ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
113-295 |
113-170 |
-0-125 |
-0.3% |
114-110 |
| High |
113-305 |
114-075 |
0-090 |
0.2% |
114-170 |
| Low |
113-140 |
113-120 |
-0-020 |
-0.1% |
113-140 |
| Close |
113-180 |
114-000 |
0-140 |
0.4% |
113-180 |
| Range |
0-165 |
0-275 |
0-110 |
66.7% |
1-030 |
| ATR |
0-179 |
0-186 |
0-007 |
3.8% |
0-000 |
| Volume |
2,470,419 |
2,520,765 |
50,346 |
2.0% |
15,067,953 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-143 |
116-027 |
114-151 |
|
| R3 |
115-188 |
115-072 |
114-076 |
|
| R2 |
114-233 |
114-233 |
114-050 |
|
| R1 |
114-117 |
114-117 |
114-025 |
114-175 |
| PP |
113-278 |
113-278 |
113-278 |
113-308 |
| S1 |
113-162 |
113-162 |
113-295 |
113-220 |
| S2 |
113-003 |
113-003 |
113-270 |
|
| S3 |
112-048 |
112-207 |
113-244 |
|
| S4 |
111-093 |
111-252 |
113-169 |
|
|
| 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 |
114-090 |
113-120 |
0-290 |
0.8% |
0-160 |
0.4% |
69% |
False |
True |
2,919,083 |
| 10 |
114-195 |
113-120 |
1-075 |
1.1% |
0-168 |
0.5% |
51% |
False |
True |
2,156,042 |
| 20 |
114-195 |
113-000 |
1-195 |
1.4% |
0-184 |
0.5% |
62% |
False |
False |
1,098,971 |
| 40 |
115-190 |
110-195 |
4-315 |
4.4% |
0-181 |
0.5% |
68% |
False |
False |
551,044 |
| 60 |
115-190 |
109-150 |
6-040 |
5.4% |
0-178 |
0.5% |
74% |
False |
False |
367,412 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-153 |
0.4% |
78% |
False |
False |
275,561 |
| 100 |
115-190 |
108-000 |
7-190 |
6.7% |
0-130 |
0.4% |
79% |
False |
False |
220,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-284 |
|
2.618 |
116-155 |
|
1.618 |
115-200 |
|
1.000 |
115-030 |
|
0.618 |
114-245 |
|
HIGH |
114-075 |
|
0.618 |
113-290 |
|
0.500 |
113-258 |
|
0.382 |
113-225 |
|
LOW |
113-120 |
|
0.618 |
112-270 |
|
1.000 |
112-165 |
|
1.618 |
111-315 |
|
2.618 |
111-040 |
|
4.250 |
109-231 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-299 |
113-299 |
| PP |
113-278 |
113-278 |
| S1 |
113-258 |
113-258 |
|