ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
114-050 |
114-030 |
-0-020 |
-0.1% |
113-205 |
| High |
114-090 |
114-070 |
-0-020 |
-0.1% |
114-195 |
| Low |
114-010 |
113-235 |
-0-095 |
-0.3% |
113-175 |
| Close |
114-025 |
113-280 |
-0-065 |
-0.2% |
114-095 |
| Range |
0-080 |
0-155 |
0-075 |
93.8% |
1-020 |
| ATR |
0-182 |
0-180 |
-0-002 |
-1.1% |
0-000 |
| Volume |
2,188,500 |
1,732,557 |
-455,943 |
-20.8% |
4,071,527 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-127 |
115-038 |
114-045 |
|
| R3 |
114-292 |
114-203 |
114-003 |
|
| R2 |
114-137 |
114-137 |
113-308 |
|
| R1 |
114-048 |
114-048 |
113-294 |
114-015 |
| PP |
113-302 |
113-302 |
113-302 |
113-285 |
| S1 |
113-213 |
113-213 |
113-266 |
113-180 |
| S2 |
113-147 |
113-147 |
113-252 |
|
| S3 |
112-312 |
113-058 |
113-237 |
|
| S4 |
112-157 |
112-223 |
113-195 |
|
|
| 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 |
113-235 |
0-255 |
0.7% |
0-132 |
0.4% |
18% |
False |
True |
2,834,771 |
| 10 |
114-195 |
113-150 |
1-045 |
1.0% |
0-150 |
0.4% |
36% |
False |
False |
1,671,502 |
| 20 |
115-190 |
113-000 |
2-190 |
2.3% |
0-208 |
0.6% |
34% |
False |
False |
850,749 |
| 40 |
115-190 |
110-000 |
5-190 |
4.9% |
0-180 |
0.5% |
69% |
False |
False |
426,286 |
| 60 |
115-190 |
109-150 |
6-040 |
5.4% |
0-175 |
0.5% |
72% |
False |
False |
284,227 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-150 |
0.4% |
76% |
False |
False |
213,171 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-126 |
0.3% |
77% |
False |
False |
170,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-089 |
|
2.618 |
115-156 |
|
1.618 |
115-001 |
|
1.000 |
114-225 |
|
0.618 |
114-166 |
|
HIGH |
114-070 |
|
0.618 |
114-011 |
|
0.500 |
113-312 |
|
0.382 |
113-294 |
|
LOW |
113-235 |
|
0.618 |
113-139 |
|
1.000 |
113-080 |
|
1.618 |
112-304 |
|
2.618 |
112-149 |
|
4.250 |
111-216 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-312 |
114-002 |
| PP |
113-302 |
113-308 |
| S1 |
113-291 |
113-294 |
|