ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
114-055 |
-0-055 |
-0.2% |
113-205 |
| High |
114-170 |
114-075 |
-0-095 |
-0.3% |
114-195 |
| Low |
114-045 |
113-270 |
-0-095 |
-0.3% |
113-175 |
| Close |
114-060 |
114-030 |
-0-030 |
-0.1% |
114-095 |
| Range |
0-125 |
0-125 |
0-000 |
0.0% |
1-020 |
| ATR |
0-195 |
0-190 |
-0-005 |
-2.6% |
0-000 |
| Volume |
2,993,301 |
5,683,176 |
2,689,875 |
89.9% |
4,071,527 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-073 |
115-017 |
114-099 |
|
| R3 |
114-268 |
114-212 |
114-064 |
|
| R2 |
114-143 |
114-143 |
114-053 |
|
| R1 |
114-087 |
114-087 |
114-041 |
114-052 |
| PP |
114-018 |
114-018 |
114-018 |
114-001 |
| S1 |
113-282 |
113-282 |
114-019 |
113-248 |
| S2 |
113-213 |
113-213 |
114-007 |
|
| S3 |
113-088 |
113-157 |
113-316 |
|
| S4 |
112-283 |
113-032 |
113-281 |
|
|
| 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 |
113-245 |
0-270 |
0.7% |
0-164 |
0.4% |
39% |
False |
False |
2,489,074 |
| 10 |
114-195 |
113-115 |
1-080 |
1.1% |
0-175 |
0.5% |
59% |
False |
False |
1,295,208 |
| 20 |
115-190 |
111-300 |
3-210 |
3.2% |
0-222 |
0.6% |
59% |
False |
False |
655,435 |
| 40 |
115-190 |
109-200 |
5-310 |
5.2% |
0-183 |
0.5% |
75% |
False |
False |
328,271 |
| 60 |
115-190 |
109-150 |
6-040 |
5.4% |
0-176 |
0.5% |
76% |
False |
False |
218,876 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-150 |
0.4% |
79% |
False |
False |
164,158 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-123 |
0.3% |
80% |
False |
False |
131,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-286 |
|
2.618 |
115-082 |
|
1.618 |
114-277 |
|
1.000 |
114-200 |
|
0.618 |
114-152 |
|
HIGH |
114-075 |
|
0.618 |
114-027 |
|
0.500 |
114-012 |
|
0.382 |
113-318 |
|
LOW |
113-270 |
|
0.618 |
113-193 |
|
1.000 |
113-145 |
|
1.618 |
113-068 |
|
2.618 |
112-263 |
|
4.250 |
112-059 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-024 |
114-060 |
| PP |
114-018 |
114-050 |
| S1 |
114-012 |
114-040 |
|