ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
114-235 |
114-125 |
-0-110 |
-0.3% |
114-230 |
| High |
114-240 |
115-005 |
0-085 |
0.2% |
114-295 |
| Low |
114-075 |
114-110 |
0-035 |
0.1% |
114-070 |
| Close |
114-090 |
114-220 |
0-130 |
0.4% |
114-235 |
| Range |
0-165 |
0-215 |
0-050 |
30.3% |
0-225 |
| ATR |
0-176 |
0-180 |
0-004 |
2.4% |
0-000 |
| Volume |
2,461,714 |
2,565,634 |
103,920 |
4.2% |
9,635,908 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-223 |
116-117 |
115-018 |
|
| R3 |
116-008 |
115-222 |
114-279 |
|
| R2 |
115-113 |
115-113 |
114-259 |
|
| R1 |
115-007 |
115-007 |
114-240 |
115-060 |
| PP |
114-218 |
114-218 |
114-218 |
114-245 |
| S1 |
114-112 |
114-112 |
114-200 |
114-165 |
| S2 |
114-003 |
114-003 |
114-181 |
|
| S3 |
113-108 |
113-217 |
114-161 |
|
| S4 |
112-213 |
113-002 |
114-102 |
|
|
| 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 |
115-005 |
114-070 |
0-255 |
0.7% |
0-173 |
0.5% |
59% |
True |
False |
2,157,007 |
| 10 |
115-170 |
114-070 |
1-100 |
1.1% |
0-176 |
0.5% |
36% |
False |
False |
2,127,792 |
| 20 |
115-235 |
114-005 |
1-230 |
1.5% |
0-178 |
0.5% |
39% |
False |
False |
2,149,433 |
| 40 |
115-235 |
113-000 |
2-235 |
2.4% |
0-181 |
0.5% |
62% |
False |
False |
1,624,202 |
| 60 |
115-235 |
110-195 |
5-040 |
4.5% |
0-180 |
0.5% |
80% |
False |
False |
1,083,841 |
| 80 |
115-235 |
109-150 |
6-085 |
5.5% |
0-178 |
0.5% |
83% |
False |
False |
812,918 |
| 100 |
115-235 |
108-160 |
7-075 |
6.3% |
0-158 |
0.4% |
86% |
False |
False |
650,335 |
| 120 |
115-235 |
108-000 |
7-235 |
6.7% |
0-138 |
0.4% |
86% |
False |
False |
541,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-279 |
|
2.618 |
116-248 |
|
1.618 |
116-033 |
|
1.000 |
115-220 |
|
0.618 |
115-138 |
|
HIGH |
115-005 |
|
0.618 |
114-243 |
|
0.500 |
114-218 |
|
0.382 |
114-192 |
|
LOW |
114-110 |
|
0.618 |
113-297 |
|
1.000 |
113-215 |
|
1.618 |
113-082 |
|
2.618 |
112-187 |
|
4.250 |
111-156 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-219 |
114-213 |
| PP |
114-218 |
114-207 |
| S1 |
114-218 |
114-200 |
|