ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-070 |
107-068 |
-0-002 |
0.0% |
107-192 |
| High |
107-105 |
107-198 |
0-092 |
0.3% |
107-230 |
| Low |
107-000 |
106-290 |
-0-030 |
-0.1% |
106-290 |
| Close |
107-075 |
107-005 |
-0-070 |
-0.2% |
107-005 |
| Range |
0-105 |
0-228 |
0-122 |
116.7% |
0-260 |
| ATR |
0-117 |
0-125 |
0-008 |
6.8% |
0-000 |
| Volume |
2,237,335 |
1,958,397 |
-278,938 |
-12.5% |
8,672,537 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-100 |
108-280 |
107-130 |
|
| R3 |
108-192 |
108-052 |
107-068 |
|
| R2 |
107-285 |
107-285 |
107-047 |
|
| R1 |
107-145 |
107-145 |
107-026 |
107-101 |
| PP |
107-058 |
107-058 |
107-058 |
107-036 |
| S1 |
106-238 |
106-238 |
106-304 |
106-194 |
| S2 |
106-150 |
106-150 |
106-283 |
|
| S3 |
105-242 |
106-010 |
106-262 |
|
| S4 |
105-015 |
105-102 |
106-200 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-208 |
109-047 |
107-148 |
|
| R3 |
108-268 |
108-107 |
107-076 |
|
| R2 |
108-008 |
108-008 |
107-053 |
|
| R1 |
107-167 |
107-167 |
107-029 |
107-118 |
| PP |
107-068 |
107-068 |
107-068 |
107-044 |
| S1 |
106-227 |
106-227 |
106-301 |
106-178 |
| S2 |
106-128 |
106-128 |
106-277 |
|
| S3 |
105-188 |
105-287 |
106-254 |
|
| S4 |
104-248 |
105-027 |
106-182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-230 |
106-290 |
0-260 |
0.8% |
0-145 |
0.4% |
13% |
False |
True |
1,734,507 |
| 10 |
108-148 |
106-290 |
1-178 |
1.5% |
0-124 |
0.4% |
7% |
False |
True |
1,439,349 |
| 20 |
108-245 |
106-290 |
1-275 |
1.7% |
0-111 |
0.3% |
6% |
False |
True |
1,281,698 |
| 40 |
110-288 |
106-290 |
3-318 |
3.7% |
0-119 |
0.3% |
3% |
False |
True |
1,331,247 |
| 60 |
110-288 |
106-290 |
3-318 |
3.7% |
0-120 |
0.4% |
3% |
False |
True |
1,311,165 |
| 80 |
110-288 |
106-290 |
3-318 |
3.7% |
0-119 |
0.3% |
3% |
False |
True |
983,970 |
| 100 |
110-288 |
106-162 |
4-125 |
4.1% |
0-104 |
0.3% |
12% |
False |
False |
787,176 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-086 |
0.3% |
26% |
False |
False |
655,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-204 |
|
2.618 |
109-153 |
|
1.618 |
108-246 |
|
1.000 |
108-105 |
|
0.618 |
108-018 |
|
HIGH |
107-198 |
|
0.618 |
107-111 |
|
0.500 |
107-084 |
|
0.382 |
107-057 |
|
LOW |
106-290 |
|
0.618 |
106-149 |
|
1.000 |
106-062 |
|
1.618 |
105-242 |
|
2.618 |
105-014 |
|
4.250 |
103-283 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-084 |
107-100 |
| PP |
107-058 |
107-068 |
| S1 |
107-031 |
107-037 |
|