ECBOT 10 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
108-285 |
108-195 |
-0-090 |
-0.3% |
109-280 |
| High |
109-005 |
109-085 |
0-080 |
0.2% |
110-035 |
| Low |
108-165 |
108-195 |
0-030 |
0.1% |
108-165 |
| Close |
108-195 |
108-310 |
0-115 |
0.3% |
108-310 |
| Range |
0-160 |
0-210 |
0-050 |
31.3% |
1-190 |
| ATR |
0-187 |
0-189 |
0-002 |
0.9% |
0-000 |
| Volume |
2,315,566 |
1,686,885 |
-628,681 |
-27.2% |
8,888,423 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-293 |
110-192 |
109-106 |
|
| R3 |
110-083 |
109-302 |
109-048 |
|
| R2 |
109-193 |
109-193 |
109-028 |
|
| R1 |
109-092 |
109-092 |
109-009 |
109-142 |
| PP |
108-303 |
108-303 |
108-303 |
109-009 |
| S1 |
108-202 |
108-202 |
108-291 |
108-252 |
| S2 |
108-093 |
108-093 |
108-272 |
|
| S3 |
107-203 |
107-312 |
108-252 |
|
| S4 |
106-313 |
107-102 |
108-194 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-313 |
113-022 |
109-270 |
|
| R3 |
112-123 |
111-152 |
109-130 |
|
| R2 |
110-253 |
110-253 |
109-084 |
|
| R1 |
109-282 |
109-282 |
109-037 |
109-172 |
| PP |
109-063 |
109-063 |
109-063 |
109-009 |
| S1 |
108-092 |
108-092 |
108-263 |
107-302 |
| S2 |
107-193 |
107-193 |
108-216 |
|
| S3 |
106-003 |
106-222 |
108-170 |
|
| S4 |
104-133 |
105-032 |
108-030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-035 |
108-165 |
1-190 |
1.5% |
0-197 |
0.6% |
28% |
False |
False |
1,777,684 |
| 10 |
111-185 |
108-165 |
3-020 |
2.8% |
0-183 |
0.5% |
15% |
False |
False |
1,621,662 |
| 20 |
111-205 |
108-165 |
3-040 |
2.9% |
0-179 |
0.5% |
15% |
False |
False |
1,836,329 |
| 40 |
111-210 |
108-165 |
3-045 |
2.9% |
0-196 |
0.6% |
14% |
False |
False |
1,002,537 |
| 60 |
115-120 |
108-165 |
6-275 |
6.3% |
0-182 |
0.5% |
7% |
False |
False |
668,711 |
| 80 |
116-020 |
108-165 |
7-175 |
6.9% |
0-160 |
0.5% |
6% |
False |
False |
501,542 |
| 100 |
116-020 |
108-165 |
7-175 |
6.9% |
0-131 |
0.4% |
6% |
False |
False |
401,233 |
| 120 |
116-020 |
108-165 |
7-175 |
6.9% |
0-110 |
0.3% |
6% |
False |
False |
334,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-018 |
|
2.618 |
110-315 |
|
1.618 |
110-105 |
|
1.000 |
109-295 |
|
0.618 |
109-215 |
|
HIGH |
109-085 |
|
0.618 |
109-005 |
|
0.500 |
108-300 |
|
0.382 |
108-275 |
|
LOW |
108-195 |
|
0.618 |
108-065 |
|
1.000 |
107-305 |
|
1.618 |
107-175 |
|
2.618 |
106-285 |
|
4.250 |
105-262 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-307 |
109-078 |
| PP |
108-303 |
109-048 |
| S1 |
108-300 |
109-019 |
|