ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
114-125 |
114-240 |
0-115 |
0.3% |
114-230 |
| High |
115-005 |
114-260 |
-0-065 |
-0.2% |
114-295 |
| Low |
114-110 |
114-070 |
-0-040 |
-0.1% |
114-070 |
| Close |
114-220 |
114-135 |
-0-085 |
-0.2% |
114-235 |
| Range |
0-215 |
0-190 |
-0-025 |
-11.6% |
0-225 |
| ATR |
0-180 |
0-181 |
0-001 |
0.4% |
0-000 |
| Volume |
2,565,634 |
1,824,431 |
-741,203 |
-28.9% |
9,635,908 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-085 |
115-300 |
114-240 |
|
| R3 |
115-215 |
115-110 |
114-187 |
|
| R2 |
115-025 |
115-025 |
114-170 |
|
| R1 |
114-240 |
114-240 |
114-152 |
114-198 |
| PP |
114-155 |
114-155 |
114-155 |
114-134 |
| S1 |
114-050 |
114-050 |
114-118 |
114-008 |
| S2 |
113-285 |
113-285 |
114-100 |
|
| S3 |
113-095 |
113-180 |
114-083 |
|
| S4 |
112-225 |
112-310 |
114-030 |
|
|
| 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% |
0-182 |
0.5% |
25% |
False |
True |
2,182,414 |
| 10 |
115-025 |
114-070 |
0-275 |
0.8% |
0-174 |
0.5% |
24% |
False |
True |
2,068,934 |
| 20 |
115-235 |
114-070 |
1-165 |
1.3% |
0-178 |
0.5% |
13% |
False |
True |
2,127,537 |
| 40 |
115-235 |
113-000 |
2-235 |
2.4% |
0-180 |
0.5% |
52% |
False |
False |
1,669,489 |
| 60 |
115-235 |
110-230 |
5-005 |
4.4% |
0-182 |
0.5% |
74% |
False |
False |
1,114,234 |
| 80 |
115-235 |
109-150 |
6-085 |
5.5% |
0-176 |
0.5% |
79% |
False |
False |
835,722 |
| 100 |
115-235 |
108-160 |
7-075 |
6.3% |
0-160 |
0.4% |
82% |
False |
False |
668,580 |
| 120 |
115-235 |
108-000 |
7-235 |
6.8% |
0-140 |
0.4% |
83% |
False |
False |
557,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-108 |
|
2.618 |
116-117 |
|
1.618 |
115-247 |
|
1.000 |
115-130 |
|
0.618 |
115-057 |
|
HIGH |
114-260 |
|
0.618 |
114-187 |
|
0.500 |
114-165 |
|
0.382 |
114-143 |
|
LOW |
114-070 |
|
0.618 |
113-273 |
|
1.000 |
113-200 |
|
1.618 |
113-083 |
|
2.618 |
112-213 |
|
4.250 |
111-222 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-165 |
114-198 |
| PP |
114-155 |
114-177 |
| S1 |
114-145 |
114-156 |
|