ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-020 |
114-200 |
0-180 |
0.5% |
114-110 |
| High |
114-210 |
114-295 |
0-085 |
0.2% |
114-170 |
| Low |
114-005 |
114-160 |
0-155 |
0.4% |
113-140 |
| Close |
114-180 |
114-240 |
0-060 |
0.2% |
113-180 |
| Range |
0-205 |
0-135 |
-0-070 |
-34.1% |
1-030 |
| ATR |
0-188 |
0-184 |
-0-004 |
-2.0% |
0-000 |
| Volume |
2,262,354 |
2,283,584 |
21,230 |
0.9% |
15,067,953 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-317 |
115-253 |
114-314 |
|
| R3 |
115-182 |
115-118 |
114-277 |
|
| R2 |
115-047 |
115-047 |
114-265 |
|
| R1 |
114-303 |
114-303 |
114-252 |
115-015 |
| PP |
114-232 |
114-232 |
114-232 |
114-248 |
| S1 |
114-168 |
114-168 |
114-228 |
114-200 |
| S2 |
114-097 |
114-097 |
114-215 |
|
| S3 |
113-282 |
114-033 |
114-203 |
|
| S4 |
113-147 |
113-218 |
114-166 |
|
|
| 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 |
114-295 |
113-120 |
1-175 |
1.3% |
0-187 |
0.5% |
89% |
True |
False |
2,253,935 |
| 10 |
114-295 |
113-120 |
1-175 |
1.3% |
0-165 |
0.4% |
89% |
True |
False |
2,528,704 |
| 20 |
114-295 |
113-000 |
1-295 |
1.7% |
0-178 |
0.5% |
91% |
True |
False |
1,324,504 |
| 40 |
115-190 |
110-255 |
4-255 |
4.2% |
0-185 |
0.5% |
82% |
False |
False |
664,646 |
| 60 |
115-190 |
109-150 |
6-040 |
5.3% |
0-177 |
0.5% |
86% |
False |
False |
443,175 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-158 |
0.4% |
88% |
False |
False |
332,385 |
| 100 |
115-190 |
108-000 |
7-190 |
6.6% |
0-134 |
0.4% |
89% |
False |
False |
265,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-229 |
|
2.618 |
116-008 |
|
1.618 |
115-193 |
|
1.000 |
115-110 |
|
0.618 |
115-058 |
|
HIGH |
114-295 |
|
0.618 |
114-243 |
|
0.500 |
114-228 |
|
0.382 |
114-212 |
|
LOW |
114-160 |
|
0.618 |
114-077 |
|
1.000 |
114-025 |
|
1.618 |
113-262 |
|
2.618 |
113-127 |
|
4.250 |
112-226 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-236 |
114-176 |
| PP |
114-232 |
114-112 |
| S1 |
114-228 |
114-048 |
|