ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-285 |
114-165 |
-0-120 |
-0.3% |
115-130 |
| High |
114-295 |
114-240 |
-0-055 |
-0.1% |
115-215 |
| Low |
114-150 |
114-070 |
-0-080 |
-0.2% |
114-160 |
| Close |
114-175 |
114-130 |
-0-045 |
-0.1% |
114-270 |
| Range |
0-145 |
0-170 |
0-025 |
17.2% |
1-055 |
| ATR |
0-177 |
0-177 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,697,399 |
2,098,994 |
401,595 |
23.7% |
9,901,119 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-017 |
115-243 |
114-224 |
|
| R3 |
115-167 |
115-073 |
114-177 |
|
| R2 |
114-317 |
114-317 |
114-161 |
|
| R1 |
114-223 |
114-223 |
114-146 |
114-185 |
| PP |
114-147 |
114-147 |
114-147 |
114-128 |
| S1 |
114-053 |
114-053 |
114-114 |
114-015 |
| S2 |
113-297 |
113-297 |
114-099 |
|
| S3 |
113-127 |
113-203 |
114-083 |
|
| S4 |
112-277 |
113-033 |
114-036 |
|
|
| 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 |
115-000 |
114-070 |
0-250 |
0.7% |
0-162 |
0.4% |
24% |
False |
True |
1,911,750 |
| 10 |
115-215 |
114-070 |
1-145 |
1.3% |
0-156 |
0.4% |
13% |
False |
True |
1,921,834 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-181 |
0.5% |
44% |
False |
False |
2,136,188 |
| 40 |
115-235 |
112-175 |
3-060 |
2.8% |
0-196 |
0.5% |
58% |
False |
False |
1,450,326 |
| 60 |
115-235 |
109-245 |
5-310 |
5.2% |
0-182 |
0.5% |
78% |
False |
False |
967,382 |
| 80 |
115-235 |
109-150 |
6-085 |
5.5% |
0-176 |
0.5% |
79% |
False |
False |
725,560 |
| 100 |
115-235 |
108-160 |
7-075 |
6.3% |
0-155 |
0.4% |
82% |
False |
False |
580,449 |
| 120 |
115-235 |
108-000 |
7-235 |
6.8% |
0-134 |
0.4% |
83% |
False |
False |
483,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-002 |
|
2.618 |
116-045 |
|
1.618 |
115-195 |
|
1.000 |
115-090 |
|
0.618 |
115-025 |
|
HIGH |
114-240 |
|
0.618 |
114-175 |
|
0.500 |
114-155 |
|
0.382 |
114-135 |
|
LOW |
114-070 |
|
0.618 |
113-285 |
|
1.000 |
113-220 |
|
1.618 |
113-115 |
|
2.618 |
112-265 |
|
4.250 |
111-308 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-155 |
114-182 |
| PP |
114-147 |
114-165 |
| S1 |
114-138 |
114-148 |
|