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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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