ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
115-130 |
115-180 |
0-050 |
0.1% |
114-310 |
| High |
115-195 |
115-215 |
0-020 |
0.1% |
115-235 |
| Low |
115-095 |
115-080 |
-0-015 |
0.0% |
114-200 |
| Close |
115-180 |
115-120 |
-0-060 |
-0.2% |
115-135 |
| Range |
0-100 |
0-135 |
0-035 |
35.0% |
1-035 |
| ATR |
0-183 |
0-180 |
-0-003 |
-1.9% |
0-000 |
| Volume |
1,484,483 |
1,801,966 |
317,483 |
21.4% |
10,288,450 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-223 |
116-147 |
115-194 |
|
| R3 |
116-088 |
116-012 |
115-157 |
|
| R2 |
115-273 |
115-273 |
115-145 |
|
| R1 |
115-197 |
115-197 |
115-132 |
115-168 |
| PP |
115-138 |
115-138 |
115-138 |
115-124 |
| S1 |
115-062 |
115-062 |
115-108 |
115-032 |
| S2 |
115-003 |
115-003 |
115-095 |
|
| S3 |
114-188 |
114-247 |
115-083 |
|
| S4 |
114-053 |
114-112 |
115-046 |
|
|
| 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 |
114-315 |
0-240 |
0.7% |
0-149 |
0.4% |
52% |
False |
False |
2,000,978 |
| 10 |
115-235 |
114-005 |
1-230 |
1.5% |
0-180 |
0.5% |
79% |
False |
False |
2,171,075 |
| 20 |
115-235 |
113-120 |
2-115 |
2.0% |
0-174 |
0.5% |
85% |
False |
False |
2,163,558 |
| 40 |
115-235 |
111-010 |
4-225 |
4.1% |
0-192 |
0.5% |
92% |
False |
False |
1,093,616 |
| 60 |
115-235 |
109-150 |
6-085 |
5.4% |
0-179 |
0.5% |
94% |
False |
False |
729,250 |
| 80 |
115-235 |
108-160 |
7-075 |
6.3% |
0-169 |
0.5% |
95% |
False |
False |
546,945 |
| 100 |
115-235 |
108-000 |
7-235 |
6.7% |
0-148 |
0.4% |
95% |
False |
False |
437,556 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-124 |
0.3% |
95% |
False |
False |
364,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-149 |
|
2.618 |
116-248 |
|
1.618 |
116-113 |
|
1.000 |
116-030 |
|
0.618 |
115-298 |
|
HIGH |
115-215 |
|
0.618 |
115-163 |
|
0.500 |
115-148 |
|
0.382 |
115-132 |
|
LOW |
115-080 |
|
0.618 |
114-317 |
|
1.000 |
114-265 |
|
1.618 |
114-182 |
|
2.618 |
114-047 |
|
4.250 |
113-146 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-148 |
115-142 |
| PP |
115-138 |
115-135 |
| S1 |
115-129 |
115-128 |
|