ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
115-015 |
0-025 |
0.1% |
113-170 |
| High |
115-040 |
115-165 |
0-125 |
0.3% |
115-130 |
| Low |
114-200 |
114-275 |
0-075 |
0.2% |
113-120 |
| Close |
115-015 |
115-145 |
0-130 |
0.4% |
115-005 |
| Range |
0-160 |
0-210 |
0-050 |
31.3% |
2-010 |
| ATR |
0-193 |
0-195 |
0-001 |
0.6% |
0-000 |
| Volume |
1,638,614 |
1,931,391 |
292,777 |
17.9% |
10,656,619 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-078 |
117-002 |
115-260 |
|
| R3 |
116-188 |
116-112 |
115-203 |
|
| R2 |
115-298 |
115-298 |
115-184 |
|
| R1 |
115-222 |
115-222 |
115-164 |
115-260 |
| PP |
115-088 |
115-088 |
115-088 |
115-108 |
| S1 |
115-012 |
115-012 |
115-126 |
115-050 |
| S2 |
114-198 |
114-198 |
115-106 |
|
| S3 |
113-308 |
114-122 |
115-087 |
|
| S4 |
113-098 |
113-232 |
115-030 |
|
|
| 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 |
115-165 |
114-005 |
1-160 |
1.3% |
0-212 |
0.6% |
96% |
True |
False |
2,341,171 |
| 10 |
115-165 |
113-120 |
2-045 |
1.9% |
0-186 |
0.5% |
97% |
True |
False |
2,630,127 |
| 20 |
115-165 |
113-115 |
2-050 |
1.9% |
0-183 |
0.5% |
97% |
True |
False |
1,679,743 |
| 40 |
115-190 |
111-000 |
4-190 |
4.0% |
0-189 |
0.5% |
97% |
False |
False |
843,591 |
| 60 |
115-190 |
109-150 |
6-040 |
5.3% |
0-179 |
0.5% |
98% |
False |
False |
562,506 |
| 80 |
115-190 |
108-160 |
7-030 |
6.1% |
0-165 |
0.4% |
98% |
False |
False |
421,884 |
| 100 |
115-190 |
108-000 |
7-190 |
6.6% |
0-141 |
0.4% |
98% |
False |
False |
337,507 |
| 120 |
115-190 |
108-000 |
7-190 |
6.6% |
0-118 |
0.3% |
98% |
False |
False |
281,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-098 |
|
2.618 |
117-075 |
|
1.618 |
116-185 |
|
1.000 |
116-055 |
|
0.618 |
115-295 |
|
HIGH |
115-165 |
|
0.618 |
115-085 |
|
0.500 |
115-060 |
|
0.382 |
115-035 |
|
LOW |
114-275 |
|
0.618 |
114-145 |
|
1.000 |
114-065 |
|
1.618 |
113-255 |
|
2.618 |
113-045 |
|
4.250 |
112-022 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-117 |
115-088 |
| PP |
115-088 |
115-030 |
| S1 |
115-060 |
114-292 |
|