ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
113-205 |
113-255 |
0-050 |
0.1% |
113-170 |
| High |
113-295 |
114-075 |
0-100 |
0.3% |
114-180 |
| Low |
113-175 |
113-215 |
0-040 |
0.1% |
113-100 |
| Close |
113-250 |
114-045 |
0-115 |
0.3% |
113-215 |
| Range |
0-120 |
0-180 |
0-060 |
50.0% |
1-080 |
| ATR |
0-203 |
0-202 |
-0-002 |
-0.8% |
0-000 |
| Volume |
99,819 |
202,814 |
102,995 |
103.2% |
246,366 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-225 |
115-155 |
114-144 |
|
| R3 |
115-045 |
114-295 |
114-094 |
|
| R2 |
114-185 |
114-185 |
114-078 |
|
| R1 |
114-115 |
114-115 |
114-062 |
114-150 |
| PP |
114-005 |
114-005 |
114-005 |
114-022 |
| S1 |
113-255 |
113-255 |
114-028 |
113-290 |
| S2 |
113-145 |
113-145 |
114-012 |
|
| S3 |
112-285 |
113-075 |
113-316 |
|
| S4 |
112-105 |
112-215 |
113-266 |
|
|
| 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% |
65% |
False |
False |
101,343 |
| 10 |
114-180 |
113-000 |
1-180 |
1.4% |
0-193 |
0.5% |
73% |
False |
False |
60,887 |
| 20 |
115-190 |
111-010 |
4-180 |
4.0% |
0-216 |
0.6% |
68% |
False |
False |
33,720 |
| 40 |
115-190 |
109-150 |
6-040 |
5.4% |
0-184 |
0.5% |
76% |
False |
False |
17,163 |
| 60 |
115-190 |
108-160 |
7-030 |
6.2% |
0-170 |
0.5% |
80% |
False |
False |
11,454 |
| 80 |
115-190 |
108-000 |
7-190 |
6.7% |
0-143 |
0.4% |
81% |
False |
False |
8,591 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-116 |
0.3% |
81% |
False |
False |
6,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-200 |
|
2.618 |
115-226 |
|
1.618 |
115-046 |
|
1.000 |
114-255 |
|
0.618 |
114-186 |
|
HIGH |
114-075 |
|
0.618 |
114-006 |
|
0.500 |
113-305 |
|
0.382 |
113-284 |
|
LOW |
113-215 |
|
0.618 |
113-104 |
|
1.000 |
113-035 |
|
1.618 |
112-244 |
|
2.618 |
112-064 |
|
4.250 |
111-090 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-025 |
114-014 |
| PP |
114-005 |
113-303 |
| S1 |
113-305 |
113-272 |
|