ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
113-300 |
112-260 |
-1-040 |
-1.0% |
114-235 |
| High |
114-015 |
112-285 |
-1-050 |
-1.0% |
115-005 |
| Low |
112-260 |
112-135 |
-0-125 |
-0.3% |
112-260 |
| Close |
112-270 |
112-155 |
-0-115 |
-0.3% |
112-270 |
| Range |
1-075 |
0-150 |
-0-245 |
-62.0% |
2-065 |
| ATR |
0-196 |
0-193 |
-0-003 |
-1.7% |
0-000 |
| Volume |
3,056,066 |
2,482,450 |
-573,616 |
-18.8% |
11,968,116 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-002 |
113-228 |
112-238 |
|
| R3 |
113-172 |
113-078 |
112-196 |
|
| R2 |
113-022 |
113-022 |
112-182 |
|
| R1 |
112-248 |
112-248 |
112-169 |
112-220 |
| PP |
112-192 |
112-192 |
112-192 |
112-178 |
| S1 |
112-098 |
112-098 |
112-141 |
112-070 |
| S2 |
112-042 |
112-042 |
112-128 |
|
| S3 |
111-212 |
111-268 |
112-114 |
|
| S4 |
111-062 |
111-118 |
112-072 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
118-227 |
114-018 |
|
| R3 |
117-308 |
116-162 |
113-144 |
|
| R2 |
115-243 |
115-243 |
113-079 |
|
| R1 |
114-097 |
114-097 |
113-015 |
113-298 |
| PP |
113-178 |
113-178 |
113-178 |
113-119 |
| S1 |
112-032 |
112-032 |
112-205 |
111-232 |
| S2 |
111-113 |
111-113 |
112-141 |
|
| S3 |
109-048 |
109-287 |
112-076 |
|
| S4 |
106-303 |
107-222 |
111-202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-005 |
112-135 |
2-190 |
2.3% |
0-226 |
0.6% |
2% |
False |
True |
2,397,770 |
| 10 |
115-005 |
112-135 |
2-190 |
2.3% |
0-198 |
0.5% |
2% |
False |
True |
2,225,151 |
| 20 |
115-235 |
112-135 |
3-100 |
2.9% |
0-182 |
0.5% |
2% |
False |
True |
2,131,871 |
| 40 |
115-235 |
112-135 |
3-100 |
2.9% |
0-181 |
0.5% |
2% |
False |
True |
1,857,962 |
| 60 |
115-235 |
111-000 |
4-235 |
4.2% |
0-185 |
0.5% |
31% |
False |
False |
1,240,844 |
| 80 |
115-235 |
109-150 |
6-085 |
5.6% |
0-179 |
0.5% |
48% |
False |
False |
930,705 |
| 100 |
115-235 |
108-160 |
7-075 |
6.4% |
0-167 |
0.5% |
55% |
False |
False |
744,567 |
| 120 |
115-235 |
108-000 |
7-235 |
6.9% |
0-146 |
0.4% |
58% |
False |
False |
620,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-282 |
|
2.618 |
114-038 |
|
1.618 |
113-208 |
|
1.000 |
113-115 |
|
0.618 |
113-058 |
|
HIGH |
112-285 |
|
0.618 |
112-228 |
|
0.500 |
112-210 |
|
0.382 |
112-192 |
|
LOW |
112-135 |
|
0.618 |
112-042 |
|
1.000 |
111-305 |
|
1.618 |
111-212 |
|
2.618 |
111-062 |
|
4.250 |
110-138 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-210 |
113-140 |
| PP |
112-192 |
113-038 |
| S1 |
112-173 |
112-257 |
|