ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-230 |
114-220 |
-0-010 |
0.0% |
115-130 |
| High |
114-265 |
114-290 |
0-025 |
0.1% |
115-215 |
| Low |
114-115 |
114-095 |
-0-020 |
-0.1% |
114-160 |
| Close |
114-245 |
114-270 |
0-025 |
0.1% |
114-270 |
| Range |
0-150 |
0-195 |
0-045 |
30.0% |
1-055 |
| ATR |
0-179 |
0-180 |
0-001 |
0.6% |
0-000 |
| Volume |
1,834,960 |
2,043,257 |
208,297 |
11.4% |
9,901,119 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-163 |
116-092 |
115-057 |
|
| R3 |
115-288 |
115-217 |
115-004 |
|
| R2 |
115-093 |
115-093 |
114-306 |
|
| R1 |
115-022 |
115-022 |
114-288 |
115-058 |
| PP |
114-218 |
114-218 |
114-218 |
114-236 |
| S1 |
114-147 |
114-147 |
114-252 |
114-182 |
| S2 |
114-023 |
114-023 |
114-234 |
|
| S3 |
113-148 |
113-272 |
114-216 |
|
| S4 |
112-273 |
113-077 |
114-163 |
|
|
| 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 |
115-170 |
114-095 |
1-075 |
1.1% |
0-180 |
0.5% |
44% |
False |
True |
2,098,577 |
| 10 |
115-235 |
114-095 |
1-140 |
1.3% |
0-164 |
0.4% |
38% |
False |
True |
2,049,778 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-175 |
0.5% |
62% |
False |
False |
2,339,952 |
| 40 |
115-235 |
111-225 |
4-010 |
3.5% |
0-198 |
0.5% |
78% |
False |
False |
1,355,681 |
| 60 |
115-235 |
109-150 |
6-085 |
5.5% |
0-182 |
0.5% |
86% |
False |
False |
904,114 |
| 80 |
115-235 |
108-300 |
6-255 |
5.9% |
0-176 |
0.5% |
87% |
False |
False |
678,106 |
| 100 |
115-235 |
108-000 |
7-235 |
6.7% |
0-157 |
0.4% |
88% |
False |
False |
542,485 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-131 |
0.4% |
88% |
False |
False |
452,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-159 |
|
2.618 |
116-161 |
|
1.618 |
115-286 |
|
1.000 |
115-165 |
|
0.618 |
115-091 |
|
HIGH |
114-290 |
|
0.618 |
114-216 |
|
0.500 |
114-192 |
|
0.382 |
114-169 |
|
LOW |
114-095 |
|
0.618 |
113-294 |
|
1.000 |
113-220 |
|
1.618 |
113-099 |
|
2.618 |
112-224 |
|
4.250 |
111-226 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-244 |
114-249 |
| PP |
114-218 |
114-228 |
| S1 |
114-192 |
114-208 |
|