ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
115-145 |
115-105 |
-0-040 |
-0.1% |
113-170 |
| High |
115-235 |
115-175 |
-0-060 |
-0.2% |
115-130 |
| Low |
115-020 |
114-315 |
-0-025 |
-0.1% |
113-120 |
| Close |
115-105 |
115-060 |
-0-045 |
-0.1% |
115-005 |
| Range |
0-215 |
0-180 |
-0-035 |
-16.3% |
2-010 |
| ATR |
0-196 |
0-195 |
-0-001 |
-0.6% |
0-000 |
| Volume |
2,770,983 |
2,304,848 |
-466,135 |
-16.8% |
10,656,619 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-297 |
116-198 |
115-159 |
|
| R3 |
116-117 |
116-018 |
115-110 |
|
| R2 |
115-257 |
115-257 |
115-093 |
|
| R1 |
115-158 |
115-158 |
115-076 |
115-118 |
| PP |
115-077 |
115-077 |
115-077 |
115-056 |
| S1 |
114-298 |
114-298 |
115-044 |
114-258 |
| S2 |
114-217 |
114-217 |
115-027 |
|
| S3 |
114-037 |
114-118 |
115-010 |
|
| S4 |
113-177 |
113-258 |
114-281 |
|
|
| 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% |
0-223 |
0.6% |
62% |
False |
False |
2,447,150 |
| 10 |
115-235 |
113-120 |
2-115 |
2.0% |
0-205 |
0.6% |
77% |
False |
False |
2,350,543 |
| 20 |
115-235 |
113-115 |
2-120 |
2.1% |
0-185 |
0.5% |
77% |
False |
False |
1,929,243 |
| 40 |
115-235 |
111-000 |
4-235 |
4.1% |
0-192 |
0.5% |
88% |
False |
False |
970,416 |
| 60 |
115-235 |
109-150 |
6-085 |
5.4% |
0-180 |
0.5% |
91% |
False |
False |
647,102 |
| 80 |
115-235 |
108-160 |
7-075 |
6.3% |
0-167 |
0.5% |
92% |
False |
False |
485,332 |
| 100 |
115-235 |
108-000 |
7-235 |
6.7% |
0-145 |
0.4% |
93% |
False |
False |
388,266 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-122 |
0.3% |
93% |
False |
False |
323,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-300 |
|
2.618 |
117-006 |
|
1.618 |
116-146 |
|
1.000 |
116-035 |
|
0.618 |
115-286 |
|
HIGH |
115-175 |
|
0.618 |
115-106 |
|
0.500 |
115-085 |
|
0.382 |
115-064 |
|
LOW |
114-315 |
|
0.618 |
114-204 |
|
1.000 |
114-135 |
|
1.618 |
114-024 |
|
2.618 |
113-164 |
|
4.250 |
112-190 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-085 |
115-095 |
| PP |
115-077 |
115-083 |
| S1 |
115-068 |
115-072 |
|