ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-220 |
114-285 |
0-065 |
0.2% |
115-130 |
| High |
114-290 |
114-295 |
0-005 |
0.0% |
115-215 |
| Low |
114-095 |
114-150 |
0-055 |
0.2% |
114-160 |
| Close |
114-270 |
114-175 |
-0-095 |
-0.3% |
114-270 |
| Range |
0-195 |
0-145 |
-0-050 |
-25.6% |
1-055 |
| ATR |
0-180 |
0-177 |
-0-002 |
-1.4% |
0-000 |
| Volume |
2,043,257 |
1,697,399 |
-345,858 |
-16.9% |
9,901,119 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-002 |
115-233 |
114-255 |
|
| R3 |
115-177 |
115-088 |
114-215 |
|
| R2 |
115-032 |
115-032 |
114-202 |
|
| R1 |
114-263 |
114-263 |
114-188 |
114-235 |
| PP |
114-207 |
114-207 |
114-207 |
114-192 |
| S1 |
114-118 |
114-118 |
114-162 |
114-090 |
| S2 |
114-062 |
114-062 |
114-148 |
|
| S3 |
113-237 |
113-293 |
114-135 |
|
| S4 |
113-092 |
113-148 |
114-095 |
|
|
| 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 |
115-025 |
114-095 |
0-250 |
0.7% |
0-165 |
0.5% |
32% |
False |
False |
1,955,454 |
| 10 |
115-215 |
114-095 |
1-120 |
1.2% |
0-158 |
0.4% |
18% |
False |
False |
1,942,419 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-176 |
0.5% |
50% |
False |
False |
2,140,664 |
| 40 |
115-235 |
111-300 |
3-255 |
3.3% |
0-199 |
0.5% |
69% |
False |
False |
1,398,049 |
| 60 |
115-235 |
109-200 |
6-035 |
5.3% |
0-181 |
0.5% |
81% |
False |
False |
932,402 |
| 80 |
115-235 |
109-150 |
6-085 |
5.5% |
0-176 |
0.5% |
81% |
False |
False |
699,323 |
| 100 |
115-235 |
108-160 |
7-075 |
6.3% |
0-155 |
0.4% |
84% |
False |
False |
559,459 |
| 120 |
115-235 |
108-000 |
7-235 |
6.8% |
0-132 |
0.4% |
85% |
False |
False |
466,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-271 |
|
2.618 |
116-035 |
|
1.618 |
115-210 |
|
1.000 |
115-120 |
|
0.618 |
115-065 |
|
HIGH |
114-295 |
|
0.618 |
114-240 |
|
0.500 |
114-222 |
|
0.382 |
114-205 |
|
LOW |
114-150 |
|
0.618 |
114-060 |
|
1.000 |
114-005 |
|
1.618 |
113-235 |
|
2.618 |
113-090 |
|
4.250 |
112-174 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-222 |
114-195 |
| PP |
114-207 |
114-188 |
| S1 |
114-191 |
114-182 |
|