ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
113-255 |
114-070 |
0-135 |
0.4% |
113-170 |
| High |
114-075 |
114-195 |
0-120 |
0.3% |
114-180 |
| Low |
113-215 |
114-010 |
0-115 |
0.3% |
113-100 |
| Close |
114-045 |
114-155 |
0-110 |
0.3% |
113-215 |
| Range |
0-180 |
0-185 |
0-005 |
2.8% |
1-080 |
| ATR |
0-202 |
0-201 |
-0-001 |
-0.6% |
0-000 |
| Volume |
202,814 |
616,510 |
413,696 |
204.0% |
246,366 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-035 |
115-280 |
114-257 |
|
| R3 |
115-170 |
115-095 |
114-206 |
|
| R2 |
114-305 |
114-305 |
114-189 |
|
| R1 |
114-230 |
114-230 |
114-172 |
114-268 |
| PP |
114-120 |
114-120 |
114-120 |
114-139 |
| S1 |
114-045 |
114-045 |
114-138 |
114-082 |
| S2 |
113-255 |
113-255 |
114-121 |
|
| S3 |
113-070 |
113-180 |
114-104 |
|
| S4 |
112-205 |
112-315 |
114-053 |
|
|
| 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 |
114-195 |
113-115 |
1-080 |
1.1% |
0-186 |
0.5% |
90% |
True |
False |
212,417 |
| 10 |
114-195 |
113-000 |
1-195 |
1.4% |
0-190 |
0.5% |
92% |
True |
False |
120,304 |
| 20 |
115-190 |
111-015 |
4-175 |
4.0% |
0-218 |
0.6% |
76% |
False |
False |
64,427 |
| 40 |
115-190 |
109-150 |
6-040 |
5.4% |
0-186 |
0.5% |
82% |
False |
False |
32,570 |
| 60 |
115-190 |
108-160 |
7-030 |
6.2% |
0-172 |
0.5% |
84% |
False |
False |
21,729 |
| 80 |
115-190 |
108-000 |
7-190 |
6.6% |
0-146 |
0.4% |
85% |
False |
False |
16,297 |
| 100 |
115-190 |
108-000 |
7-190 |
6.6% |
0-118 |
0.3% |
85% |
False |
False |
13,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-021 |
|
2.618 |
116-039 |
|
1.618 |
115-174 |
|
1.000 |
115-060 |
|
0.618 |
114-309 |
|
HIGH |
114-195 |
|
0.618 |
114-124 |
|
0.500 |
114-102 |
|
0.382 |
114-081 |
|
LOW |
114-010 |
|
0.618 |
113-216 |
|
1.000 |
113-145 |
|
1.618 |
113-031 |
|
2.618 |
112-166 |
|
4.250 |
111-184 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-138 |
114-112 |
| PP |
114-120 |
114-068 |
| S1 |
114-102 |
114-025 |
|