ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
114-100 |
113-295 |
-0-125 |
-0.3% |
113-205 |
| High |
114-135 |
114-130 |
-0-005 |
0.0% |
114-195 |
| Low |
113-245 |
113-275 |
0-030 |
0.1% |
113-175 |
| Close |
113-280 |
114-095 |
0-135 |
0.4% |
114-095 |
| Range |
0-210 |
0-175 |
-0-035 |
-16.7% |
1-020 |
| ATR |
0-203 |
0-201 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,576,059 |
1,576,325 |
266 |
0.0% |
4,071,527 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-265 |
115-195 |
114-191 |
|
| R3 |
115-090 |
115-020 |
114-143 |
|
| R2 |
114-235 |
114-235 |
114-127 |
|
| R1 |
114-165 |
114-165 |
114-111 |
114-200 |
| PP |
114-060 |
114-060 |
114-060 |
114-078 |
| S1 |
113-310 |
113-310 |
114-079 |
114-025 |
| S2 |
113-205 |
113-205 |
114-063 |
|
| S3 |
113-030 |
113-135 |
114-047 |
|
| S4 |
112-175 |
112-280 |
113-319 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-108 |
116-282 |
114-282 |
|
| R3 |
116-088 |
115-262 |
114-188 |
|
| R2 |
115-068 |
115-068 |
114-157 |
|
| R1 |
114-242 |
114-242 |
114-126 |
114-315 |
| PP |
114-048 |
114-048 |
114-048 |
114-085 |
| S1 |
113-222 |
113-222 |
114-064 |
113-295 |
| S2 |
113-028 |
113-028 |
114-033 |
|
| S3 |
112-008 |
112-202 |
114-002 |
|
| S4 |
110-308 |
111-182 |
113-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-195 |
113-175 |
1-020 |
0.9% |
0-174 |
0.5% |
71% |
False |
False |
814,305 |
| 10 |
114-195 |
113-100 |
1-095 |
1.1% |
0-184 |
0.5% |
76% |
False |
False |
431,789 |
| 20 |
115-190 |
111-205 |
3-305 |
3.5% |
0-220 |
0.6% |
67% |
False |
False |
221,972 |
| 40 |
115-190 |
109-150 |
6-040 |
5.4% |
0-189 |
0.5% |
79% |
False |
False |
111,377 |
| 60 |
115-190 |
108-300 |
6-210 |
5.8% |
0-174 |
0.5% |
81% |
False |
False |
74,268 |
| 80 |
115-190 |
108-000 |
7-190 |
6.6% |
0-150 |
0.4% |
83% |
False |
False |
55,702 |
| 100 |
115-190 |
108-000 |
7-190 |
6.6% |
0-121 |
0.3% |
83% |
False |
False |
44,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-234 |
|
2.618 |
115-268 |
|
1.618 |
115-093 |
|
1.000 |
114-305 |
|
0.618 |
114-238 |
|
HIGH |
114-130 |
|
0.618 |
114-063 |
|
0.500 |
114-042 |
|
0.382 |
114-022 |
|
LOW |
113-275 |
|
0.618 |
113-167 |
|
1.000 |
113-100 |
|
1.618 |
112-312 |
|
2.618 |
112-137 |
|
4.250 |
111-171 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-078 |
114-083 |
| PP |
114-060 |
114-072 |
| S1 |
114-042 |
114-060 |
|