ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
111-140 |
111-090 |
-0-050 |
-0.1% |
112-030 |
| High |
111-205 |
111-115 |
-0-090 |
-0.3% |
112-220 |
| Low |
111-090 |
110-305 |
-0-105 |
-0.3% |
111-230 |
| Close |
111-110 |
111-010 |
-0-100 |
-0.3% |
112-070 |
| Range |
0-115 |
0-130 |
0-015 |
13.0% |
0-310 |
| ATR |
0-175 |
0-172 |
-0-003 |
-1.8% |
0-000 |
| Volume |
2,321,739 |
1,944,719 |
-377,020 |
-16.2% |
7,455,968 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-107 |
112-028 |
111-082 |
|
| R3 |
111-297 |
111-218 |
111-046 |
|
| R2 |
111-167 |
111-167 |
111-034 |
|
| R1 |
111-088 |
111-088 |
111-022 |
111-062 |
| PP |
111-037 |
111-037 |
111-037 |
111-024 |
| S1 |
110-278 |
110-278 |
110-318 |
110-252 |
| S2 |
110-227 |
110-227 |
110-306 |
|
| S3 |
110-097 |
110-148 |
110-294 |
|
| S4 |
109-287 |
110-018 |
110-258 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-037 |
114-203 |
112-240 |
|
| R3 |
114-047 |
113-213 |
112-155 |
|
| R2 |
113-057 |
113-057 |
112-127 |
|
| R1 |
112-223 |
112-223 |
112-098 |
112-300 |
| PP |
112-067 |
112-067 |
112-067 |
112-105 |
| S1 |
111-233 |
111-233 |
112-042 |
111-310 |
| S2 |
111-077 |
111-077 |
112-013 |
|
| S3 |
110-087 |
110-243 |
111-305 |
|
| S4 |
109-097 |
109-253 |
111-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-180 |
110-305 |
1-195 |
1.4% |
0-159 |
0.4% |
5% |
False |
True |
1,937,517 |
| 10 |
112-220 |
110-305 |
1-235 |
1.6% |
0-151 |
0.4% |
5% |
False |
True |
1,790,788 |
| 20 |
115-005 |
110-305 |
4-020 |
3.7% |
0-173 |
0.5% |
2% |
False |
True |
1,986,166 |
| 40 |
115-235 |
110-305 |
4-250 |
4.3% |
0-175 |
0.5% |
2% |
False |
True |
2,063,415 |
| 60 |
115-235 |
110-305 |
4-250 |
4.3% |
0-190 |
0.5% |
2% |
False |
True |
1,594,088 |
| 80 |
115-235 |
109-200 |
6-035 |
5.5% |
0-179 |
0.5% |
23% |
False |
False |
1,195,843 |
| 100 |
115-235 |
109-150 |
6-085 |
5.6% |
0-176 |
0.5% |
25% |
False |
False |
956,692 |
| 120 |
115-235 |
108-160 |
7-075 |
6.5% |
0-158 |
0.4% |
35% |
False |
False |
797,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-028 |
|
2.618 |
112-135 |
|
1.618 |
112-005 |
|
1.000 |
111-245 |
|
0.618 |
111-195 |
|
HIGH |
111-115 |
|
0.618 |
111-065 |
|
0.500 |
111-050 |
|
0.382 |
111-035 |
|
LOW |
110-305 |
|
0.618 |
110-225 |
|
1.000 |
110-175 |
|
1.618 |
110-095 |
|
2.618 |
109-285 |
|
4.250 |
109-072 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-050 |
111-188 |
| PP |
111-037 |
111-128 |
| S1 |
111-023 |
111-069 |
|