ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
114-055 |
114-050 |
-0-005 |
0.0% |
113-205 |
| High |
114-075 |
114-090 |
0-015 |
0.0% |
114-195 |
| Low |
113-270 |
114-010 |
0-060 |
0.2% |
113-175 |
| Close |
114-030 |
114-025 |
-0-005 |
0.0% |
114-095 |
| Range |
0-125 |
0-080 |
-0-045 |
-36.0% |
1-020 |
| ATR |
0-190 |
0-182 |
-0-008 |
-4.1% |
0-000 |
| Volume |
5,683,176 |
2,188,500 |
-3,494,676 |
-61.5% |
4,071,527 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-282 |
114-233 |
114-069 |
|
| R3 |
114-202 |
114-153 |
114-047 |
|
| R2 |
114-122 |
114-122 |
114-040 |
|
| R1 |
114-073 |
114-073 |
114-032 |
114-058 |
| PP |
114-042 |
114-042 |
114-042 |
114-034 |
| S1 |
113-313 |
113-313 |
114-018 |
113-298 |
| S2 |
113-282 |
113-282 |
114-010 |
|
| S3 |
113-202 |
113-233 |
114-003 |
|
| S4 |
113-122 |
113-153 |
113-301 |
|
|
| 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 |
114-170 |
113-245 |
0-245 |
0.7% |
0-143 |
0.4% |
41% |
False |
False |
2,803,472 |
| 10 |
114-195 |
113-115 |
1-080 |
1.1% |
0-164 |
0.5% |
58% |
False |
False |
1,507,944 |
| 20 |
115-190 |
112-175 |
3-015 |
2.7% |
0-212 |
0.6% |
50% |
False |
False |
764,463 |
| 40 |
115-190 |
109-245 |
5-265 |
5.1% |
0-182 |
0.5% |
74% |
False |
False |
382,980 |
| 60 |
115-190 |
109-150 |
6-040 |
5.4% |
0-175 |
0.5% |
75% |
False |
False |
255,351 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-148 |
0.4% |
79% |
False |
False |
191,514 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-124 |
0.3% |
80% |
False |
False |
153,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-110 |
|
2.618 |
114-299 |
|
1.618 |
114-219 |
|
1.000 |
114-170 |
|
0.618 |
114-139 |
|
HIGH |
114-090 |
|
0.618 |
114-059 |
|
0.500 |
114-050 |
|
0.382 |
114-041 |
|
LOW |
114-010 |
|
0.618 |
113-281 |
|
1.000 |
113-250 |
|
1.618 |
113-201 |
|
2.618 |
113-121 |
|
4.250 |
112-310 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-050 |
114-060 |
| PP |
114-042 |
114-048 |
| S1 |
114-033 |
114-037 |
|