ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 29-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-192 |
107-135 |
-0-058 |
-0.2% |
108-142 |
| High |
107-215 |
107-188 |
-0-028 |
-0.1% |
108-148 |
| Low |
107-115 |
107-062 |
-0-052 |
-0.2% |
107-190 |
| Close |
107-145 |
107-155 |
0-010 |
0.0% |
107-215 |
| Range |
0-100 |
0-125 |
0-025 |
25.0% |
0-278 |
| ATR |
0-112 |
0-113 |
0-001 |
0.8% |
0-000 |
| Volume |
1,348,832 |
1,466,178 |
117,346 |
8.7% |
5,720,957 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-190 |
108-138 |
107-224 |
|
| R3 |
108-065 |
108-012 |
107-189 |
|
| R2 |
107-260 |
107-260 |
107-178 |
|
| R1 |
107-208 |
107-208 |
107-166 |
107-234 |
| PP |
107-135 |
107-135 |
107-135 |
107-148 |
| S1 |
107-082 |
107-082 |
107-144 |
107-109 |
| S2 |
107-010 |
107-010 |
107-132 |
|
| S3 |
106-205 |
106-278 |
107-121 |
|
| S4 |
106-080 |
106-152 |
107-086 |
|
|
| 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 |
107-300 |
107-062 |
0-238 |
0.7% |
0-104 |
0.3% |
39% |
False |
True |
1,246,363 |
| 10 |
108-228 |
107-062 |
1-165 |
1.4% |
0-098 |
0.3% |
19% |
False |
True |
1,141,622 |
| 20 |
110-068 |
107-062 |
3-005 |
2.8% |
0-113 |
0.3% |
10% |
False |
True |
1,234,275 |
| 40 |
110-288 |
107-062 |
3-225 |
3.4% |
0-120 |
0.3% |
8% |
False |
True |
1,324,603 |
| 60 |
110-288 |
107-062 |
3-225 |
3.4% |
0-121 |
0.4% |
8% |
False |
True |
1,214,058 |
| 80 |
110-288 |
107-062 |
3-225 |
3.4% |
0-116 |
0.3% |
8% |
False |
True |
910,751 |
| 100 |
110-288 |
106-100 |
4-188 |
4.3% |
0-099 |
0.3% |
26% |
False |
False |
728,600 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-082 |
0.2% |
35% |
False |
False |
607,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-079 |
|
2.618 |
108-195 |
|
1.618 |
108-070 |
|
1.000 |
107-312 |
|
0.618 |
107-265 |
|
HIGH |
107-188 |
|
0.618 |
107-140 |
|
0.500 |
107-125 |
|
0.382 |
107-110 |
|
LOW |
107-062 |
|
0.618 |
106-305 |
|
1.000 |
106-258 |
|
1.618 |
106-180 |
|
2.618 |
106-055 |
|
4.250 |
105-171 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-145 |
107-180 |
| PP |
107-135 |
107-172 |
| S1 |
107-125 |
107-163 |
|