ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-065 |
106-230 |
-0-155 |
-0.5% |
107-192 |
| High |
107-095 |
107-065 |
-0-030 |
-0.1% |
107-230 |
| Low |
106-155 |
106-210 |
0-055 |
0.2% |
106-290 |
| Close |
106-232 |
107-015 |
0-102 |
0.3% |
107-005 |
| Range |
0-260 |
0-175 |
-0-085 |
-32.7% |
0-260 |
| ATR |
0-134 |
0-137 |
0-003 |
2.2% |
0-000 |
| Volume |
2,609,893 |
1,872,922 |
-736,971 |
-28.2% |
8,672,537 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-195 |
108-120 |
107-111 |
|
| R3 |
108-020 |
107-265 |
107-063 |
|
| R2 |
107-165 |
107-165 |
107-047 |
|
| R1 |
107-090 |
107-090 |
107-031 |
107-128 |
| PP |
106-310 |
106-310 |
106-310 |
107-009 |
| S1 |
106-235 |
106-235 |
106-319 |
106-272 |
| S2 |
106-135 |
106-135 |
106-303 |
|
| S3 |
105-280 |
106-060 |
106-287 |
|
| S4 |
105-105 |
105-205 |
106-239 |
|
|
| 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 |
107-198 |
106-155 |
1-042 |
1.1% |
0-176 |
0.5% |
50% |
False |
False |
1,801,426 |
| 10 |
107-298 |
106-155 |
1-142 |
1.4% |
0-149 |
0.4% |
39% |
False |
False |
1,681,611 |
| 20 |
108-228 |
106-155 |
2-072 |
2.1% |
0-119 |
0.3% |
25% |
False |
False |
1,336,592 |
| 40 |
110-258 |
106-155 |
4-102 |
4.0% |
0-122 |
0.4% |
13% |
False |
False |
1,363,494 |
| 60 |
110-288 |
106-155 |
4-132 |
4.1% |
0-124 |
0.4% |
13% |
False |
False |
1,426,936 |
| 80 |
110-288 |
106-155 |
4-132 |
4.1% |
0-124 |
0.4% |
13% |
False |
False |
1,072,079 |
| 100 |
110-288 |
106-155 |
4-132 |
4.1% |
0-110 |
0.3% |
13% |
False |
False |
857,663 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-092 |
0.3% |
26% |
False |
False |
714,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-169 |
|
2.618 |
108-203 |
|
1.618 |
108-028 |
|
1.000 |
107-240 |
|
0.618 |
107-173 |
|
HIGH |
107-065 |
|
0.618 |
106-318 |
|
0.500 |
106-298 |
|
0.382 |
106-277 |
|
LOW |
106-210 |
|
0.618 |
106-102 |
|
1.000 |
106-035 |
|
1.618 |
105-247 |
|
2.618 |
105-072 |
|
4.250 |
104-106 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-002 |
106-318 |
| PP |
106-310 |
106-302 |
| S1 |
106-298 |
106-285 |
|