ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
110-105 |
110-185 |
0-080 |
0.2% |
110-030 |
| High |
110-270 |
111-020 |
0-070 |
0.2% |
111-020 |
| Low |
110-090 |
110-180 |
0-090 |
0.3% |
109-270 |
| Close |
110-235 |
111-005 |
0-090 |
0.3% |
111-005 |
| Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
1-070 |
| ATR |
0-193 |
0-191 |
-0-002 |
-1.2% |
0-000 |
| Volume |
571,957 |
31,510 |
-540,447 |
-94.5% |
7,523,906 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-122 |
112-063 |
111-093 |
|
| R3 |
111-282 |
111-223 |
111-049 |
|
| R2 |
111-122 |
111-122 |
111-034 |
|
| R1 |
111-063 |
111-063 |
111-020 |
111-092 |
| PP |
110-282 |
110-282 |
110-282 |
110-296 |
| S1 |
110-223 |
110-223 |
110-310 |
110-252 |
| S2 |
110-122 |
110-122 |
110-296 |
|
| S3 |
109-282 |
110-063 |
110-281 |
|
| S4 |
109-122 |
109-223 |
110-237 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-095 |
113-280 |
111-220 |
|
| R3 |
113-025 |
112-210 |
111-112 |
|
| R2 |
111-275 |
111-275 |
111-076 |
|
| R1 |
111-140 |
111-140 |
111-041 |
111-208 |
| PP |
110-205 |
110-205 |
110-205 |
110-239 |
| S1 |
110-070 |
110-070 |
110-289 |
110-138 |
| S2 |
109-135 |
109-135 |
110-254 |
|
| S3 |
108-065 |
109-000 |
110-218 |
|
| S4 |
106-315 |
107-250 |
110-110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-020 |
109-165 |
1-175 |
1.4% |
0-158 |
0.4% |
97% |
True |
False |
2,239,265 |
| 10 |
111-020 |
108-300 |
2-040 |
1.9% |
0-165 |
0.5% |
98% |
True |
False |
2,285,304 |
| 20 |
111-020 |
108-300 |
2-040 |
1.9% |
0-205 |
0.6% |
98% |
True |
False |
2,345,157 |
| 40 |
114-015 |
108-300 |
5-035 |
4.6% |
0-188 |
0.5% |
41% |
False |
False |
2,203,901 |
| 60 |
115-235 |
108-300 |
6-255 |
6.1% |
0-186 |
0.5% |
31% |
False |
False |
2,174,724 |
| 80 |
115-235 |
108-300 |
6-255 |
6.1% |
0-184 |
0.5% |
31% |
False |
False |
1,962,169 |
| 100 |
115-235 |
108-300 |
6-255 |
6.1% |
0-185 |
0.5% |
31% |
False |
False |
1,570,693 |
| 120 |
115-235 |
108-300 |
6-255 |
6.1% |
0-181 |
0.5% |
31% |
False |
False |
1,308,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-060 |
|
2.618 |
112-119 |
|
1.618 |
111-279 |
|
1.000 |
111-180 |
|
0.618 |
111-119 |
|
HIGH |
111-020 |
|
0.618 |
110-279 |
|
0.500 |
110-260 |
|
0.382 |
110-241 |
|
LOW |
110-180 |
|
0.618 |
110-081 |
|
1.000 |
110-020 |
|
1.618 |
109-241 |
|
2.618 |
109-081 |
|
4.250 |
108-140 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-303 |
110-282 |
| PP |
110-282 |
110-240 |
| S1 |
110-260 |
110-198 |
|