ECBOT 10 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
110-250 |
111-055 |
0-125 |
0.4% |
110-020 |
| High |
111-080 |
111-090 |
0-010 |
0.0% |
111-080 |
| Low |
110-230 |
110-230 |
0-000 |
0.0% |
110-010 |
| Close |
111-060 |
111-035 |
-0-025 |
-0.1% |
111-060 |
| Range |
0-170 |
0-180 |
0-010 |
5.9% |
1-070 |
| ATR |
0-191 |
0-191 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,588,734 |
1,784,041 |
195,307 |
12.3% |
9,810,519 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-232 |
112-153 |
111-134 |
|
| R3 |
112-052 |
111-293 |
111-084 |
|
| R2 |
111-192 |
111-192 |
111-068 |
|
| R1 |
111-113 |
111-113 |
111-052 |
111-062 |
| PP |
111-012 |
111-012 |
111-012 |
110-306 |
| S1 |
110-253 |
110-253 |
111-018 |
110-202 |
| S2 |
110-152 |
110-152 |
111-002 |
|
| S3 |
109-292 |
110-073 |
110-306 |
|
| S4 |
109-112 |
109-213 |
110-256 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-153 |
114-017 |
111-274 |
|
| R3 |
113-083 |
112-267 |
111-167 |
|
| R2 |
112-013 |
112-013 |
111-132 |
|
| R1 |
111-197 |
111-197 |
111-096 |
111-265 |
| PP |
110-263 |
110-263 |
110-263 |
110-298 |
| S1 |
110-127 |
110-127 |
111-024 |
110-195 |
| S2 |
109-193 |
109-193 |
110-308 |
|
| S3 |
108-123 |
109-057 |
110-273 |
|
| S4 |
107-053 |
107-307 |
110-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-090 |
110-010 |
1-080 |
1.1% |
0-180 |
0.5% |
86% |
True |
False |
2,318,912 |
| 10 |
111-090 |
109-090 |
2-000 |
1.8% |
0-160 |
0.5% |
91% |
True |
False |
1,708,083 |
| 20 |
111-090 |
109-025 |
2-065 |
2.0% |
0-198 |
0.6% |
92% |
True |
False |
873,847 |
| 40 |
113-065 |
109-025 |
4-040 |
3.7% |
0-179 |
0.5% |
49% |
False |
False |
437,980 |
| 60 |
116-020 |
109-025 |
6-315 |
6.3% |
0-166 |
0.5% |
29% |
False |
False |
292,023 |
| 80 |
116-020 |
109-025 |
6-315 |
6.3% |
0-130 |
0.4% |
29% |
False |
False |
219,017 |
| 100 |
116-020 |
109-025 |
6-315 |
6.3% |
0-106 |
0.3% |
29% |
False |
False |
175,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-215 |
|
2.618 |
112-241 |
|
1.618 |
112-061 |
|
1.000 |
111-270 |
|
0.618 |
111-201 |
|
HIGH |
111-090 |
|
0.618 |
111-021 |
|
0.500 |
111-000 |
|
0.382 |
110-299 |
|
LOW |
110-230 |
|
0.618 |
110-119 |
|
1.000 |
110-050 |
|
1.618 |
109-259 |
|
2.618 |
109-079 |
|
4.250 |
108-105 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-023 |
111-008 |
| PP |
111-012 |
110-302 |
| S1 |
111-000 |
110-275 |
|