ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-068 |
107-062 |
-0-005 |
0.0% |
107-192 |
| High |
107-198 |
107-128 |
-0-070 |
-0.2% |
107-230 |
| Low |
106-290 |
107-032 |
0-062 |
0.2% |
106-290 |
| Close |
107-005 |
107-055 |
0-050 |
0.1% |
107-005 |
| Range |
0-228 |
0-095 |
-0-132 |
-58.2% |
0-260 |
| ATR |
0-125 |
0-125 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,958,397 |
1,262,568 |
-695,829 |
-35.5% |
8,672,537 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-037 |
107-301 |
107-107 |
|
| R3 |
107-262 |
107-206 |
107-081 |
|
| R2 |
107-167 |
107-167 |
107-072 |
|
| R1 |
107-111 |
107-111 |
107-064 |
107-091 |
| PP |
107-072 |
107-072 |
107-072 |
107-062 |
| S1 |
107-016 |
107-016 |
107-046 |
106-316 |
| S2 |
106-297 |
106-297 |
107-038 |
|
| S3 |
106-202 |
106-241 |
107-029 |
|
| S4 |
106-107 |
106-146 |
107-003 |
|
|
| 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% |
0-144 |
0.4% |
33% |
False |
False |
1,717,254 |
| 10 |
108-030 |
106-290 |
1-060 |
1.1% |
0-119 |
0.3% |
22% |
False |
False |
1,459,539 |
| 20 |
108-232 |
106-290 |
1-262 |
1.7% |
0-111 |
0.3% |
15% |
False |
False |
1,256,014 |
| 40 |
110-288 |
106-290 |
3-318 |
3.7% |
0-119 |
0.3% |
7% |
False |
False |
1,337,082 |
| 60 |
110-288 |
106-290 |
3-318 |
3.7% |
0-121 |
0.4% |
7% |
False |
False |
1,331,912 |
| 80 |
110-288 |
106-290 |
3-318 |
3.7% |
0-119 |
0.3% |
7% |
False |
False |
999,752 |
| 100 |
110-288 |
106-162 |
4-125 |
4.1% |
0-104 |
0.3% |
15% |
False |
False |
799,801 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-087 |
0.3% |
29% |
False |
False |
666,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-211 |
|
2.618 |
108-056 |
|
1.618 |
107-281 |
|
1.000 |
107-222 |
|
0.618 |
107-186 |
|
HIGH |
107-128 |
|
0.618 |
107-091 |
|
0.500 |
107-080 |
|
0.382 |
107-069 |
|
LOW |
107-032 |
|
0.618 |
106-294 |
|
1.000 |
106-258 |
|
1.618 |
106-199 |
|
2.618 |
106-104 |
|
4.250 |
105-269 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-080 |
107-084 |
| PP |
107-072 |
107-074 |
| S1 |
107-063 |
107-065 |
|