ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
114-235 |
0-125 |
0.3% |
114-230 |
| High |
114-250 |
114-240 |
-0-010 |
0.0% |
114-295 |
| Low |
114-080 |
114-075 |
-0-005 |
0.0% |
114-070 |
| Close |
114-235 |
114-090 |
-0-145 |
-0.4% |
114-235 |
| Range |
0-170 |
0-165 |
-0-005 |
-2.9% |
0-225 |
| ATR |
0-176 |
0-176 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,961,298 |
2,461,714 |
500,416 |
25.5% |
9,635,908 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-310 |
115-205 |
114-181 |
|
| R3 |
115-145 |
115-040 |
114-135 |
|
| R2 |
114-300 |
114-300 |
114-120 |
|
| R1 |
114-195 |
114-195 |
114-105 |
114-165 |
| PP |
114-135 |
114-135 |
114-135 |
114-120 |
| S1 |
114-030 |
114-030 |
114-075 |
114-000 |
| S2 |
113-290 |
113-290 |
114-060 |
|
| S3 |
113-125 |
113-185 |
114-045 |
|
| S4 |
112-280 |
113-020 |
113-319 |
|
|
| 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% |
0-169 |
0.5% |
9% |
False |
False |
2,052,532 |
| 10 |
115-215 |
114-070 |
1-145 |
1.3% |
0-168 |
0.5% |
4% |
False |
False |
2,051,425 |
| 20 |
115-235 |
113-120 |
2-115 |
2.1% |
0-182 |
0.5% |
38% |
False |
False |
2,147,190 |
| 40 |
115-235 |
113-000 |
2-235 |
2.4% |
0-186 |
0.5% |
47% |
False |
False |
1,560,410 |
| 60 |
115-235 |
110-195 |
5-040 |
4.5% |
0-178 |
0.5% |
72% |
False |
False |
1,041,083 |
| 80 |
115-235 |
109-150 |
6-085 |
5.5% |
0-176 |
0.5% |
77% |
False |
False |
780,848 |
| 100 |
115-235 |
108-160 |
7-075 |
6.3% |
0-156 |
0.4% |
80% |
False |
False |
624,679 |
| 120 |
115-235 |
108-000 |
7-235 |
6.8% |
0-136 |
0.4% |
81% |
False |
False |
520,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-301 |
|
2.618 |
116-032 |
|
1.618 |
115-187 |
|
1.000 |
115-085 |
|
0.618 |
115-022 |
|
HIGH |
114-240 |
|
0.618 |
114-177 |
|
0.500 |
114-158 |
|
0.382 |
114-138 |
|
LOW |
114-075 |
|
0.618 |
113-293 |
|
1.000 |
113-230 |
|
1.618 |
113-128 |
|
2.618 |
112-283 |
|
4.250 |
112-014 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-158 |
114-160 |
| PP |
114-135 |
114-137 |
| S1 |
114-112 |
114-113 |
|