ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-200 |
114-245 |
0-045 |
0.1% |
113-170 |
| High |
114-295 |
115-130 |
0-155 |
0.4% |
115-130 |
| Low |
114-160 |
114-100 |
-0-060 |
-0.2% |
113-120 |
| Close |
114-240 |
115-005 |
0-085 |
0.2% |
115-005 |
| Range |
0-135 |
1-030 |
0-215 |
159.3% |
2-010 |
| ATR |
0-184 |
0-196 |
0-012 |
6.4% |
0-000 |
| Volume |
2,283,584 |
3,589,916 |
1,306,332 |
57.2% |
10,656,619 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-062 |
117-223 |
115-198 |
|
| R3 |
117-032 |
116-193 |
115-101 |
|
| R2 |
116-002 |
116-002 |
115-069 |
|
| R1 |
115-163 |
115-163 |
115-037 |
115-242 |
| PP |
114-292 |
114-292 |
114-292 |
115-011 |
| S1 |
114-133 |
114-133 |
114-293 |
114-212 |
| S2 |
113-262 |
113-262 |
114-261 |
|
| S3 |
112-232 |
113-103 |
114-229 |
|
| S4 |
111-202 |
112-073 |
114-132 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-222 |
119-283 |
116-042 |
|
| R3 |
118-212 |
117-273 |
115-184 |
|
| R2 |
116-202 |
116-202 |
115-124 |
|
| R1 |
115-263 |
115-263 |
115-065 |
116-072 |
| PP |
114-192 |
114-192 |
114-192 |
114-256 |
| S1 |
113-253 |
113-253 |
114-265 |
114-062 |
| S2 |
112-182 |
112-182 |
114-206 |
|
| S3 |
110-172 |
111-243 |
114-146 |
|
| S4 |
108-162 |
109-233 |
113-288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-130 |
113-120 |
2-010 |
1.8% |
0-226 |
0.6% |
81% |
True |
False |
2,625,407 |
| 10 |
115-130 |
113-120 |
2-010 |
1.8% |
0-179 |
0.5% |
81% |
True |
False |
2,730,089 |
| 20 |
115-130 |
113-060 |
2-070 |
1.9% |
0-180 |
0.5% |
82% |
True |
False |
1,502,989 |
| 40 |
115-190 |
111-000 |
4-190 |
4.0% |
0-186 |
0.5% |
87% |
False |
False |
754,370 |
| 60 |
115-190 |
109-150 |
6-040 |
5.3% |
0-181 |
0.5% |
91% |
False |
False |
503,007 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-162 |
0.4% |
92% |
False |
False |
377,259 |
| 100 |
115-190 |
108-000 |
7-190 |
6.6% |
0-137 |
0.4% |
92% |
False |
False |
301,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-018 |
|
2.618 |
118-086 |
|
1.618 |
117-056 |
|
1.000 |
116-160 |
|
0.618 |
116-026 |
|
HIGH |
115-130 |
|
0.618 |
114-316 |
|
0.500 |
114-275 |
|
0.382 |
114-234 |
|
LOW |
114-100 |
|
0.618 |
113-204 |
|
1.000 |
113-070 |
|
1.618 |
112-174 |
|
2.618 |
111-144 |
|
4.250 |
109-212 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-308 |
114-292 |
| PP |
114-292 |
114-260 |
| S1 |
114-275 |
114-228 |
|