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 |
|
|
|
| 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 |
|