ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-230 |
107-038 |
0-128 |
0.4% |
107-062 |
| High |
107-065 |
107-082 |
0-018 |
0.1% |
107-128 |
| Low |
106-210 |
106-305 |
0-095 |
0.3% |
106-155 |
| Close |
107-015 |
107-002 |
-0-012 |
0.0% |
107-002 |
| Range |
0-175 |
0-098 |
-0-078 |
-44.3% |
0-292 |
| ATR |
0-137 |
0-134 |
-0-003 |
-2.1% |
0-000 |
| Volume |
1,872,922 |
1,409,667 |
-463,255 |
-24.7% |
8,458,403 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-316 |
107-257 |
107-056 |
|
| R3 |
107-218 |
107-159 |
107-029 |
|
| R2 |
107-121 |
107-121 |
107-020 |
|
| R1 |
107-062 |
107-062 |
107-011 |
107-042 |
| PP |
107-023 |
107-023 |
107-023 |
107-014 |
| S1 |
106-284 |
106-284 |
106-314 |
106-265 |
| S2 |
106-246 |
106-246 |
106-305 |
|
| S3 |
106-148 |
106-187 |
106-296 |
|
| S4 |
106-051 |
106-089 |
106-269 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-226 |
109-087 |
107-163 |
|
| R3 |
108-253 |
108-114 |
107-083 |
|
| R2 |
107-281 |
107-281 |
107-056 |
|
| R1 |
107-142 |
107-142 |
107-029 |
107-065 |
| PP |
106-308 |
106-308 |
106-308 |
106-270 |
| S1 |
106-169 |
106-169 |
106-296 |
106-092 |
| S2 |
106-016 |
106-016 |
106-269 |
|
| S3 |
105-043 |
105-197 |
106-242 |
|
| S4 |
104-071 |
104-224 |
106-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-128 |
106-155 |
0-292 |
0.9% |
0-150 |
0.4% |
57% |
False |
False |
1,691,680 |
| 10 |
107-230 |
106-155 |
1-075 |
1.2% |
0-148 |
0.4% |
42% |
False |
False |
1,713,094 |
| 20 |
108-228 |
106-155 |
2-072 |
2.1% |
0-120 |
0.4% |
24% |
False |
False |
1,355,346 |
| 40 |
110-258 |
106-155 |
4-102 |
4.0% |
0-122 |
0.4% |
12% |
False |
False |
1,368,599 |
| 60 |
110-288 |
106-155 |
4-132 |
4.1% |
0-122 |
0.4% |
12% |
False |
False |
1,449,147 |
| 80 |
110-288 |
106-155 |
4-132 |
4.1% |
0-125 |
0.4% |
12% |
False |
False |
1,089,699 |
| 100 |
110-288 |
106-155 |
4-132 |
4.1% |
0-111 |
0.3% |
12% |
False |
False |
871,760 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-093 |
0.3% |
26% |
False |
False |
726,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-177 |
|
2.618 |
108-018 |
|
1.618 |
107-240 |
|
1.000 |
107-180 |
|
0.618 |
107-143 |
|
HIGH |
107-082 |
|
0.618 |
107-045 |
|
0.500 |
107-034 |
|
0.382 |
107-022 |
|
LOW |
106-305 |
|
0.618 |
106-245 |
|
1.000 |
106-208 |
|
1.618 |
106-147 |
|
2.618 |
106-050 |
|
4.250 |
105-211 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-034 |
106-310 |
| PP |
107-023 |
106-298 |
| S1 |
107-013 |
106-285 |
|