ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-100 |
0-030 |
0.1% |
113-170 |
| High |
114-195 |
114-135 |
-0-060 |
-0.2% |
114-180 |
| Low |
114-010 |
113-245 |
-0-085 |
-0.2% |
113-100 |
| Close |
114-155 |
113-280 |
-0-195 |
-0.5% |
113-215 |
| Range |
0-185 |
0-210 |
0-025 |
13.5% |
1-080 |
| ATR |
0-201 |
0-203 |
0-002 |
1.0% |
0-000 |
| Volume |
616,510 |
1,576,059 |
959,549 |
155.6% |
246,366 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-317 |
115-188 |
114-076 |
|
| R3 |
115-107 |
114-298 |
114-018 |
|
| R2 |
114-217 |
114-217 |
113-318 |
|
| R1 |
114-088 |
114-088 |
113-299 |
114-048 |
| PP |
114-007 |
114-007 |
114-007 |
113-306 |
| S1 |
113-198 |
113-198 |
113-261 |
113-158 |
| S2 |
113-117 |
113-117 |
113-242 |
|
| S3 |
112-227 |
112-308 |
113-222 |
|
| S4 |
112-017 |
112-098 |
113-164 |
|
|
| 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 |
113-150 |
1-045 |
1.0% |
0-168 |
0.5% |
36% |
False |
False |
508,233 |
| 10 |
114-195 |
113-060 |
1-135 |
1.2% |
0-182 |
0.5% |
48% |
False |
False |
275,888 |
| 20 |
115-190 |
111-060 |
4-130 |
3.9% |
0-218 |
0.6% |
61% |
False |
False |
143,172 |
| 40 |
115-190 |
109-150 |
6-040 |
5.4% |
0-188 |
0.5% |
72% |
False |
False |
71,970 |
| 60 |
115-190 |
108-160 |
7-030 |
6.2% |
0-174 |
0.5% |
76% |
False |
False |
47,997 |
| 80 |
115-190 |
108-000 |
7-190 |
6.7% |
0-148 |
0.4% |
77% |
False |
False |
35,998 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-120 |
0.3% |
77% |
False |
False |
28,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-068 |
|
2.618 |
116-045 |
|
1.618 |
115-155 |
|
1.000 |
115-025 |
|
0.618 |
114-265 |
|
HIGH |
114-135 |
|
0.618 |
114-055 |
|
0.500 |
114-030 |
|
0.382 |
114-005 |
|
LOW |
113-245 |
|
0.618 |
113-115 |
|
1.000 |
113-035 |
|
1.618 |
112-225 |
|
2.618 |
112-015 |
|
4.250 |
110-312 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-030 |
114-045 |
| PP |
114-007 |
114-017 |
| S1 |
113-303 |
113-308 |
|