ECBOT 10 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 115-015 115-145 0-130 0.4% 113-170
High 115-165 115-235 0-070 0.2% 115-130
Low 114-275 115-020 0-065 0.2% 113-120
Close 115-145 115-105 -0-040 -0.1% 115-005
Range 0-210 0-215 0-005 2.4% 2-010
ATR 0-195 0-196 0-001 0.7% 0-000
Volume 1,931,391 2,770,983 839,592 43.5% 10,656,619
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 117-125 117-010 115-223
R3 116-230 116-115 115-164
R2 116-015 116-015 115-144
R1 115-220 115-220 115-125 115-170
PP 115-120 115-120 115-120 115-095
S1 115-005 115-005 115-085 114-275
S2 114-225 114-225 115-066
S3 114-010 114-110 115-046
S4 113-115 113-215 114-307
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
5 115-235 114-100 1-135 1.2% 0-214 0.6% 71% True False 2,442,897
10 115-235 113-120 2-115 2.0% 0-195 0.5% 83% True False 2,338,908
20 115-235 113-115 2-120 2.1% 0-185 0.5% 83% True False 1,817,058
40 115-235 111-000 4-235 4.1% 0-191 0.5% 91% True False 912,819
60 115-235 109-150 6-085 5.4% 0-180 0.5% 94% True False 608,688
80 115-235 108-160 7-075 6.3% 0-166 0.4% 94% True False 456,521
100 115-235 108-000 7-235 6.7% 0-143 0.4% 95% True False 365,217
120 115-235 108-000 7-235 6.7% 0-120 0.3% 95% True False 304,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-189
2.618 117-158
1.618 116-263
1.000 116-130
0.618 116-048
HIGH 115-235
0.618 115-153
0.500 115-128
0.382 115-102
LOW 115-020
0.618 114-207
1.000 114-125
1.618 113-312
2.618 113-097
4.250 112-066
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 115-128 115-089
PP 115-120 115-073
S1 115-112 115-058

These figures are updated between 7pm and 10pm EST after a trading day.

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