ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-210 |
107-242 |
0-032 |
0.1% |
108-142 |
| High |
107-300 |
107-298 |
-0-002 |
0.0% |
108-148 |
| Low |
107-208 |
107-190 |
-0-018 |
-0.1% |
107-190 |
| Close |
107-262 |
107-215 |
-0-048 |
-0.1% |
107-215 |
| Range |
0-092 |
0-108 |
0-015 |
16.2% |
0-278 |
| ATR |
0-113 |
0-113 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,220,757 |
1,094,845 |
-125,912 |
-10.3% |
5,720,957 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-237 |
108-173 |
107-274 |
|
| R3 |
108-129 |
108-066 |
107-245 |
|
| R2 |
108-022 |
108-022 |
107-235 |
|
| R1 |
107-278 |
107-278 |
107-225 |
107-256 |
| PP |
107-234 |
107-234 |
107-234 |
107-223 |
| S1 |
107-171 |
107-171 |
107-205 |
107-149 |
| S2 |
107-127 |
107-127 |
107-195 |
|
| S3 |
107-019 |
107-063 |
107-185 |
|
| S4 |
106-232 |
106-276 |
107-156 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-163 |
109-307 |
108-048 |
|
| R3 |
109-206 |
109-029 |
107-291 |
|
| R2 |
108-248 |
108-248 |
107-266 |
|
| R1 |
108-072 |
108-072 |
107-240 |
108-021 |
| PP |
107-291 |
107-291 |
107-291 |
107-266 |
| S1 |
107-114 |
107-114 |
107-190 |
107-064 |
| S2 |
107-013 |
107-013 |
107-164 |
|
| S3 |
106-056 |
106-157 |
107-139 |
|
| S4 |
105-098 |
105-199 |
107-062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-148 |
107-190 |
0-278 |
0.8% |
0-104 |
0.3% |
9% |
False |
True |
1,144,191 |
| 10 |
108-228 |
107-190 |
1-038 |
1.0% |
0-092 |
0.3% |
7% |
False |
True |
997,598 |
| 20 |
110-115 |
107-190 |
2-245 |
2.6% |
0-115 |
0.3% |
3% |
False |
True |
1,254,472 |
| 40 |
110-288 |
107-190 |
3-098 |
3.1% |
0-120 |
0.3% |
2% |
False |
True |
1,326,776 |
| 60 |
110-288 |
107-190 |
3-098 |
3.1% |
0-129 |
0.4% |
2% |
False |
True |
1,167,357 |
| 80 |
110-288 |
106-310 |
3-298 |
3.6% |
0-115 |
0.3% |
18% |
False |
False |
875,563 |
| 100 |
110-288 |
106-100 |
4-188 |
4.3% |
0-096 |
0.3% |
30% |
False |
False |
700,450 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-080 |
0.2% |
38% |
False |
False |
583,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-114 |
|
2.618 |
108-259 |
|
1.618 |
108-151 |
|
1.000 |
108-085 |
|
0.618 |
108-044 |
|
HIGH |
107-298 |
|
0.618 |
107-256 |
|
0.500 |
107-244 |
|
0.382 |
107-231 |
|
LOW |
107-190 |
|
0.618 |
107-124 |
|
1.000 |
107-082 |
|
1.618 |
107-016 |
|
2.618 |
106-229 |
|
4.250 |
106-053 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-244 |
107-245 |
| PP |
107-234 |
107-235 |
| S1 |
107-225 |
107-225 |
|