ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-062 |
107-082 |
0-020 |
0.1% |
107-192 |
| High |
107-128 |
107-082 |
-0-045 |
-0.1% |
107-230 |
| Low |
107-032 |
106-278 |
-0-075 |
-0.2% |
106-290 |
| Close |
107-055 |
107-042 |
-0-012 |
0.0% |
107-005 |
| Range |
0-095 |
0-125 |
0-030 |
31.6% |
0-260 |
| ATR |
0-125 |
0-125 |
0-000 |
0.0% |
0-000 |
| Volume |
1,262,568 |
1,303,353 |
40,785 |
3.2% |
8,672,537 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-082 |
108-028 |
107-111 |
|
| R3 |
107-278 |
107-222 |
107-077 |
|
| R2 |
107-152 |
107-152 |
107-065 |
|
| R1 |
107-098 |
107-098 |
107-054 |
107-062 |
| PP |
107-028 |
107-028 |
107-028 |
107-010 |
| S1 |
106-292 |
106-292 |
107-031 |
106-258 |
| S2 |
106-222 |
106-222 |
107-020 |
|
| S3 |
106-098 |
106-168 |
107-008 |
|
| S4 |
105-292 |
106-042 |
106-294 |
|
|
| 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 |
106-278 |
0-272 |
0.8% |
0-144 |
0.4% |
31% |
False |
True |
1,684,689 |
| 10 |
107-300 |
106-278 |
1-022 |
1.0% |
0-124 |
0.4% |
25% |
False |
True |
1,465,526 |
| 20 |
108-228 |
106-278 |
1-270 |
1.7% |
0-112 |
0.3% |
14% |
False |
True |
1,266,892 |
| 40 |
110-288 |
106-278 |
4-010 |
3.8% |
0-118 |
0.3% |
7% |
False |
True |
1,336,554 |
| 60 |
110-288 |
106-278 |
4-010 |
3.8% |
0-121 |
0.4% |
7% |
False |
True |
1,353,381 |
| 80 |
110-288 |
106-278 |
4-010 |
3.8% |
0-120 |
0.3% |
7% |
False |
True |
1,016,043 |
| 100 |
110-288 |
106-162 |
4-125 |
4.1% |
0-106 |
0.3% |
14% |
False |
False |
812,835 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-088 |
0.3% |
28% |
False |
False |
677,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-294 |
|
2.618 |
108-090 |
|
1.618 |
107-285 |
|
1.000 |
107-208 |
|
0.618 |
107-160 |
|
HIGH |
107-082 |
|
0.618 |
107-035 |
|
0.500 |
107-020 |
|
0.382 |
107-005 |
|
LOW |
106-278 |
|
0.618 |
106-200 |
|
1.000 |
106-152 |
|
1.618 |
106-075 |
|
2.618 |
105-270 |
|
4.250 |
105-066 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-035 |
107-078 |
| PP |
107-028 |
107-066 |
| S1 |
107-020 |
107-054 |
|