ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
115-060 |
114-310 |
-0-070 |
-0.2% |
114-135 |
| High |
115-070 |
114-310 |
-0-080 |
-0.2% |
115-065 |
| Low |
114-265 |
114-155 |
-0-110 |
-0.3% |
114-035 |
| Close |
114-295 |
114-205 |
-0-090 |
-0.2% |
114-295 |
| Range |
0-125 |
0-155 |
0-030 |
24.0% |
1-030 |
| ATR |
0-171 |
0-170 |
-0-001 |
-0.7% |
0-000 |
| Volume |
2,910 |
405 |
-2,505 |
-86.1% |
7,717 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-048 |
115-282 |
114-290 |
|
| R3 |
115-213 |
115-127 |
114-248 |
|
| R2 |
115-058 |
115-058 |
114-233 |
|
| R1 |
114-292 |
114-292 |
114-219 |
114-258 |
| PP |
114-223 |
114-223 |
114-223 |
114-206 |
| S1 |
114-137 |
114-137 |
114-191 |
114-102 |
| S2 |
114-068 |
114-068 |
114-177 |
|
| S3 |
113-233 |
113-302 |
114-162 |
|
| S4 |
113-078 |
113-147 |
114-120 |
|
|
| 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 |
114-155 |
0-235 |
0.6% |
0-113 |
0.3% |
21% |
False |
True |
1,370 |
| 10 |
115-070 |
113-230 |
1-160 |
1.3% |
0-160 |
0.4% |
61% |
False |
False |
2,369 |
| 20 |
115-070 |
112-285 |
2-105 |
2.0% |
0-161 |
0.4% |
75% |
False |
False |
1,094,248 |
| 40 |
115-070 |
110-195 |
4-195 |
4.0% |
0-193 |
0.5% |
87% |
False |
False |
1,733,820 |
| 60 |
115-070 |
109-025 |
6-045 |
5.4% |
0-184 |
0.5% |
91% |
False |
False |
1,784,009 |
| 80 |
115-070 |
107-310 |
7-080 |
6.3% |
0-187 |
0.5% |
92% |
False |
False |
1,884,029 |
| 100 |
115-070 |
107-180 |
7-210 |
6.7% |
0-182 |
0.5% |
92% |
False |
False |
1,540,999 |
| 120 |
115-070 |
107-125 |
7-265 |
6.8% |
0-187 |
0.5% |
93% |
False |
False |
1,284,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-009 |
|
2.618 |
116-076 |
|
1.618 |
115-241 |
|
1.000 |
115-145 |
|
0.618 |
115-086 |
|
HIGH |
114-310 |
|
0.618 |
114-251 |
|
0.500 |
114-232 |
|
0.382 |
114-214 |
|
LOW |
114-155 |
|
0.618 |
114-059 |
|
1.000 |
114-000 |
|
1.618 |
113-224 |
|
2.618 |
113-069 |
|
4.250 |
112-136 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-232 |
114-272 |
| PP |
114-223 |
114-250 |
| S1 |
114-214 |
114-228 |
|