ECBOT 10 Year T-Note Future March 2025
Trading Metrics calculated at close of trading on 20-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
115-050 |
115-135 |
0-085 |
0.2% |
116-005 |
High |
115-115 |
115-135 |
0-020 |
0.1% |
116-005 |
Low |
115-000 |
114-315 |
-0-005 |
0.0% |
114-315 |
Close |
115-055 |
115-060 |
0-005 |
0.0% |
115-060 |
Range |
0-115 |
0-140 |
0-025 |
21.7% |
1-010 |
ATR |
0-126 |
0-127 |
0-001 |
0.8% |
0-000 |
Volume |
266 |
11 |
-255 |
-95.9% |
549 |
|
Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-163 |
116-092 |
115-137 |
|
R3 |
116-023 |
115-272 |
115-098 |
|
R2 |
115-203 |
115-203 |
115-086 |
|
R1 |
115-132 |
115-132 |
115-073 |
115-098 |
PP |
115-063 |
115-063 |
115-063 |
115-046 |
S1 |
114-312 |
114-312 |
115-047 |
114-278 |
S2 |
114-243 |
114-243 |
115-034 |
|
S3 |
114-103 |
114-172 |
115-022 |
|
S4 |
113-283 |
114-032 |
114-303 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-157 |
117-278 |
115-242 |
|
R3 |
117-147 |
116-268 |
115-151 |
|
R2 |
116-137 |
116-137 |
115-120 |
|
R1 |
115-258 |
115-258 |
115-090 |
115-192 |
PP |
115-127 |
115-127 |
115-127 |
115-094 |
S1 |
114-248 |
114-248 |
115-030 |
114-182 |
S2 |
114-117 |
114-117 |
115-000 |
|
S3 |
113-107 |
113-238 |
114-289 |
|
S4 |
112-097 |
112-228 |
114-198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116-005 |
114-315 |
1-010 |
0.9% |
0-119 |
0.3% |
20% |
False |
True |
109 |
10 |
116-020 |
114-315 |
1-025 |
0.9% |
0-104 |
0.3% |
19% |
False |
True |
56 |
20 |
116-020 |
113-280 |
2-060 |
1.9% |
0-066 |
0.2% |
60% |
False |
False |
28 |
40 |
116-020 |
112-030 |
3-310 |
3.4% |
0-041 |
0.1% |
78% |
False |
False |
14 |
60 |
116-020 |
110-010 |
6-010 |
5.2% |
0-028 |
0.1% |
85% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-090 |
2.618 |
116-182 |
1.618 |
116-042 |
1.000 |
115-275 |
0.618 |
115-222 |
HIGH |
115-135 |
0.618 |
115-082 |
0.500 |
115-065 |
0.382 |
115-048 |
LOW |
114-315 |
0.618 |
114-228 |
1.000 |
114-175 |
1.618 |
114-088 |
2.618 |
113-268 |
4.250 |
113-040 |
|
|
Fisher Pivots for day following 20-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
115-065 |
115-135 |
PP |
115-063 |
115-110 |
S1 |
115-062 |
115-085 |
|