ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-290 |
114-230 |
-0-060 |
-0.2% |
115-130 |
| High |
115-000 |
114-265 |
-0-055 |
-0.1% |
115-215 |
| Low |
114-170 |
114-115 |
-0-055 |
-0.2% |
114-160 |
| Close |
114-270 |
114-245 |
-0-025 |
-0.1% |
114-270 |
| Range |
0-150 |
0-150 |
0-000 |
0.0% |
1-055 |
| ATR |
0-181 |
0-179 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,884,141 |
1,834,960 |
-49,181 |
-2.6% |
9,901,119 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-018 |
115-282 |
115-008 |
|
| R3 |
115-188 |
115-132 |
114-286 |
|
| R2 |
115-038 |
115-038 |
114-272 |
|
| R1 |
114-302 |
114-302 |
114-259 |
115-010 |
| PP |
114-208 |
114-208 |
114-208 |
114-222 |
| S1 |
114-152 |
114-152 |
114-231 |
114-180 |
| S2 |
114-058 |
114-058 |
114-218 |
|
| S3 |
113-228 |
114-002 |
114-204 |
|
| S4 |
113-078 |
113-172 |
114-162 |
|
|
| 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 |
114-115 |
1-100 |
1.1% |
0-168 |
0.5% |
31% |
False |
True |
2,050,319 |
| 10 |
115-235 |
114-115 |
1-120 |
1.2% |
0-166 |
0.5% |
30% |
False |
True |
2,038,591 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-172 |
0.5% |
59% |
False |
False |
2,387,455 |
| 40 |
115-235 |
111-205 |
4-030 |
3.6% |
0-196 |
0.5% |
76% |
False |
False |
1,304,713 |
| 60 |
115-235 |
109-150 |
6-085 |
5.5% |
0-183 |
0.5% |
85% |
False |
False |
870,070 |
| 80 |
115-235 |
108-300 |
6-255 |
5.9% |
0-174 |
0.5% |
86% |
False |
False |
652,565 |
| 100 |
115-235 |
108-000 |
7-235 |
6.7% |
0-155 |
0.4% |
87% |
False |
False |
522,052 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-129 |
0.4% |
87% |
False |
False |
435,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-262 |
|
2.618 |
116-018 |
|
1.618 |
115-188 |
|
1.000 |
115-095 |
|
0.618 |
115-038 |
|
HIGH |
114-265 |
|
0.618 |
114-208 |
|
0.500 |
114-190 |
|
0.382 |
114-172 |
|
LOW |
114-115 |
|
0.618 |
114-022 |
|
1.000 |
113-285 |
|
1.618 |
113-192 |
|
2.618 |
113-042 |
|
4.250 |
112-118 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-227 |
114-240 |
| PP |
114-208 |
114-235 |
| S1 |
114-190 |
114-230 |
|