ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 30-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-135 |
107-182 |
0-048 |
0.1% |
108-142 |
| High |
107-188 |
107-230 |
0-042 |
0.1% |
108-148 |
| Low |
107-062 |
107-062 |
0-000 |
0.0% |
107-190 |
| Close |
107-155 |
107-120 |
-0-035 |
-0.1% |
107-215 |
| Range |
0-125 |
0-168 |
0-042 |
34.0% |
0-278 |
| ATR |
0-113 |
0-117 |
0-004 |
3.5% |
0-000 |
| Volume |
1,466,178 |
1,661,795 |
195,617 |
13.3% |
5,720,957 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-000 |
108-228 |
107-212 |
|
| R3 |
108-152 |
108-060 |
107-166 |
|
| R2 |
107-305 |
107-305 |
107-151 |
|
| R1 |
107-212 |
107-212 |
107-135 |
107-175 |
| PP |
107-138 |
107-138 |
107-138 |
107-119 |
| S1 |
107-045 |
107-045 |
107-105 |
107-008 |
| S2 |
106-290 |
106-290 |
107-089 |
|
| S3 |
106-122 |
106-198 |
107-074 |
|
| S4 |
105-275 |
106-030 |
107-028 |
|
|
| 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% |
0-118 |
0.3% |
24% |
False |
True |
1,358,481 |
| 10 |
108-198 |
107-062 |
1-135 |
1.3% |
0-108 |
0.3% |
13% |
False |
True |
1,214,293 |
| 20 |
109-312 |
107-062 |
2-250 |
2.6% |
0-116 |
0.3% |
6% |
False |
True |
1,260,613 |
| 40 |
110-288 |
107-062 |
3-225 |
3.4% |
0-120 |
0.3% |
5% |
False |
True |
1,324,032 |
| 60 |
110-288 |
107-062 |
3-225 |
3.4% |
0-121 |
0.4% |
5% |
False |
True |
1,241,708 |
| 80 |
110-288 |
107-062 |
3-225 |
3.4% |
0-117 |
0.3% |
5% |
False |
True |
931,523 |
| 100 |
110-288 |
106-100 |
4-188 |
4.3% |
0-100 |
0.3% |
23% |
False |
False |
745,218 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-084 |
0.2% |
33% |
False |
False |
621,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-302 |
|
2.618 |
109-029 |
|
1.618 |
108-181 |
|
1.000 |
108-078 |
|
0.618 |
108-014 |
|
HIGH |
107-230 |
|
0.618 |
107-166 |
|
0.500 |
107-146 |
|
0.382 |
107-126 |
|
LOW |
107-062 |
|
0.618 |
106-279 |
|
1.000 |
106-215 |
|
1.618 |
106-111 |
|
2.618 |
105-264 |
|
4.250 |
104-311 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-146 |
107-146 |
| PP |
107-138 |
107-138 |
| S1 |
107-129 |
107-129 |
|