ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-182 |
107-070 |
-0-112 |
-0.3% |
108-142 |
| High |
107-230 |
107-105 |
-0-125 |
-0.4% |
108-148 |
| Low |
107-062 |
107-000 |
-0-062 |
-0.2% |
107-190 |
| Close |
107-120 |
107-075 |
-0-045 |
-0.1% |
107-215 |
| Range |
0-168 |
0-105 |
-0-062 |
-37.3% |
0-278 |
| ATR |
0-117 |
0-117 |
0-000 |
0.2% |
0-000 |
| Volume |
1,661,795 |
2,237,335 |
575,540 |
34.6% |
5,720,957 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-055 |
108-010 |
107-133 |
|
| R3 |
107-270 |
107-225 |
107-104 |
|
| R2 |
107-165 |
107-165 |
107-094 |
|
| R1 |
107-120 |
107-120 |
107-085 |
107-142 |
| PP |
107-060 |
107-060 |
107-060 |
107-071 |
| S1 |
107-015 |
107-015 |
107-065 |
107-038 |
| S2 |
106-275 |
106-275 |
107-056 |
|
| S3 |
106-170 |
106-230 |
107-046 |
|
| S4 |
106-065 |
106-125 |
107-017 |
|
|
| 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 |
107-298 |
107-000 |
0-298 |
0.9% |
0-121 |
0.4% |
25% |
False |
True |
1,561,797 |
| 10 |
108-162 |
107-000 |
1-162 |
1.4% |
0-108 |
0.3% |
16% |
False |
True |
1,328,767 |
| 20 |
109-222 |
107-000 |
2-222 |
2.5% |
0-115 |
0.3% |
9% |
False |
True |
1,305,002 |
| 40 |
110-288 |
107-000 |
3-288 |
3.6% |
0-120 |
0.4% |
6% |
False |
True |
1,344,186 |
| 60 |
110-288 |
107-000 |
3-288 |
3.6% |
0-120 |
0.4% |
6% |
False |
True |
1,278,715 |
| 80 |
110-288 |
107-000 |
3-288 |
3.6% |
0-118 |
0.3% |
6% |
False |
True |
959,490 |
| 100 |
110-288 |
106-162 |
4-125 |
4.1% |
0-101 |
0.3% |
17% |
False |
False |
767,592 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-084 |
0.2% |
30% |
False |
False |
639,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-231 |
|
2.618 |
108-060 |
|
1.618 |
107-275 |
|
1.000 |
107-210 |
|
0.618 |
107-170 |
|
HIGH |
107-105 |
|
0.618 |
107-065 |
|
0.500 |
107-052 |
|
0.382 |
107-040 |
|
LOW |
107-000 |
|
0.618 |
106-255 |
|
1.000 |
106-215 |
|
1.618 |
106-150 |
|
2.618 |
106-045 |
|
4.250 |
105-194 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-068 |
107-115 |
| PP |
107-060 |
107-102 |
| S1 |
107-052 |
107-088 |
|