ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
114-190 |
-0-120 |
-0.3% |
114-135 |
| High |
114-310 |
114-275 |
-0-035 |
-0.1% |
115-065 |
| Low |
114-155 |
114-065 |
-0-090 |
-0.2% |
114-035 |
| Close |
114-205 |
114-105 |
-0-100 |
-0.3% |
114-295 |
| Range |
0-155 |
0-210 |
0-055 |
35.5% |
1-030 |
| ATR |
0-170 |
0-173 |
0-003 |
1.7% |
0-000 |
| Volume |
405 |
100 |
-305 |
-75.3% |
7,717 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-138 |
116-012 |
114-220 |
|
| R3 |
115-248 |
115-122 |
114-163 |
|
| R2 |
115-038 |
115-038 |
114-144 |
|
| R1 |
114-232 |
114-232 |
114-124 |
114-190 |
| PP |
114-148 |
114-148 |
114-148 |
114-128 |
| S1 |
114-022 |
114-022 |
114-086 |
113-300 |
| S2 |
113-258 |
113-258 |
114-066 |
|
| S3 |
113-048 |
113-132 |
114-047 |
|
| S4 |
112-158 |
112-242 |
113-310 |
|
|
| 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 |
114-065 |
1-005 |
0.9% |
0-129 |
0.4% |
12% |
False |
True |
1,233 |
| 10 |
115-070 |
113-230 |
1-160 |
1.3% |
0-168 |
0.5% |
41% |
False |
False |
1,646 |
| 20 |
115-070 |
112-285 |
2-105 |
2.0% |
0-162 |
0.4% |
62% |
False |
False |
962,518 |
| 40 |
115-070 |
110-205 |
4-185 |
4.0% |
0-194 |
0.5% |
81% |
False |
False |
1,667,883 |
| 60 |
115-070 |
109-025 |
6-045 |
5.4% |
0-186 |
0.5% |
85% |
False |
False |
1,757,777 |
| 80 |
115-070 |
107-310 |
7-080 |
6.3% |
0-189 |
0.5% |
88% |
False |
False |
1,854,095 |
| 100 |
115-070 |
107-205 |
7-185 |
6.6% |
0-183 |
0.5% |
88% |
False |
False |
1,540,985 |
| 120 |
115-070 |
107-125 |
7-265 |
6.8% |
0-188 |
0.5% |
89% |
False |
False |
1,284,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-208 |
|
2.618 |
116-185 |
|
1.618 |
115-295 |
|
1.000 |
115-165 |
|
0.618 |
115-085 |
|
HIGH |
114-275 |
|
0.618 |
114-195 |
|
0.500 |
114-170 |
|
0.382 |
114-145 |
|
LOW |
114-065 |
|
0.618 |
113-255 |
|
1.000 |
113-175 |
|
1.618 |
113-045 |
|
2.618 |
112-155 |
|
4.250 |
111-132 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-170 |
114-228 |
| PP |
114-148 |
114-187 |
| S1 |
114-127 |
114-146 |
|