ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
114-065 |
114-080 |
0-015 |
0.0% |
114-210 |
| High |
114-180 |
114-095 |
-0-085 |
-0.2% |
115-190 |
| Low |
113-315 |
113-115 |
-0-200 |
-0.5% |
113-000 |
| Close |
114-105 |
113-160 |
-0-265 |
-0.7% |
113-145 |
| Range |
0-185 |
0-300 |
0-115 |
62.2% |
2-190 |
| ATR |
0-208 |
0-215 |
0-007 |
3.5% |
0-000 |
| Volume |
61,142 |
96,977 |
35,835 |
58.6% |
86,779 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-170 |
115-305 |
114-005 |
|
| R3 |
115-190 |
115-005 |
113-242 |
|
| R2 |
114-210 |
114-210 |
113-215 |
|
| R1 |
114-025 |
114-025 |
113-188 |
113-288 |
| PP |
113-230 |
113-230 |
113-230 |
113-201 |
| S1 |
113-045 |
113-045 |
113-132 |
112-308 |
| S2 |
112-250 |
112-250 |
113-105 |
|
| S3 |
111-270 |
112-065 |
113-078 |
|
| S4 |
110-290 |
111-085 |
112-315 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-255 |
120-070 |
114-282 |
|
| R3 |
119-065 |
117-200 |
114-053 |
|
| R2 |
116-195 |
116-195 |
113-297 |
|
| R1 |
115-010 |
115-010 |
113-221 |
114-168 |
| PP |
114-005 |
114-005 |
114-005 |
113-244 |
| S1 |
112-140 |
112-140 |
113-069 |
111-298 |
| S2 |
111-135 |
111-135 |
112-313 |
|
| S3 |
108-265 |
109-270 |
112-237 |
|
| S4 |
106-075 |
107-080 |
112-008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-180 |
113-060 |
1-120 |
1.2% |
0-196 |
0.5% |
23% |
False |
False |
43,543 |
| 10 |
115-190 |
113-000 |
2-190 |
2.3% |
0-266 |
0.7% |
19% |
False |
False |
29,995 |
| 20 |
115-190 |
111-000 |
4-190 |
4.0% |
0-210 |
0.6% |
54% |
False |
False |
16,420 |
| 40 |
115-190 |
109-150 |
6-040 |
5.4% |
0-182 |
0.5% |
66% |
False |
False |
8,456 |
| 60 |
115-190 |
108-160 |
7-030 |
6.3% |
0-166 |
0.5% |
70% |
False |
False |
5,644 |
| 80 |
115-190 |
108-000 |
7-190 |
6.7% |
0-138 |
0.4% |
72% |
False |
False |
4,233 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-112 |
0.3% |
72% |
False |
False |
3,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-090 |
|
2.618 |
116-240 |
|
1.618 |
115-260 |
|
1.000 |
115-075 |
|
0.618 |
114-280 |
|
HIGH |
114-095 |
|
0.618 |
113-300 |
|
0.500 |
113-265 |
|
0.382 |
113-230 |
|
LOW |
113-115 |
|
0.618 |
112-250 |
|
1.000 |
112-135 |
|
1.618 |
111-270 |
|
2.618 |
110-290 |
|
4.250 |
109-120 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-265 |
113-308 |
| PP |
113-230 |
113-258 |
| S1 |
113-195 |
113-209 |
|