030 |
| ATR |
0-175 |
0-171 |
-0-004 |
-2.0% |
0-000 |
| Volume |
2,285 |
2,910 |
625 |
27.4% |
7,717 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-052 |
115-298 |
115-044 |
|
| R3 |
115-247 |
115-173 |
115-009 |
|
| R2 |
115-122 |
115-122 |
114-318 |
|
| R1 |
115-048 |
115-048 |
114-306 |
115-022 |
| PP |
114-317 |
114-317 |
114-317 |
114-304 |
| S1 |
114-243 |
114-243 |
114-284 |
114-218 |
| S2 |
114-192 |
114-192 |
114-272 |
|
| S3 |
114-067 |
114-118 |
114-261 |
|
| S4 |
113-262 |
113-313 |
114-226 |
|
|
| 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 |
115-070 |
114-165 |
0-225 |
0.6% |
0-122 |
0.3% |
58% |
True |
False |
1,500 |
| 10 |
115-070 |
113-170 |
1-220 |
1.5% |
0-162 |
0.4% |
82% |
True |
False |
3,152 |
| 20 |
115-070 |
112-285 |
2-105 |
2.0% |
0-162 |
0.4% |
87% |
True |
False |
1,175,574 |
| 40 |
115-070 |
110-195 |
4-195 |
4.0% |
0-191 |
0.5% |
94% |
True |
False |
1,768,875 |
| 60 |
115-070 |
109-025 |
6-045 |
5.3% |
0-183 |
0.5% |
95% |
True |
False |
1,803,889 |
| 80 |
115-070 |
107-310 |
7-080 |
6.3% |
0-188 |
0.5% |
96% |
True |
False |
1,911,299 |
| 100 |
115-070 |
107-125 |
7-265 |
6.8% |
0-183 |
0.5% |
96% |
True |
False |
1,541,024 |
| 120 |
115-070 |
107-125 |
7-265 |
6.8% |
0-187 |
0.5% |
96% |
True |
False |
1,284,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-281 |
|
2.618 |
116-077 |
|
1.618 |
115-272 |
|
1.000 |
115-195 |
|
0.618 |
115-147 |
|
HIGH |
115-070 |
|
0.618 |
115-022 |
|
0.500 |
115-008 |
|
0.382 |
114-313 |
|
LOW |
114-265 |
|
0.618 |
114-188 |
|
1.000 |
114-140 |
|
1.618 |
114-063 |
|
2.618 |
113-258 |
|
4.250 |
113-054 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-008 |
115-002 |
| PP |
114-317 |
114-313 |
| S1 |
114-306 |
114-304 |
|