ECBOT 10 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
109-175 |
109-160 |
-0-015 |
0.0% |
110-125 |
| High |
109-295 |
109-280 |
-0-015 |
0.0% |
110-125 |
| Low |
109-080 |
109-025 |
-0-055 |
-0.2% |
109-025 |
| Close |
109-220 |
109-220 |
0-000 |
0.0% |
109-220 |
| Range |
0-215 |
0-255 |
0-040 |
18.6% |
1-100 |
| ATR |
0-209 |
0-212 |
0-003 |
1.6% |
0-000 |
| Volume |
71,409 |
111,250 |
39,841 |
55.8% |
327,305 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-300 |
111-195 |
110-040 |
|
| R3 |
111-045 |
110-260 |
109-290 |
|
| R2 |
110-110 |
110-110 |
109-267 |
|
| R1 |
110-005 |
110-005 |
109-243 |
110-058 |
| PP |
109-175 |
109-175 |
109-175 |
109-201 |
| S1 |
109-070 |
109-070 |
109-197 |
109-122 |
| S2 |
108-240 |
108-240 |
109-173 |
|
| S3 |
107-305 |
108-135 |
109-150 |
|
| S4 |
107-050 |
107-200 |
109-080 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-210 |
112-315 |
110-131 |
|
| R3 |
112-110 |
111-215 |
110-016 |
|
| R2 |
111-010 |
111-010 |
109-297 |
|
| R1 |
110-115 |
110-115 |
109-258 |
110-012 |
| PP |
109-230 |
109-230 |
109-230 |
109-179 |
| S1 |
109-015 |
109-015 |
109-182 |
108-232 |
| S2 |
108-130 |
108-130 |
109-143 |
|
| S3 |
107-030 |
107-235 |
109-104 |
|
| S4 |
105-250 |
106-135 |
108-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-125 |
109-025 |
1-100 |
1.2% |
0-220 |
0.6% |
46% |
False |
True |
65,461 |
| 10 |
110-280 |
109-025 |
1-255 |
1.6% |
0-236 |
0.7% |
34% |
False |
True |
39,612 |
| 20 |
112-155 |
109-025 |
3-130 |
3.1% |
0-214 |
0.6% |
18% |
False |
True |
21,377 |
| 40 |
115-120 |
109-025 |
6-095 |
5.7% |
0-183 |
0.5% |
10% |
False |
True |
11,000 |
| 60 |
116-020 |
109-025 |
6-315 |
6.4% |
0-144 |
0.4% |
9% |
False |
True |
7,342 |
| 80 |
116-020 |
109-025 |
6-315 |
6.4% |
0-112 |
0.3% |
9% |
False |
True |
5,507 |
| 100 |
116-020 |
109-025 |
6-315 |
6.4% |
0-090 |
0.3% |
9% |
False |
True |
4,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-084 |
|
2.618 |
111-308 |
|
1.618 |
111-053 |
|
1.000 |
110-215 |
|
0.618 |
110-118 |
|
HIGH |
109-280 |
|
0.618 |
109-183 |
|
0.500 |
109-152 |
|
0.382 |
109-122 |
|
LOW |
109-025 |
|
0.618 |
108-187 |
|
1.000 |
108-090 |
|
1.618 |
107-252 |
|
2.618 |
106-317 |
|
4.250 |
105-221 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-198 |
109-209 |
| PP |
109-175 |
109-198 |
| S1 |
109-152 |
109-188 |
|