ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
113-295 |
114-110 |
0-135 |
0.4% |
113-205 |
| High |
114-130 |
114-170 |
0-040 |
0.1% |
114-195 |
| Low |
113-275 |
114-045 |
0-090 |
0.2% |
113-175 |
| Close |
114-095 |
114-060 |
-0-035 |
-0.1% |
114-095 |
| Range |
0-175 |
0-125 |
-0-050 |
-28.6% |
1-020 |
| ATR |
0-201 |
0-195 |
-0-005 |
-2.7% |
0-000 |
| Volume |
1,576,325 |
2,993,301 |
1,416,976 |
89.9% |
4,071,527 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-147 |
115-068 |
114-129 |
|
| R3 |
115-022 |
114-263 |
114-094 |
|
| R2 |
114-217 |
114-217 |
114-083 |
|
| R1 |
114-138 |
114-138 |
114-071 |
114-115 |
| PP |
114-092 |
114-092 |
114-092 |
114-080 |
| S1 |
114-013 |
114-013 |
114-049 |
113-310 |
| S2 |
113-287 |
113-287 |
114-037 |
|
| S3 |
113-162 |
113-208 |
114-026 |
|
| S4 |
113-037 |
113-083 |
113-311 |
|
|
| 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 |
113-215 |
0-300 |
0.8% |
0-175 |
0.5% |
55% |
False |
False |
1,393,001 |
| 10 |
114-195 |
113-115 |
1-080 |
1.1% |
0-180 |
0.5% |
66% |
False |
False |
729,358 |
| 20 |
115-190 |
111-225 |
3-285 |
3.4% |
0-222 |
0.6% |
64% |
False |
False |
371,409 |
| 40 |
115-190 |
109-150 |
6-040 |
5.4% |
0-185 |
0.5% |
77% |
False |
False |
186,196 |
| 60 |
115-190 |
108-300 |
6-210 |
5.8% |
0-176 |
0.5% |
79% |
False |
False |
124,157 |
| 80 |
115-190 |
108-000 |
7-190 |
6.7% |
0-152 |
0.4% |
81% |
False |
False |
93,118 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-122 |
0.3% |
81% |
False |
False |
74,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-061 |
|
2.618 |
115-177 |
|
1.618 |
115-052 |
|
1.000 |
114-295 |
|
0.618 |
114-247 |
|
HIGH |
114-170 |
|
0.618 |
114-122 |
|
0.500 |
114-108 |
|
0.382 |
114-093 |
|
LOW |
114-045 |
|
0.618 |
113-288 |
|
1.000 |
113-240 |
|
1.618 |
113-163 |
|
2.618 |
113-038 |
|
4.250 |
112-154 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-108 |
114-056 |
| PP |
114-092 |
114-052 |
| S1 |
114-076 |
114-048 |
|