ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
113-170 |
114-020 |
0-170 |
0.5% |
114-110 |
| High |
114-075 |
114-210 |
0-135 |
0.4% |
114-170 |
| Low |
113-120 |
114-005 |
0-205 |
0.6% |
113-140 |
| Close |
114-000 |
114-180 |
0-180 |
0.5% |
113-180 |
| Range |
0-275 |
0-205 |
-0-070 |
-25.5% |
1-030 |
| ATR |
0-186 |
0-188 |
0-002 |
0.9% |
0-000 |
| Volume |
2,520,765 |
2,262,354 |
-258,411 |
-10.3% |
15,067,953 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-107 |
116-028 |
114-293 |
|
| R3 |
115-222 |
115-143 |
114-236 |
|
| R2 |
115-017 |
115-017 |
114-218 |
|
| R1 |
114-258 |
114-258 |
114-199 |
114-298 |
| PP |
114-132 |
114-132 |
114-132 |
114-151 |
| S1 |
114-053 |
114-053 |
114-161 |
114-092 |
| S2 |
113-247 |
113-247 |
114-142 |
|
| S3 |
113-042 |
113-168 |
114-124 |
|
| S4 |
112-157 |
112-283 |
114-067 |
|
|
| 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 |
114-210 |
113-120 |
1-090 |
1.1% |
0-176 |
0.5% |
93% |
True |
False |
2,234,919 |
| 10 |
114-210 |
113-120 |
1-090 |
1.1% |
0-170 |
0.5% |
93% |
True |
False |
2,361,996 |
| 20 |
114-210 |
113-000 |
1-210 |
1.4% |
0-182 |
0.5% |
94% |
True |
False |
1,211,442 |
| 40 |
115-190 |
110-230 |
4-280 |
4.3% |
0-184 |
0.5% |
79% |
False |
False |
607,583 |
| 60 |
115-190 |
109-150 |
6-040 |
5.3% |
0-176 |
0.5% |
83% |
False |
False |
405,116 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-156 |
0.4% |
85% |
False |
False |
303,840 |
| 100 |
115-190 |
108-000 |
7-190 |
6.6% |
0-132 |
0.4% |
86% |
False |
False |
243,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-121 |
|
2.618 |
116-107 |
|
1.618 |
115-222 |
|
1.000 |
115-095 |
|
0.618 |
115-017 |
|
HIGH |
114-210 |
|
0.618 |
114-132 |
|
0.500 |
114-108 |
|
0.382 |
114-083 |
|
LOW |
114-005 |
|
0.618 |
113-198 |
|
1.000 |
113-120 |
|
1.618 |
112-313 |
|
2.618 |
112-108 |
|
4.250 |
111-094 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-156 |
114-122 |
| PP |
114-132 |
114-063 |
| S1 |
114-108 |
114-005 |
|