ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
112-030 |
112-000 |
-0-030 |
-0.1% |
112-260 |
| High |
112-040 |
112-155 |
0-115 |
0.3% |
112-285 |
| Low |
111-230 |
111-310 |
0-080 |
0.2% |
111-220 |
| Close |
111-275 |
112-140 |
0-185 |
0.5% |
112-080 |
| Range |
0-130 |
0-165 |
0-035 |
26.9% |
1-065 |
| ATR |
0-183 |
0-185 |
0-001 |
0.6% |
0-000 |
| Volume |
718,242 |
1,780,932 |
1,062,690 |
148.0% |
9,967,963 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-270 |
113-210 |
112-231 |
|
| R3 |
113-105 |
113-045 |
112-185 |
|
| R2 |
112-260 |
112-260 |
112-170 |
|
| R1 |
112-200 |
112-200 |
112-155 |
112-230 |
| PP |
112-095 |
112-095 |
112-095 |
112-110 |
| S1 |
112-035 |
112-035 |
112-125 |
112-065 |
| S2 |
111-250 |
111-250 |
112-110 |
|
| S3 |
111-085 |
111-190 |
112-095 |
|
| S4 |
110-240 |
111-025 |
112-049 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-283 |
115-087 |
112-292 |
|
| R3 |
114-218 |
114-022 |
112-186 |
|
| R2 |
113-153 |
113-153 |
112-151 |
|
| R1 |
112-277 |
112-277 |
112-115 |
112-182 |
| PP |
112-088 |
112-088 |
112-088 |
112-041 |
| S1 |
111-212 |
111-212 |
112-045 |
111-118 |
| S2 |
111-023 |
111-023 |
112-009 |
|
| S3 |
109-278 |
110-147 |
111-294 |
|
| S4 |
108-213 |
109-082 |
111-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-210 |
111-220 |
0-310 |
0.9% |
0-160 |
0.4% |
77% |
False |
False |
1,671,580 |
| 10 |
114-260 |
111-220 |
3-040 |
2.8% |
0-186 |
0.5% |
24% |
False |
False |
1,940,790 |
| 20 |
115-170 |
111-220 |
3-270 |
3.4% |
0-181 |
0.5% |
20% |
False |
False |
2,034,291 |
| 40 |
115-235 |
111-220 |
4-015 |
3.6% |
0-178 |
0.5% |
19% |
False |
False |
2,098,925 |
| 60 |
115-235 |
111-010 |
4-225 |
4.2% |
0-188 |
0.5% |
30% |
False |
False |
1,407,174 |
| 80 |
115-235 |
109-150 |
6-085 |
5.6% |
0-180 |
0.5% |
47% |
False |
False |
1,055,510 |
| 100 |
115-235 |
108-160 |
7-075 |
6.4% |
0-172 |
0.5% |
54% |
False |
False |
844,414 |
| 120 |
115-235 |
108-000 |
7-235 |
6.9% |
0-153 |
0.4% |
57% |
False |
False |
703,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-216 |
|
2.618 |
113-267 |
|
1.618 |
113-102 |
|
1.000 |
113-000 |
|
0.618 |
112-257 |
|
HIGH |
112-155 |
|
0.618 |
112-092 |
|
0.500 |
112-072 |
|
0.382 |
112-053 |
|
LOW |
111-310 |
|
0.618 |
111-208 |
|
1.000 |
111-145 |
|
1.618 |
111-043 |
|
2.618 |
110-198 |
|
4.250 |
109-249 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-118 |
112-104 |
| PP |
112-095 |
112-068 |
| S1 |
112-072 |
112-032 |
|