ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
114-130 |
-0-110 |
-0.3% |
114-230 |
| High |
114-260 |
114-145 |
-0-115 |
-0.3% |
114-295 |
| Low |
114-070 |
113-285 |
-0-105 |
-0.3% |
114-070 |
| Close |
114-135 |
113-290 |
-0-165 |
-0.5% |
114-235 |
| Range |
0-190 |
0-180 |
-0-010 |
-5.3% |
0-225 |
| ATR |
0-181 |
0-181 |
0-000 |
0.0% |
0-000 |
| Volume |
1,824,431 |
2,060,271 |
235,840 |
12.9% |
9,635,908 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-247 |
115-128 |
114-069 |
|
| R3 |
115-067 |
114-268 |
114-020 |
|
| R2 |
114-207 |
114-207 |
114-003 |
|
| R1 |
114-088 |
114-088 |
113-306 |
114-058 |
| PP |
114-027 |
114-027 |
114-027 |
114-011 |
| S1 |
113-228 |
113-228 |
113-274 |
113-198 |
| S2 |
113-167 |
113-167 |
113-257 |
|
| S3 |
112-307 |
113-048 |
113-240 |
|
| S4 |
112-127 |
112-188 |
113-191 |
|
|
| 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 |
113-285 |
1-040 |
1.0% |
0-184 |
0.5% |
1% |
False |
True |
2,174,669 |
| 10 |
115-005 |
113-285 |
1-040 |
1.0% |
0-173 |
0.5% |
1% |
False |
True |
2,043,209 |
| 20 |
115-235 |
113-285 |
1-270 |
1.6% |
0-180 |
0.5% |
1% |
False |
True |
2,116,372 |
| 40 |
115-235 |
113-000 |
2-235 |
2.4% |
0-179 |
0.5% |
33% |
False |
False |
1,720,438 |
| 60 |
115-235 |
110-255 |
4-300 |
4.3% |
0-183 |
0.5% |
63% |
False |
False |
1,148,555 |
| 80 |
115-235 |
109-150 |
6-085 |
5.5% |
0-178 |
0.5% |
71% |
False |
False |
861,474 |
| 100 |
115-235 |
108-160 |
7-075 |
6.4% |
0-162 |
0.4% |
75% |
False |
False |
689,182 |
| 120 |
115-235 |
108-000 |
7-235 |
6.8% |
0-141 |
0.4% |
76% |
False |
False |
574,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-270 |
|
2.618 |
115-296 |
|
1.618 |
115-116 |
|
1.000 |
115-005 |
|
0.618 |
114-256 |
|
HIGH |
114-145 |
|
0.618 |
114-076 |
|
0.500 |
114-055 |
|
0.382 |
114-034 |
|
LOW |
113-285 |
|
0.618 |
113-174 |
|
1.000 |
113-105 |
|
1.618 |
112-314 |
|
2.618 |
112-134 |
|
4.250 |
111-160 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-055 |
114-145 |
| PP |
114-027 |
114-087 |
| S1 |
113-318 |
114-028 |
|