ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
111-010 |
110-235 |
-0-095 |
-0.3% |
110-030 |
| High |
111-050 |
111-040 |
-0-010 |
0.0% |
111-020 |
| Low |
110-230 |
110-135 |
-0-095 |
-0.3% |
109-270 |
| Close |
110-260 |
111-035 |
0-095 |
0.3% |
111-005 |
| Range |
0-140 |
0-225 |
0-085 |
60.7% |
1-070 |
| ATR |
0-185 |
0-188 |
0-003 |
1.5% |
0-000 |
| Volume |
11,054 |
8,038 |
-3,016 |
-27.3% |
7,523,906 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-318 |
112-242 |
111-159 |
|
| R3 |
112-093 |
112-017 |
111-097 |
|
| R2 |
111-188 |
111-188 |
111-076 |
|
| R1 |
111-112 |
111-112 |
111-056 |
111-150 |
| PP |
110-283 |
110-283 |
110-283 |
110-302 |
| S1 |
110-207 |
110-207 |
111-014 |
110-245 |
| S2 |
110-058 |
110-058 |
110-314 |
|
| S3 |
109-153 |
109-302 |
110-293 |
|
| S4 |
108-248 |
109-077 |
110-231 |
|
|
| 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 |
111-050 |
110-090 |
0-280 |
0.8% |
0-174 |
0.5% |
95% |
False |
False |
131,226 |
| 10 |
111-050 |
109-145 |
1-225 |
1.5% |
0-158 |
0.4% |
97% |
False |
False |
1,679,904 |
| 20 |
111-050 |
108-300 |
2-070 |
2.0% |
0-197 |
0.6% |
98% |
False |
False |
1,992,774 |
| 40 |
112-220 |
108-300 |
3-240 |
3.4% |
0-184 |
0.5% |
58% |
False |
False |
2,026,085 |
| 60 |
115-235 |
108-300 |
6-255 |
6.1% |
0-182 |
0.5% |
32% |
False |
False |
2,056,270 |
| 80 |
115-235 |
108-300 |
6-255 |
6.1% |
0-183 |
0.5% |
32% |
False |
False |
1,962,138 |
| 100 |
115-235 |
108-300 |
6-255 |
6.1% |
0-185 |
0.5% |
32% |
False |
False |
1,571,198 |
| 120 |
115-235 |
108-300 |
6-255 |
6.1% |
0-180 |
0.5% |
32% |
False |
False |
1,309,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-036 |
|
2.618 |
112-309 |
|
1.618 |
112-084 |
|
1.000 |
111-265 |
|
0.618 |
111-179 |
|
HIGH |
111-040 |
|
0.618 |
110-274 |
|
0.500 |
110-248 |
|
0.382 |
110-221 |
|
LOW |
110-135 |
|
0.618 |
109-316 |
|
1.000 |
109-230 |
|
1.618 |
109-091 |
|
2.618 |
108-186 |
|
4.250 |
107-139 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-319 |
111-001 |
| PP |
110-283 |
110-287 |
| S1 |
110-248 |
110-252 |
|