ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
114-130 |
113-300 |
-0-150 |
-0.4% |
114-235 |
| High |
114-145 |
114-015 |
-0-130 |
-0.4% |
115-005 |
| Low |
113-285 |
112-260 |
-1-025 |
-0.9% |
112-260 |
| Close |
113-290 |
112-270 |
-1-020 |
-0.9% |
112-270 |
| Range |
0-180 |
1-075 |
0-215 |
119.4% |
2-065 |
| ATR |
0-181 |
0-196 |
0-015 |
8.5% |
0-000 |
| Volume |
2,060,271 |
2,845,635 |
785,364 |
38.1% |
11,757,685 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-300 |
116-040 |
113-167 |
|
| R3 |
115-225 |
114-285 |
113-059 |
|
| R2 |
114-150 |
114-150 |
113-022 |
|
| R1 |
113-210 |
113-210 |
112-306 |
113-142 |
| PP |
113-075 |
113-075 |
113-075 |
113-041 |
| S1 |
112-135 |
112-135 |
112-234 |
112-068 |
| S2 |
112-000 |
112-000 |
112-198 |
|
| S3 |
110-245 |
111-060 |
112-161 |
|
| S4 |
109-170 |
109-305 |
112-053 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
118-227 |
114-018 |
|
| R3 |
117-308 |
116-162 |
113-144 |
|
| R2 |
115-243 |
115-243 |
113-079 |
|
| R1 |
114-097 |
114-097 |
113-015 |
113-298 |
| PP |
113-178 |
113-178 |
113-178 |
113-119 |
| S1 |
112-032 |
112-032 |
112-205 |
111-232 |
| S2 |
111-113 |
111-113 |
112-141 |
|
| S3 |
109-048 |
109-287 |
112-076 |
|
| S4 |
106-303 |
107-222 |
111-202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-005 |
112-260 |
2-065 |
2.0% |
0-229 |
0.6% |
1% |
False |
True |
2,351,537 |
| 10 |
115-005 |
112-260 |
2-065 |
2.0% |
0-198 |
0.5% |
1% |
False |
True |
2,139,359 |
| 20 |
115-235 |
112-260 |
2-295 |
2.6% |
0-182 |
0.5% |
1% |
False |
True |
2,079,158 |
| 40 |
115-235 |
112-260 |
2-295 |
2.6% |
0-181 |
0.5% |
1% |
False |
True |
1,791,073 |
| 60 |
115-235 |
111-000 |
4-235 |
4.2% |
0-185 |
0.5% |
39% |
False |
False |
1,195,966 |
| 80 |
115-235 |
109-150 |
6-085 |
5.6% |
0-181 |
0.5% |
54% |
False |
False |
897,045 |
| 100 |
115-235 |
108-160 |
7-075 |
6.4% |
0-166 |
0.5% |
60% |
False |
False |
717,639 |
| 120 |
115-235 |
108-000 |
7-235 |
6.9% |
0-145 |
0.4% |
63% |
False |
False |
598,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-094 |
|
2.618 |
117-089 |
|
1.618 |
116-014 |
|
1.000 |
115-090 |
|
0.618 |
114-259 |
|
HIGH |
114-015 |
|
0.618 |
113-184 |
|
0.500 |
113-138 |
|
0.382 |
113-091 |
|
LOW |
112-260 |
|
0.618 |
112-016 |
|
1.000 |
111-185 |
|
1.618 |
110-261 |
|
2.618 |
109-186 |
|
4.250 |
107-181 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-138 |
113-260 |
| PP |
113-075 |
113-157 |
| S1 |
113-012 |
113-053 |
|