ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
114-290 |
-0-020 |
-0.1% |
115-130 |
| High |
115-025 |
115-000 |
-0-025 |
-0.1% |
115-215 |
| Low |
114-160 |
114-170 |
0-010 |
0.0% |
114-160 |
| Close |
114-235 |
114-270 |
0-035 |
0.1% |
114-270 |
| Range |
0-185 |
0-150 |
-0-035 |
-18.9% |
1-055 |
| ATR |
0-183 |
0-181 |
-0-002 |
-1.3% |
0-000 |
| Volume |
2,317,517 |
1,884,141 |
-433,376 |
-18.7% |
9,901,119 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-063 |
115-317 |
115-032 |
|
| R3 |
115-233 |
115-167 |
114-311 |
|
| R2 |
115-083 |
115-083 |
114-298 |
|
| R1 |
115-017 |
115-017 |
114-284 |
114-295 |
| PP |
114-253 |
114-253 |
114-253 |
114-232 |
| S1 |
114-187 |
114-187 |
114-256 |
114-145 |
| S2 |
114-103 |
114-103 |
114-242 |
|
| S3 |
113-273 |
114-037 |
114-229 |
|
| S4 |
113-123 |
113-207 |
114-188 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-167 |
117-273 |
115-156 |
|
| R3 |
117-112 |
116-218 |
115-053 |
|
| R2 |
116-057 |
116-057 |
115-019 |
|
| R1 |
115-163 |
115-163 |
114-304 |
115-082 |
| PP |
115-002 |
115-002 |
115-002 |
114-281 |
| S1 |
114-108 |
114-108 |
114-236 |
114-028 |
| S2 |
113-267 |
113-267 |
114-201 |
|
| S3 |
112-212 |
113-053 |
114-167 |
|
| S4 |
111-157 |
111-318 |
114-064 |
|
|
| 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% |
0-158 |
0.4% |
29% |
False |
False |
1,980,223 |
| 10 |
115-235 |
114-160 |
1-075 |
1.1% |
0-167 |
0.5% |
28% |
False |
False |
2,018,956 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-173 |
0.5% |
62% |
False |
False |
2,374,523 |
| 40 |
115-235 |
111-060 |
4-175 |
4.0% |
0-196 |
0.5% |
80% |
False |
False |
1,258,847 |
| 60 |
115-235 |
109-150 |
6-085 |
5.5% |
0-183 |
0.5% |
86% |
False |
False |
839,487 |
| 80 |
115-235 |
108-160 |
7-075 |
6.3% |
0-174 |
0.5% |
88% |
False |
False |
629,628 |
| 100 |
115-235 |
108-000 |
7-235 |
6.7% |
0-153 |
0.4% |
88% |
False |
False |
503,703 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-129 |
0.4% |
88% |
False |
False |
419,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-318 |
|
2.618 |
116-073 |
|
1.618 |
115-243 |
|
1.000 |
115-150 |
|
0.618 |
115-093 |
|
HIGH |
115-000 |
|
0.618 |
114-263 |
|
0.500 |
114-245 |
|
0.382 |
114-227 |
|
LOW |
114-170 |
|
0.618 |
114-077 |
|
1.000 |
114-020 |
|
1.618 |
113-247 |
|
2.618 |
113-097 |
|
4.250 |
112-172 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-262 |
115-005 |
| PP |
114-253 |
114-307 |
| S1 |
114-245 |
114-288 |
|