ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
112-260 |
112-165 |
-0-095 |
-0.3% |
114-235 |
| High |
112-285 |
112-240 |
-0-045 |
-0.1% |
115-005 |
| Low |
112-135 |
112-100 |
-0-035 |
-0.1% |
112-260 |
| Close |
112-155 |
112-150 |
-0-005 |
0.0% |
112-270 |
| Range |
0-150 |
0-140 |
-0-010 |
-6.7% |
2-065 |
| ATR |
0-193 |
0-189 |
-0-004 |
-2.0% |
0-000 |
| Volume |
2,482,450 |
1,626,785 |
-855,665 |
-34.5% |
11,968,116 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-263 |
113-187 |
112-227 |
|
| R3 |
113-123 |
113-047 |
112-188 |
|
| R2 |
112-303 |
112-303 |
112-176 |
|
| R1 |
112-227 |
112-227 |
112-163 |
112-195 |
| PP |
112-163 |
112-163 |
112-163 |
112-148 |
| S1 |
112-087 |
112-087 |
112-137 |
112-055 |
| S2 |
112-023 |
112-023 |
112-124 |
|
| S3 |
111-203 |
111-267 |
112-112 |
|
| S4 |
111-063 |
111-127 |
112-073 |
|
|
| 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 |
114-260 |
112-100 |
2-160 |
2.2% |
0-211 |
0.6% |
6% |
False |
True |
2,210,000 |
| 10 |
115-005 |
112-100 |
2-225 |
2.4% |
0-192 |
0.5% |
6% |
False |
True |
2,183,504 |
| 20 |
115-235 |
112-100 |
3-135 |
3.0% |
0-178 |
0.5% |
5% |
False |
True |
2,116,641 |
| 40 |
115-235 |
112-100 |
3-135 |
3.0% |
0-181 |
0.5% |
5% |
False |
True |
1,898,192 |
| 60 |
115-235 |
111-000 |
4-235 |
4.2% |
0-185 |
0.5% |
31% |
False |
False |
1,267,941 |
| 80 |
115-235 |
109-150 |
6-085 |
5.6% |
0-179 |
0.5% |
48% |
False |
False |
951,040 |
| 100 |
115-235 |
108-160 |
7-075 |
6.4% |
0-168 |
0.5% |
55% |
False |
False |
760,835 |
| 120 |
115-235 |
108-000 |
7-235 |
6.9% |
0-147 |
0.4% |
58% |
False |
False |
634,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-195 |
|
2.618 |
113-287 |
|
1.618 |
113-147 |
|
1.000 |
113-060 |
|
0.618 |
113-007 |
|
HIGH |
112-240 |
|
0.618 |
112-187 |
|
0.500 |
112-170 |
|
0.382 |
112-153 |
|
LOW |
112-100 |
|
0.618 |
112-013 |
|
1.000 |
111-280 |
|
1.618 |
111-193 |
|
2.618 |
111-053 |
|
4.250 |
110-145 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-170 |
113-058 |
| PP |
112-163 |
112-302 |
| S1 |
112-157 |
112-226 |
|