ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
110-185 |
111-000 |
0-135 |
0.4% |
110-030 |
| High |
111-020 |
111-030 |
0-010 |
0.0% |
111-020 |
| Low |
110-180 |
110-185 |
0-005 |
0.0% |
109-270 |
| Close |
111-005 |
110-305 |
-0-020 |
-0.1% |
111-005 |
| Range |
0-160 |
0-165 |
0-005 |
3.1% |
1-070 |
| ATR |
0-191 |
0-189 |
-0-002 |
-1.0% |
0-000 |
| Volume |
31,510 |
33,571 |
2,061 |
6.5% |
7,523,906 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-135 |
112-065 |
111-076 |
|
| R3 |
111-290 |
111-220 |
111-030 |
|
| R2 |
111-125 |
111-125 |
111-015 |
|
| R1 |
111-055 |
111-055 |
111-000 |
111-008 |
| PP |
110-280 |
110-280 |
110-280 |
110-256 |
| S1 |
110-210 |
110-210 |
110-290 |
110-162 |
| S2 |
110-115 |
110-115 |
110-275 |
|
| S3 |
109-270 |
110-045 |
110-260 |
|
| S4 |
109-105 |
109-200 |
110-214 |
|
|
| 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 |
111-030 |
109-270 |
1-080 |
1.1% |
0-171 |
0.5% |
89% |
True |
False |
1,511,495 |
| 10 |
111-030 |
109-045 |
1-305 |
1.8% |
0-156 |
0.4% |
93% |
True |
False |
2,038,289 |
| 20 |
111-030 |
108-300 |
2-050 |
1.9% |
0-196 |
0.6% |
93% |
True |
False |
2,189,104 |
| 40 |
112-285 |
108-300 |
3-305 |
3.6% |
0-182 |
0.5% |
51% |
False |
False |
2,128,338 |
| 60 |
115-235 |
108-300 |
6-255 |
6.1% |
0-182 |
0.5% |
30% |
False |
False |
2,115,452 |
| 80 |
115-235 |
108-300 |
6-255 |
6.1% |
0-182 |
0.5% |
30% |
False |
False |
1,962,336 |
| 100 |
115-235 |
108-300 |
6-255 |
6.1% |
0-184 |
0.5% |
30% |
False |
False |
1,571,019 |
| 120 |
115-235 |
108-300 |
6-255 |
6.1% |
0-182 |
0.5% |
30% |
False |
False |
1,309,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-091 |
|
2.618 |
112-142 |
|
1.618 |
111-297 |
|
1.000 |
111-195 |
|
0.618 |
111-132 |
|
HIGH |
111-030 |
|
0.618 |
110-287 |
|
0.500 |
110-268 |
|
0.382 |
110-248 |
|
LOW |
110-185 |
|
0.618 |
110-083 |
|
1.000 |
110-020 |
|
1.618 |
109-238 |
|
2.618 |
109-073 |
|
4.250 |
108-124 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-292 |
110-277 |
| PP |
110-280 |
110-248 |
| S1 |
110-268 |
110-220 |
|