ECBOT 10 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
110-210 |
110-150 |
-0-060 |
-0.2% |
109-180 |
| High |
110-235 |
111-010 |
0-095 |
0.3% |
110-100 |
| Low |
110-105 |
110-140 |
0-035 |
0.1% |
109-090 |
| Close |
110-165 |
110-290 |
0-125 |
0.4% |
109-260 |
| Range |
0-130 |
0-190 |
0-060 |
46.2% |
1-010 |
| ATR |
0-193 |
0-193 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,301,421 |
1,978,268 |
-323,153 |
-14.0% |
5,486,273 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-183 |
112-107 |
111-074 |
|
| R3 |
111-313 |
111-237 |
111-022 |
|
| R2 |
111-123 |
111-123 |
111-005 |
|
| R1 |
111-047 |
111-047 |
110-307 |
111-085 |
| PP |
110-253 |
110-253 |
110-253 |
110-272 |
| S1 |
110-177 |
110-177 |
110-273 |
110-215 |
| S2 |
110-063 |
110-063 |
110-255 |
|
| S3 |
109-193 |
109-307 |
110-238 |
|
| S4 |
109-003 |
109-117 |
110-186 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-287 |
112-123 |
110-122 |
|
| R3 |
111-277 |
111-113 |
110-031 |
|
| R2 |
110-267 |
110-267 |
110-000 |
|
| R1 |
110-103 |
110-103 |
109-290 |
110-185 |
| PP |
109-257 |
109-257 |
109-257 |
109-298 |
| S1 |
109-093 |
109-093 |
109-230 |
109-175 |
| S2 |
108-247 |
108-247 |
109-200 |
|
| S3 |
107-237 |
108-083 |
109-169 |
|
| S4 |
106-227 |
107-073 |
109-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-010 |
109-200 |
1-130 |
1.3% |
0-158 |
0.4% |
91% |
True |
False |
2,551,990 |
| 10 |
111-010 |
109-025 |
1-305 |
1.8% |
0-172 |
0.5% |
94% |
True |
False |
1,389,071 |
| 20 |
111-045 |
109-025 |
2-020 |
1.9% |
0-206 |
0.6% |
89% |
False |
False |
705,621 |
| 40 |
114-240 |
109-025 |
5-215 |
5.1% |
0-184 |
0.5% |
32% |
False |
False |
353,667 |
| 60 |
116-020 |
109-025 |
6-315 |
6.3% |
0-163 |
0.5% |
26% |
False |
False |
235,810 |
| 80 |
116-020 |
109-025 |
6-315 |
6.3% |
0-128 |
0.4% |
26% |
False |
False |
176,857 |
| 100 |
116-020 |
109-025 |
6-315 |
6.3% |
0-103 |
0.3% |
26% |
False |
False |
141,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-178 |
|
2.618 |
112-187 |
|
1.618 |
111-317 |
|
1.000 |
111-200 |
|
0.618 |
111-127 |
|
HIGH |
111-010 |
|
0.618 |
110-257 |
|
0.500 |
110-235 |
|
0.382 |
110-213 |
|
LOW |
110-140 |
|
0.618 |
110-023 |
|
1.000 |
109-270 |
|
1.618 |
109-153 |
|
2.618 |
108-283 |
|
4.250 |
107-292 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-272 |
110-250 |
| PP |
110-253 |
110-210 |
| S1 |
110-235 |
110-170 |
|