ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
111-005 |
111-065 |
0-060 |
0.2% |
112-055 |
| High |
111-135 |
111-140 |
0-005 |
0.0% |
112-070 |
| Low |
110-310 |
110-295 |
-0-015 |
0.0% |
110-295 |
| Close |
111-090 |
111-020 |
-0-070 |
-0.2% |
111-020 |
| Range |
0-145 |
0-165 |
0-020 |
13.8% |
1-095 |
| ATR |
0-170 |
0-169 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,995,070 |
1,949,563 |
-45,507 |
-2.3% |
10,215,616 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-220 |
112-125 |
111-111 |
|
| R3 |
112-055 |
111-280 |
111-065 |
|
| R2 |
111-210 |
111-210 |
111-050 |
|
| R1 |
111-115 |
111-115 |
111-035 |
111-080 |
| PP |
111-045 |
111-045 |
111-045 |
111-028 |
| S1 |
110-270 |
110-270 |
111-005 |
110-235 |
| S2 |
110-200 |
110-200 |
110-310 |
|
| S3 |
110-035 |
110-105 |
110-295 |
|
| S4 |
109-190 |
109-260 |
110-249 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-093 |
114-152 |
111-248 |
|
| R3 |
113-318 |
113-057 |
111-134 |
|
| R2 |
112-223 |
112-223 |
111-096 |
|
| R1 |
111-282 |
111-282 |
111-058 |
111-205 |
| PP |
111-128 |
111-128 |
111-128 |
111-090 |
| S1 |
110-187 |
110-187 |
110-302 |
110-110 |
| S2 |
110-033 |
110-033 |
110-264 |
|
| S3 |
108-258 |
109-092 |
110-226 |
|
| S4 |
107-163 |
107-317 |
110-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-070 |
110-295 |
1-095 |
1.2% |
0-161 |
0.5% |
11% |
False |
True |
2,043,123 |
| 10 |
112-220 |
110-295 |
1-245 |
1.6% |
0-149 |
0.4% |
8% |
False |
True |
1,767,158 |
| 20 |
115-005 |
110-295 |
4-030 |
3.7% |
0-172 |
0.5% |
3% |
False |
True |
1,980,383 |
| 40 |
115-235 |
110-295 |
4-260 |
4.3% |
0-176 |
0.5% |
3% |
False |
True |
2,064,004 |
| 60 |
115-235 |
110-295 |
4-260 |
4.3% |
0-187 |
0.5% |
3% |
False |
True |
1,659,585 |
| 80 |
115-235 |
110-000 |
5-235 |
5.2% |
0-178 |
0.5% |
19% |
False |
False |
1,245,145 |
| 100 |
115-235 |
109-150 |
6-085 |
5.6% |
0-176 |
0.5% |
25% |
False |
False |
996,138 |
| 120 |
115-235 |
108-160 |
7-075 |
6.5% |
0-159 |
0.4% |
35% |
False |
False |
830,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-201 |
|
2.618 |
112-252 |
|
1.618 |
112-087 |
|
1.000 |
111-305 |
|
0.618 |
111-242 |
|
HIGH |
111-140 |
|
0.618 |
111-077 |
|
0.500 |
111-058 |
|
0.382 |
111-038 |
|
LOW |
110-295 |
|
0.618 |
110-193 |
|
1.000 |
110-130 |
|
1.618 |
110-028 |
|
2.618 |
109-183 |
|
4.250 |
108-234 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-058 |
111-058 |
| PP |
111-045 |
111-045 |
| S1 |
111-032 |
111-032 |
|