ECBOT 10 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
110-235 |
111-030 |
0-115 |
0.3% |
110-030 |
| High |
111-040 |
111-035 |
-0-005 |
0.0% |
111-020 |
| Low |
110-135 |
110-240 |
0-105 |
0.3% |
109-270 |
| Close |
111-035 |
111-020 |
-0-015 |
0.0% |
111-005 |
| Range |
0-225 |
0-115 |
-0-110 |
-48.9% |
1-070 |
| ATR |
0-188 |
0-183 |
-0-005 |
-2.8% |
0-000 |
| Volume |
8,038 |
1,920 |
-6,118 |
-76.1% |
7,523,906 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-017 |
111-293 |
111-083 |
|
| R3 |
111-222 |
111-178 |
111-052 |
|
| R2 |
111-107 |
111-107 |
111-041 |
|
| R1 |
111-063 |
111-063 |
111-031 |
111-028 |
| PP |
110-312 |
110-312 |
110-312 |
110-294 |
| S1 |
110-268 |
110-268 |
111-009 |
110-232 |
| S2 |
110-197 |
110-197 |
110-319 |
|
| S3 |
110-082 |
110-153 |
110-308 |
|
| S4 |
109-287 |
110-038 |
110-277 |
|
|
| 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 |
110-135 |
0-235 |
0.7% |
0-161 |
0.5% |
87% |
False |
False |
17,218 |
| 10 |
111-050 |
109-145 |
1-225 |
1.5% |
0-158 |
0.4% |
94% |
False |
False |
1,485,550 |
| 20 |
111-050 |
108-300 |
2-070 |
2.0% |
0-180 |
0.5% |
96% |
False |
False |
1,784,439 |
| 40 |
112-220 |
108-300 |
3-240 |
3.4% |
0-183 |
0.5% |
57% |
False |
False |
1,984,188 |
| 60 |
115-215 |
108-300 |
6-235 |
6.1% |
0-181 |
0.5% |
32% |
False |
False |
2,010,119 |
| 80 |
115-235 |
108-300 |
6-255 |
6.1% |
0-182 |
0.5% |
31% |
False |
False |
1,961,854 |
| 100 |
115-235 |
108-300 |
6-255 |
6.1% |
0-185 |
0.5% |
31% |
False |
False |
1,571,199 |
| 120 |
115-235 |
108-300 |
6-255 |
6.1% |
0-180 |
0.5% |
31% |
False |
False |
1,309,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-204 |
|
2.618 |
112-016 |
|
1.618 |
111-221 |
|
1.000 |
111-150 |
|
0.618 |
111-106 |
|
HIGH |
111-035 |
|
0.618 |
110-311 |
|
0.500 |
110-298 |
|
0.382 |
110-284 |
|
LOW |
110-240 |
|
0.618 |
110-169 |
|
1.000 |
110-125 |
|
1.618 |
110-054 |
|
2.618 |
109-259 |
|
4.250 |
109-071 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-006 |
110-311 |
| PP |
110-312 |
110-282 |
| S1 |
110-298 |
110-252 |
|