ECBOT 10 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
109-245 |
109-290 |
0-045 |
0.1% |
110-125 |
| High |
110-100 |
109-310 |
-0-110 |
-0.3% |
110-125 |
| Low |
109-245 |
109-200 |
-0-045 |
-0.1% |
109-025 |
| Close |
110-000 |
109-270 |
-0-050 |
-0.1% |
109-220 |
| Range |
0-175 |
0-110 |
-0-065 |
-37.1% |
1-100 |
| ATR |
0-207 |
0-201 |
-0-006 |
-3.0% |
0-000 |
| Volume |
370,745 |
461,048 |
90,303 |
24.4% |
327,305 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-270 |
110-220 |
110-010 |
|
| R3 |
110-160 |
110-110 |
109-300 |
|
| R2 |
110-050 |
110-050 |
109-290 |
|
| R1 |
110-000 |
110-000 |
109-280 |
109-290 |
| PP |
109-260 |
109-260 |
109-260 |
109-245 |
| S1 |
109-210 |
109-210 |
109-260 |
109-180 |
| S2 |
109-150 |
109-150 |
109-250 |
|
| S3 |
109-040 |
109-100 |
109-240 |
|
| S4 |
108-250 |
108-310 |
109-210 |
|
|
| 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 |
110-100 |
109-025 |
1-075 |
1.1% |
0-186 |
0.5% |
62% |
False |
False |
226,153 |
| 10 |
110-240 |
109-025 |
1-215 |
1.5% |
0-202 |
0.6% |
46% |
False |
False |
131,235 |
| 20 |
111-210 |
109-025 |
2-185 |
2.3% |
0-212 |
0.6% |
30% |
False |
False |
68,461 |
| 40 |
115-120 |
109-025 |
6-095 |
5.7% |
0-184 |
0.5% |
12% |
False |
False |
34,701 |
| 60 |
116-020 |
109-025 |
6-315 |
6.4% |
0-151 |
0.4% |
11% |
False |
False |
23,144 |
| 80 |
116-020 |
109-025 |
6-315 |
6.4% |
0-118 |
0.3% |
11% |
False |
False |
17,358 |
| 100 |
116-020 |
109-025 |
6-315 |
6.4% |
0-095 |
0.3% |
11% |
False |
False |
13,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-138 |
|
2.618 |
110-278 |
|
1.618 |
110-168 |
|
1.000 |
110-100 |
|
0.618 |
110-058 |
|
HIGH |
109-310 |
|
0.618 |
109-268 |
|
0.500 |
109-255 |
|
0.382 |
109-242 |
|
LOW |
109-200 |
|
0.618 |
109-132 |
|
1.000 |
109-090 |
|
1.618 |
109-022 |
|
2.618 |
108-232 |
|
4.250 |
108-052 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-265 |
109-265 |
| PP |
109-260 |
109-260 |
| S1 |
109-255 |
109-255 |
|