ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
115-180 |
115-095 |
-0-085 |
-0.2% |
114-310 |
| High |
115-215 |
115-170 |
-0-045 |
-0.1% |
115-235 |
| Low |
115-080 |
114-270 |
-0-130 |
-0.4% |
114-200 |
| Close |
115-120 |
115-025 |
-0-095 |
-0.3% |
115-135 |
| Range |
0-135 |
0-220 |
0-085 |
63.0% |
1-035 |
| ATR |
0-180 |
0-183 |
0-003 |
1.6% |
0-000 |
| Volume |
1,801,966 |
2,413,012 |
611,046 |
33.9% |
10,288,450 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-068 |
116-267 |
115-146 |
|
| R3 |
116-168 |
116-047 |
115-086 |
|
| R2 |
115-268 |
115-268 |
115-065 |
|
| R1 |
115-147 |
115-147 |
115-045 |
115-098 |
| PP |
115-048 |
115-048 |
115-048 |
115-024 |
| S1 |
114-247 |
114-247 |
115-005 |
114-198 |
| S2 |
114-148 |
114-148 |
114-305 |
|
| S3 |
113-248 |
114-027 |
114-284 |
|
| S4 |
113-028 |
113-127 |
114-224 |
|
|
| 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 |
115-215 |
114-270 |
0-265 |
0.7% |
0-150 |
0.4% |
28% |
False |
True |
1,929,384 |
| 10 |
115-235 |
114-100 |
1-135 |
1.2% |
0-182 |
0.5% |
54% |
False |
False |
2,186,141 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-176 |
0.5% |
72% |
False |
False |
2,274,068 |
| 40 |
115-235 |
111-010 |
4-225 |
4.1% |
0-196 |
0.5% |
86% |
False |
False |
1,153,894 |
| 60 |
115-235 |
109-150 |
6-085 |
5.4% |
0-181 |
0.5% |
90% |
False |
False |
769,465 |
| 80 |
115-235 |
108-160 |
7-075 |
6.3% |
0-171 |
0.5% |
91% |
False |
False |
577,108 |
| 100 |
115-235 |
108-000 |
7-235 |
6.7% |
0-150 |
0.4% |
92% |
False |
False |
461,686 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-126 |
0.3% |
92% |
False |
False |
384,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-145 |
|
2.618 |
117-106 |
|
1.618 |
116-206 |
|
1.000 |
116-070 |
|
0.618 |
115-306 |
|
HIGH |
115-170 |
|
0.618 |
115-086 |
|
0.500 |
115-060 |
|
0.382 |
115-034 |
|
LOW |
114-270 |
|
0.618 |
114-134 |
|
1.000 |
114-050 |
|
1.618 |
113-234 |
|
2.618 |
113-014 |
|
4.250 |
111-295 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-060 |
115-082 |
| PP |
115-048 |
115-063 |
| S1 |
115-037 |
115-044 |
|