ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
115-070 |
115-130 |
0-060 |
0.2% |
114-310 |
| High |
115-185 |
115-195 |
0-010 |
0.0% |
115-235 |
| Low |
115-070 |
115-095 |
0-025 |
0.1% |
114-200 |
| Close |
115-135 |
115-180 |
0-045 |
0.1% |
115-135 |
| Range |
0-115 |
0-100 |
-0-015 |
-13.0% |
1-035 |
| ATR |
0-190 |
0-183 |
-0-006 |
-3.4% |
0-000 |
| Volume |
1,642,614 |
1,484,483 |
-158,131 |
-9.6% |
10,288,450 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-137 |
116-098 |
115-235 |
|
| R3 |
116-037 |
115-318 |
115-208 |
|
| R2 |
115-257 |
115-257 |
115-198 |
|
| R1 |
115-218 |
115-218 |
115-189 |
115-238 |
| PP |
115-157 |
115-157 |
115-157 |
115-166 |
| S1 |
115-118 |
115-118 |
115-171 |
115-138 |
| S2 |
115-057 |
115-057 |
115-162 |
|
| S3 |
114-277 |
115-018 |
115-152 |
|
| S4 |
114-177 |
114-238 |
115-125 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-188 |
118-037 |
116-010 |
|
| R3 |
117-153 |
117-002 |
115-233 |
|
| R2 |
116-118 |
116-118 |
115-200 |
|
| R1 |
115-287 |
115-287 |
115-168 |
116-042 |
| PP |
115-083 |
115-083 |
115-083 |
115-121 |
| S1 |
114-252 |
114-252 |
115-102 |
115-008 |
| S2 |
114-048 |
114-048 |
115-070 |
|
| S3 |
113-013 |
113-217 |
115-037 |
|
| S4 |
111-298 |
112-182 |
114-260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-235 |
114-275 |
0-280 |
0.8% |
0-164 |
0.4% |
80% |
False |
False |
2,026,863 |
| 10 |
115-235 |
113-120 |
2-115 |
2.0% |
0-194 |
0.5% |
93% |
False |
False |
2,242,955 |
| 20 |
115-235 |
113-120 |
2-115 |
2.0% |
0-173 |
0.5% |
93% |
False |
False |
2,078,451 |
| 40 |
115-235 |
111-000 |
4-235 |
4.1% |
0-192 |
0.5% |
96% |
False |
False |
1,048,581 |
| 60 |
115-235 |
109-150 |
6-085 |
5.4% |
0-179 |
0.5% |
97% |
False |
False |
699,220 |
| 80 |
115-235 |
108-160 |
7-075 |
6.3% |
0-168 |
0.5% |
98% |
False |
False |
524,420 |
| 100 |
115-235 |
108-000 |
7-235 |
6.7% |
0-146 |
0.4% |
98% |
False |
False |
419,537 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-123 |
0.3% |
98% |
False |
False |
349,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-300 |
|
2.618 |
116-137 |
|
1.618 |
116-037 |
|
1.000 |
115-295 |
|
0.618 |
115-257 |
|
HIGH |
115-195 |
|
0.618 |
115-157 |
|
0.500 |
115-145 |
|
0.382 |
115-133 |
|
LOW |
115-095 |
|
0.618 |
115-033 |
|
1.000 |
114-315 |
|
1.618 |
114-253 |
|
2.618 |
114-153 |
|
4.250 |
113-310 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-168 |
115-152 |
| PP |
115-157 |
115-123 |
| S1 |
115-145 |
115-095 |
|