ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
115-095 |
114-310 |
-0-105 |
-0.3% |
114-310 |
| High |
115-170 |
115-025 |
-0-145 |
-0.4% |
115-235 |
| Low |
114-270 |
114-160 |
-0-110 |
-0.3% |
114-200 |
| Close |
115-025 |
114-235 |
-0-110 |
-0.3% |
115-135 |
| Range |
0-220 |
0-185 |
-0-035 |
-15.9% |
1-035 |
| ATR |
0-183 |
0-183 |
0-000 |
0.1% |
0-000 |
| Volume |
2,413,012 |
2,317,517 |
-95,495 |
-4.0% |
10,288,450 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-162 |
116-063 |
115-017 |
|
| R3 |
115-297 |
115-198 |
114-286 |
|
| R2 |
115-112 |
115-112 |
114-269 |
|
| R1 |
115-013 |
115-013 |
114-252 |
114-290 |
| PP |
114-247 |
114-247 |
114-247 |
114-225 |
| S1 |
114-148 |
114-148 |
114-218 |
114-105 |
| S2 |
114-062 |
114-062 |
114-201 |
|
| S3 |
113-197 |
113-283 |
114-184 |
|
| S4 |
113-012 |
113-098 |
114-133 |
|
|
| 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 |
114-160 |
1-055 |
1.0% |
0-151 |
0.4% |
20% |
False |
True |
1,931,918 |
| 10 |
115-235 |
114-100 |
1-135 |
1.2% |
0-187 |
0.5% |
30% |
False |
False |
2,189,534 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-176 |
0.5% |
58% |
False |
False |
2,359,119 |
| 40 |
115-235 |
111-015 |
4-220 |
4.1% |
0-197 |
0.5% |
79% |
False |
False |
1,211,773 |
| 60 |
115-235 |
109-150 |
6-085 |
5.5% |
0-183 |
0.5% |
84% |
False |
False |
808,086 |
| 80 |
115-235 |
108-160 |
7-075 |
6.3% |
0-173 |
0.5% |
86% |
False |
False |
606,077 |
| 100 |
115-235 |
108-000 |
7-235 |
6.7% |
0-152 |
0.4% |
87% |
False |
False |
484,861 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-128 |
0.3% |
87% |
False |
False |
404,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-171 |
|
2.618 |
116-189 |
|
1.618 |
116-004 |
|
1.000 |
115-210 |
|
0.618 |
115-139 |
|
HIGH |
115-025 |
|
0.618 |
114-274 |
|
0.500 |
114-252 |
|
0.382 |
114-231 |
|
LOW |
114-160 |
|
0.618 |
114-046 |
|
1.000 |
113-295 |
|
1.618 |
113-181 |
|
2.618 |
112-316 |
|
4.250 |
112-014 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-252 |
115-028 |
| PP |
114-247 |
114-310 |
| S1 |
114-241 |
114-272 |
|