ECBOT 10 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
111-045 |
110-295 |
-0-070 |
-0.2% |
110-020 |
| High |
111-110 |
111-090 |
-0-020 |
-0.1% |
111-080 |
| Low |
110-275 |
110-180 |
-0-095 |
-0.3% |
110-010 |
| Close |
110-310 |
111-080 |
0-090 |
0.3% |
111-060 |
| Range |
0-155 |
0-230 |
0-075 |
48.4% |
1-070 |
| ATR |
0-188 |
0-191 |
0-003 |
1.6% |
0-000 |
| Volume |
1,568,804 |
1,832,963 |
264,159 |
16.8% |
9,810,519 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-060 |
112-300 |
111-206 |
|
| R3 |
112-150 |
112-070 |
111-143 |
|
| R2 |
111-240 |
111-240 |
111-122 |
|
| R1 |
111-160 |
111-160 |
111-101 |
111-200 |
| PP |
111-010 |
111-010 |
111-010 |
111-030 |
| S1 |
110-250 |
110-250 |
111-059 |
110-290 |
| S2 |
110-100 |
110-100 |
111-038 |
|
| S3 |
109-190 |
110-020 |
111-017 |
|
| S4 |
108-280 |
109-110 |
110-274 |
|
|
| 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 |
111-110 |
110-140 |
0-290 |
0.8% |
0-185 |
0.5% |
90% |
False |
False |
1,750,562 |
| 10 |
111-110 |
109-200 |
1-230 |
1.5% |
0-164 |
0.5% |
95% |
False |
False |
1,999,554 |
| 20 |
111-110 |
109-025 |
2-085 |
2.0% |
0-201 |
0.6% |
96% |
False |
False |
1,043,062 |
| 40 |
113-000 |
109-025 |
3-295 |
3.5% |
0-182 |
0.5% |
55% |
False |
False |
522,953 |
| 60 |
116-020 |
109-025 |
6-315 |
6.3% |
0-170 |
0.5% |
31% |
False |
False |
348,719 |
| 80 |
116-020 |
109-025 |
6-315 |
6.3% |
0-134 |
0.4% |
31% |
False |
False |
261,539 |
| 100 |
116-020 |
109-025 |
6-315 |
6.3% |
0-110 |
0.3% |
31% |
False |
False |
209,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-108 |
|
2.618 |
113-052 |
|
1.618 |
112-142 |
|
1.000 |
112-000 |
|
0.618 |
111-232 |
|
HIGH |
111-090 |
|
0.618 |
111-002 |
|
0.500 |
110-295 |
|
0.382 |
110-268 |
|
LOW |
110-180 |
|
0.618 |
110-038 |
|
1.000 |
109-270 |
|
1.618 |
109-128 |
|
2.618 |
108-218 |
|
4.250 |
107-162 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-045 |
111-048 |
| PP |
111-010 |
111-017 |
| S1 |
110-295 |
110-305 |
|