ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
112-000 |
112-140 |
0-140 |
0.4% |
112-260 |
| High |
112-155 |
112-220 |
0-065 |
0.2% |
112-285 |
| Low |
111-310 |
112-130 |
0-140 |
0.4% |
111-220 |
| Close |
112-140 |
112-170 |
0-030 |
0.1% |
112-080 |
| Range |
0-165 |
0-090 |
-0-075 |
-45.5% |
1-065 |
| ATR |
0-185 |
0-178 |
-0-007 |
-3.7% |
0-000 |
| Volume |
1,780,932 |
1,540,190 |
-240,742 |
-13.5% |
9,967,963 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-123 |
113-077 |
112-220 |
|
| R3 |
113-033 |
112-307 |
112-195 |
|
| R2 |
112-263 |
112-263 |
112-186 |
|
| R1 |
112-217 |
112-217 |
112-178 |
112-240 |
| PP |
112-173 |
112-173 |
112-173 |
112-185 |
| S1 |
112-127 |
112-127 |
112-162 |
112-150 |
| S2 |
112-083 |
112-083 |
112-154 |
|
| S3 |
111-313 |
112-037 |
112-145 |
|
| S4 |
111-223 |
111-267 |
112-120 |
|
|
| 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 |
112-220 |
111-220 |
1-000 |
0.9% |
0-143 |
0.4% |
84% |
True |
False |
1,644,060 |
| 10 |
114-145 |
111-220 |
2-245 |
2.5% |
0-176 |
0.5% |
31% |
False |
False |
1,912,366 |
| 20 |
115-025 |
111-220 |
3-125 |
3.0% |
0-174 |
0.5% |
25% |
False |
False |
1,990,650 |
| 40 |
115-235 |
111-220 |
4-015 |
3.6% |
0-175 |
0.5% |
21% |
False |
False |
2,132,359 |
| 60 |
115-235 |
111-010 |
4-225 |
4.2% |
0-189 |
0.5% |
32% |
False |
False |
1,432,813 |
| 80 |
115-235 |
109-150 |
6-085 |
5.6% |
0-180 |
0.5% |
49% |
False |
False |
1,074,761 |
| 100 |
115-235 |
108-160 |
7-075 |
6.4% |
0-172 |
0.5% |
56% |
False |
False |
859,816 |
| 120 |
115-235 |
108-000 |
7-235 |
6.9% |
0-154 |
0.4% |
59% |
False |
False |
716,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-282 |
|
2.618 |
113-136 |
|
1.618 |
113-046 |
|
1.000 |
112-310 |
|
0.618 |
112-276 |
|
HIGH |
112-220 |
|
0.618 |
112-186 |
|
0.500 |
112-175 |
|
0.382 |
112-164 |
|
LOW |
112-130 |
|
0.618 |
112-074 |
|
1.000 |
112-040 |
|
1.618 |
111-304 |
|
2.618 |
111-214 |
|
4.250 |
111-068 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-175 |
112-135 |
| PP |
112-173 |
112-100 |
| S1 |
112-172 |
112-065 |
|