ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-165 |
114-110 |
-0-055 |
-0.2% |
114-230 |
| High |
114-240 |
114-250 |
0-010 |
0.0% |
114-295 |
| Low |
114-070 |
114-080 |
0-010 |
0.0% |
114-070 |
| Close |
114-130 |
114-235 |
0-105 |
0.3% |
114-235 |
| Range |
0-170 |
0-170 |
0-000 |
0.0% |
0-225 |
| ATR |
0-177 |
0-176 |
0-000 |
-0.3% |
0-000 |
| Volume |
2,098,994 |
1,961,298 |
-137,696 |
-6.6% |
9,635,908 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-058 |
115-317 |
115-008 |
|
| R3 |
115-208 |
115-147 |
114-282 |
|
| R2 |
115-038 |
115-038 |
114-266 |
|
| R1 |
114-297 |
114-297 |
114-251 |
115-008 |
| PP |
114-188 |
114-188 |
114-188 |
114-204 |
| S1 |
114-127 |
114-127 |
114-219 |
114-158 |
| S2 |
114-018 |
114-018 |
114-204 |
|
| S3 |
113-168 |
113-277 |
114-188 |
|
| S4 |
112-318 |
113-107 |
114-142 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-235 |
116-140 |
115-039 |
|
| R3 |
116-010 |
115-235 |
114-297 |
|
| R2 |
115-105 |
115-105 |
114-276 |
|
| R1 |
115-010 |
115-010 |
114-256 |
115-058 |
| PP |
114-200 |
114-200 |
114-200 |
114-224 |
| S1 |
114-105 |
114-105 |
114-214 |
114-152 |
| S2 |
113-295 |
113-295 |
114-194 |
|
| S3 |
113-070 |
113-200 |
114-173 |
|
| S4 |
112-165 |
112-295 |
114-111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-295 |
114-070 |
0-225 |
0.6% |
0-166 |
0.5% |
73% |
False |
False |
1,927,181 |
| 10 |
115-215 |
114-070 |
1-145 |
1.3% |
0-162 |
0.4% |
35% |
False |
False |
1,953,702 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-182 |
0.5% |
58% |
False |
False |
2,147,625 |
| 40 |
115-235 |
113-000 |
2-235 |
2.4% |
0-195 |
0.5% |
63% |
False |
False |
1,499,187 |
| 60 |
115-235 |
110-000 |
5-235 |
5.0% |
0-181 |
0.5% |
83% |
False |
False |
1,000,066 |
| 80 |
115-235 |
109-150 |
6-085 |
5.5% |
0-177 |
0.5% |
84% |
False |
False |
750,076 |
| 100 |
115-235 |
108-160 |
7-075 |
6.3% |
0-157 |
0.4% |
86% |
False |
False |
600,062 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-135 |
0.4% |
87% |
False |
False |
500,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-012 |
|
2.618 |
116-055 |
|
1.618 |
115-205 |
|
1.000 |
115-100 |
|
0.618 |
115-035 |
|
HIGH |
114-250 |
|
0.618 |
114-185 |
|
0.500 |
114-165 |
|
0.382 |
114-145 |
|
LOW |
114-080 |
|
0.618 |
113-295 |
|
1.000 |
113-230 |
|
1.618 |
113-125 |
|
2.618 |
112-275 |
|
4.250 |
111-318 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-212 |
114-218 |
| PP |
114-188 |
114-200 |
| S1 |
114-165 |
114-182 |
|