ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
113-170 |
113-205 |
0-035 |
0.1% |
113-170 |
| High |
113-295 |
113-295 |
0-000 |
0.0% |
114-180 |
| Low |
113-150 |
113-175 |
0-025 |
0.1% |
113-100 |
| Close |
113-215 |
113-250 |
0-035 |
0.1% |
113-215 |
| Range |
0-145 |
0-120 |
-0-025 |
-17.2% |
1-080 |
| ATR |
0-210 |
0-203 |
-0-006 |
-3.1% |
0-000 |
| Volume |
45,965 |
99,819 |
53,854 |
117.2% |
246,366 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-280 |
114-225 |
113-316 |
|
| R3 |
114-160 |
114-105 |
113-283 |
|
| R2 |
114-040 |
114-040 |
113-272 |
|
| R1 |
113-305 |
113-305 |
113-261 |
114-012 |
| PP |
113-240 |
113-240 |
113-240 |
113-254 |
| S1 |
113-185 |
113-185 |
113-239 |
113-212 |
| S2 |
113-120 |
113-120 |
113-228 |
|
| S3 |
113-000 |
113-065 |
113-217 |
|
| S4 |
112-200 |
112-265 |
113-184 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-192 |
116-283 |
114-115 |
|
| R3 |
116-112 |
115-203 |
114-005 |
|
| R2 |
115-032 |
115-032 |
113-288 |
|
| R1 |
114-123 |
114-123 |
113-252 |
114-238 |
| PP |
113-272 |
113-272 |
113-272 |
114-009 |
| S1 |
113-043 |
113-043 |
113-178 |
113-158 |
| S2 |
112-192 |
112-192 |
113-142 |
|
| S3 |
111-112 |
111-283 |
113-105 |
|
| S4 |
110-032 |
110-203 |
112-315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-180 |
113-115 |
1-065 |
1.1% |
0-186 |
0.5% |
35% |
False |
False |
65,715 |
| 10 |
114-180 |
113-000 |
1-180 |
1.4% |
0-200 |
0.5% |
50% |
False |
False |
41,901 |
| 20 |
115-190 |
111-010 |
4-180 |
4.0% |
0-210 |
0.6% |
60% |
False |
False |
23,673 |
| 40 |
115-190 |
109-150 |
6-040 |
5.4% |
0-182 |
0.5% |
70% |
False |
False |
12,096 |
| 60 |
115-190 |
108-160 |
7-030 |
6.2% |
0-168 |
0.5% |
74% |
False |
False |
8,074 |
| 80 |
115-190 |
108-000 |
7-190 |
6.7% |
0-141 |
0.4% |
76% |
False |
False |
6,056 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-115 |
0.3% |
76% |
False |
False |
4,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-165 |
|
2.618 |
114-289 |
|
1.618 |
114-169 |
|
1.000 |
114-095 |
|
0.618 |
114-049 |
|
HIGH |
113-295 |
|
0.618 |
113-249 |
|
0.500 |
113-235 |
|
0.382 |
113-221 |
|
LOW |
113-175 |
|
0.618 |
113-101 |
|
1.000 |
113-055 |
|
1.618 |
112-301 |
|
2.618 |
112-181 |
|
4.250 |
111-305 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-245 |
113-265 |
| PP |
113-240 |
113-260 |
| S1 |
113-235 |
113-255 |
|