ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-242 |
107-192 |
-0-050 |
-0.1% |
108-142 |
| High |
107-298 |
107-215 |
-0-082 |
-0.2% |
108-148 |
| Low |
107-190 |
107-115 |
-0-075 |
-0.2% |
107-190 |
| Close |
107-215 |
107-145 |
-0-070 |
-0.2% |
107-215 |
| Range |
0-108 |
0-100 |
-0-008 |
-7.0% |
0-278 |
| ATR |
0-113 |
0-112 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,094,845 |
1,348,832 |
253,987 |
23.2% |
5,720,957 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-138 |
108-082 |
107-200 |
|
| R3 |
108-038 |
107-302 |
107-172 |
|
| R2 |
107-258 |
107-258 |
107-163 |
|
| R1 |
107-202 |
107-202 |
107-154 |
107-180 |
| PP |
107-158 |
107-158 |
107-158 |
107-148 |
| S1 |
107-102 |
107-102 |
107-136 |
107-080 |
| S2 |
107-058 |
107-058 |
107-127 |
|
| S3 |
106-278 |
107-002 |
107-118 |
|
| S4 |
106-178 |
106-222 |
107-090 |
|
|
| 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 |
108-030 |
107-115 |
0-235 |
0.7% |
0-094 |
0.3% |
13% |
False |
True |
1,201,824 |
| 10 |
108-228 |
107-115 |
1-112 |
1.3% |
0-095 |
0.3% |
7% |
False |
True |
1,096,812 |
| 20 |
110-115 |
107-115 |
3-000 |
2.8% |
0-114 |
0.3% |
3% |
False |
True |
1,237,679 |
| 40 |
110-288 |
107-115 |
3-172 |
3.3% |
0-121 |
0.4% |
3% |
False |
True |
1,324,645 |
| 60 |
110-288 |
107-115 |
3-172 |
3.3% |
0-124 |
0.4% |
3% |
False |
True |
1,189,706 |
| 80 |
110-288 |
107-070 |
3-218 |
3.4% |
0-114 |
0.3% |
6% |
False |
False |
892,423 |
| 100 |
110-288 |
106-100 |
4-188 |
4.3% |
0-097 |
0.3% |
25% |
False |
False |
713,939 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-081 |
0.2% |
34% |
False |
False |
594,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-000 |
|
2.618 |
108-157 |
|
1.618 |
108-057 |
|
1.000 |
107-315 |
|
0.618 |
107-277 |
|
HIGH |
107-215 |
|
0.618 |
107-177 |
|
0.500 |
107-165 |
|
0.382 |
107-153 |
|
LOW |
107-115 |
|
0.618 |
107-053 |
|
1.000 |
107-015 |
|
1.618 |
106-273 |
|
2.618 |
106-173 |
|
4.250 |
106-010 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-165 |
107-208 |
| PP |
107-158 |
107-187 |
| S1 |
107-152 |
107-166 |
|