ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
114-030 |
113-295 |
-0-055 |
-0.2% |
114-110 |
| High |
114-070 |
113-305 |
-0-085 |
-0.2% |
114-170 |
| Low |
113-235 |
113-140 |
-0-095 |
-0.3% |
113-140 |
| Close |
113-280 |
113-180 |
-0-100 |
-0.3% |
113-180 |
| Range |
0-155 |
0-165 |
0-010 |
6.5% |
1-030 |
| ATR |
0-180 |
0-179 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,732,557 |
2,470,419 |
737,862 |
42.6% |
15,067,953 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-063 |
114-287 |
113-271 |
|
| R3 |
114-218 |
114-122 |
113-225 |
|
| R2 |
114-053 |
114-053 |
113-210 |
|
| R1 |
113-277 |
113-277 |
113-195 |
113-242 |
| PP |
113-208 |
113-208 |
113-208 |
113-191 |
| S1 |
113-112 |
113-112 |
113-165 |
113-078 |
| S2 |
113-043 |
113-043 |
113-150 |
|
| S3 |
112-198 |
112-267 |
113-135 |
|
| S4 |
112-033 |
112-102 |
113-089 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-040 |
116-140 |
114-052 |
|
| R3 |
116-010 |
115-110 |
113-276 |
|
| R2 |
114-300 |
114-300 |
113-244 |
|
| R1 |
114-080 |
114-080 |
113-212 |
114-015 |
| PP |
113-270 |
113-270 |
113-270 |
113-238 |
| S1 |
113-050 |
113-050 |
113-148 |
112-305 |
| S2 |
112-240 |
112-240 |
113-116 |
|
| S3 |
111-210 |
112-020 |
113-084 |
|
| S4 |
110-180 |
110-310 |
112-308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-170 |
113-140 |
1-030 |
1.0% |
0-130 |
0.4% |
11% |
False |
True |
3,013,590 |
| 10 |
114-195 |
113-140 |
1-055 |
1.0% |
0-152 |
0.4% |
11% |
False |
True |
1,913,948 |
| 20 |
115-190 |
113-000 |
2-190 |
2.3% |
0-192 |
0.5% |
22% |
False |
False |
973,631 |
| 40 |
115-190 |
110-195 |
4-315 |
4.4% |
0-176 |
0.5% |
59% |
False |
False |
488,030 |
| 60 |
115-190 |
109-150 |
6-040 |
5.4% |
0-175 |
0.5% |
67% |
False |
False |
325,400 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-150 |
0.4% |
71% |
False |
False |
244,051 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-127 |
0.4% |
73% |
False |
False |
195,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-046 |
|
2.618 |
115-097 |
|
1.618 |
114-252 |
|
1.000 |
114-150 |
|
0.618 |
114-087 |
|
HIGH |
113-305 |
|
0.618 |
113-242 |
|
0.500 |
113-222 |
|
0.382 |
113-203 |
|
LOW |
113-140 |
|
0.618 |
113-038 |
|
1.000 |
112-295 |
|
1.618 |
112-193 |
|
2.618 |
112-028 |
|
4.250 |
111-079 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-222 |
113-275 |
| PP |
113-208 |
113-243 |
| S1 |
113-194 |
113-212 |
|