ECBOT 10 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-225 |
115-020 |
0-115 |
0.3% |
115-015 |
| High |
115-035 |
115-020 |
-0-015 |
0.0% |
115-085 |
| Low |
114-215 |
114-200 |
-0-015 |
0.0% |
114-205 |
| Close |
115-035 |
114-205 |
-0-150 |
-0.4% |
115-035 |
| Range |
0-140 |
0-140 |
0-000 |
0.0% |
0-200 |
| ATR |
0-131 |
0-133 |
0-002 |
1.3% |
0-000 |
| Volume |
17 |
26 |
9 |
52.9% |
112 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-028 |
115-257 |
114-282 |
|
| R3 |
115-208 |
115-117 |
114-244 |
|
| R2 |
115-068 |
115-068 |
114-231 |
|
| R1 |
114-297 |
114-297 |
114-218 |
114-272 |
| PP |
114-248 |
114-248 |
114-248 |
114-236 |
| S1 |
114-157 |
114-157 |
114-192 |
114-132 |
| S2 |
114-108 |
114-108 |
114-179 |
|
| S3 |
113-288 |
114-017 |
114-166 |
|
| S4 |
113-148 |
113-197 |
114-128 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-282 |
116-198 |
115-145 |
|
| R3 |
116-082 |
115-318 |
115-090 |
|
| R2 |
115-202 |
115-202 |
115-072 |
|
| R1 |
115-118 |
115-118 |
115-053 |
115-160 |
| PP |
115-002 |
115-002 |
115-002 |
115-022 |
| S1 |
114-238 |
114-238 |
115-017 |
114-280 |
| S2 |
114-122 |
114-122 |
114-318 |
|
| S3 |
113-242 |
114-038 |
114-300 |
|
| S4 |
113-042 |
113-158 |
114-245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-085 |
114-200 |
0-205 |
0.6% |
0-135 |
0.4% |
2% |
False |
True |
20 |
| 10 |
115-275 |
114-200 |
1-075 |
1.1% |
0-128 |
0.3% |
1% |
False |
True |
43 |
| 20 |
116-020 |
114-100 |
1-240 |
1.5% |
0-100 |
0.3% |
19% |
False |
False |
35 |
| 40 |
116-020 |
113-125 |
2-215 |
2.3% |
0-062 |
0.2% |
47% |
False |
False |
17 |
| 60 |
116-020 |
111-085 |
4-255 |
4.2% |
0-042 |
0.1% |
70% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-295 |
|
2.618 |
116-067 |
|
1.618 |
115-247 |
|
1.000 |
115-160 |
|
0.618 |
115-107 |
|
HIGH |
115-020 |
|
0.618 |
114-287 |
|
0.500 |
114-270 |
|
0.382 |
114-253 |
|
LOW |
114-200 |
|
0.618 |
114-113 |
|
1.000 |
114-060 |
|
1.618 |
113-293 |
|
2.618 |
113-153 |
|
4.250 |
112-245 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-270 |
114-278 |
| PP |
114-248 |
114-253 |
| S1 |
114-227 |
114-229 |
|