ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-245 |
114-310 |
0-065 |
0.2% |
113-170 |
| High |
115-130 |
115-040 |
-0-090 |
-0.2% |
115-130 |
| Low |
114-100 |
114-200 |
0-100 |
0.3% |
113-120 |
| Close |
115-005 |
115-015 |
0-010 |
0.0% |
115-005 |
| Range |
1-030 |
0-160 |
-0-190 |
-54.3% |
2-010 |
| ATR |
0-196 |
0-193 |
-0-003 |
-1.3% |
0-000 |
| Volume |
3,589,916 |
1,638,614 |
-1,951,302 |
-54.4% |
10,656,619 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-138 |
116-077 |
115-103 |
|
| R3 |
115-298 |
115-237 |
115-059 |
|
| R2 |
115-138 |
115-138 |
115-044 |
|
| R1 |
115-077 |
115-077 |
115-030 |
115-108 |
| PP |
114-298 |
114-298 |
114-298 |
114-314 |
| S1 |
114-237 |
114-237 |
115-000 |
114-268 |
| S2 |
114-138 |
114-138 |
114-306 |
|
| S3 |
113-298 |
114-077 |
114-291 |
|
| S4 |
113-138 |
113-237 |
114-247 |
|
|
| 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% |
0-225 |
0.6% |
82% |
False |
False |
2,459,046 |
| 10 |
115-130 |
113-120 |
2-010 |
1.8% |
0-178 |
0.5% |
82% |
False |
False |
2,736,318 |
| 20 |
115-130 |
113-100 |
2-030 |
1.8% |
0-181 |
0.5% |
83% |
False |
False |
1,584,053 |
| 40 |
115-190 |
111-000 |
4-190 |
4.0% |
0-187 |
0.5% |
88% |
False |
False |
795,331 |
| 60 |
115-190 |
109-150 |
6-040 |
5.3% |
0-178 |
0.5% |
91% |
False |
False |
530,316 |
| 80 |
115-190 |
108-160 |
7-030 |
6.2% |
0-164 |
0.4% |
92% |
False |
False |
397,742 |
| 100 |
115-190 |
108-000 |
7-190 |
6.6% |
0-139 |
0.4% |
93% |
False |
False |
318,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-080 |
|
2.618 |
116-139 |
|
1.618 |
115-299 |
|
1.000 |
115-200 |
|
0.618 |
115-139 |
|
HIGH |
115-040 |
|
0.618 |
114-299 |
|
0.500 |
114-280 |
|
0.382 |
114-261 |
|
LOW |
114-200 |
|
0.618 |
114-101 |
|
1.000 |
114-040 |
|
1.618 |
113-261 |
|
2.618 |
113-101 |
|
4.250 |
112-160 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-317 |
114-315 |
| PP |
114-298 |
114-295 |
| S1 |
114-280 |
114-275 |
|