ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-038 |
106-312 |
-0-045 |
-0.1% |
107-062 |
| High |
107-082 |
106-312 |
-0-090 |
-0.3% |
107-128 |
| Low |
106-305 |
106-215 |
-0-090 |
-0.3% |
106-155 |
| Close |
107-002 |
106-238 |
-0-085 |
-0.2% |
107-002 |
| Range |
0-098 |
0-098 |
0-000 |
0.0% |
0-292 |
| ATR |
0-134 |
0-132 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,409,667 |
490,336 |
-919,331 |
-65.2% |
8,458,403 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-228 |
107-170 |
106-291 |
|
| R3 |
107-130 |
107-072 |
106-264 |
|
| R2 |
107-032 |
107-032 |
106-255 |
|
| R1 |
106-295 |
106-295 |
106-246 |
106-275 |
| PP |
106-255 |
106-255 |
106-255 |
106-245 |
| S1 |
106-198 |
106-198 |
106-229 |
106-178 |
| S2 |
106-158 |
106-158 |
106-220 |
|
| S3 |
106-060 |
106-100 |
106-211 |
|
| S4 |
105-282 |
106-002 |
106-184 |
|
|
| 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 |
107-095 |
106-155 |
0-260 |
0.8% |
0-151 |
0.4% |
32% |
False |
False |
1,537,234 |
| 10 |
107-230 |
106-155 |
1-075 |
1.2% |
0-148 |
0.4% |
21% |
False |
False |
1,627,244 |
| 20 |
108-228 |
106-155 |
2-072 |
2.1% |
0-121 |
0.4% |
12% |
False |
False |
1,362,028 |
| 40 |
110-250 |
106-155 |
4-095 |
4.0% |
0-123 |
0.4% |
6% |
False |
False |
1,358,003 |
| 60 |
110-288 |
106-155 |
4-132 |
4.1% |
0-122 |
0.4% |
6% |
False |
False |
1,456,919 |
| 80 |
110-288 |
106-155 |
4-132 |
4.1% |
0-127 |
0.4% |
6% |
False |
False |
1,095,829 |
| 100 |
110-288 |
106-155 |
4-132 |
4.1% |
0-111 |
0.3% |
6% |
False |
False |
876,663 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-093 |
0.3% |
21% |
False |
False |
730,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-087 |
|
2.618 |
107-248 |
|
1.618 |
107-150 |
|
1.000 |
107-090 |
|
0.618 |
107-053 |
|
HIGH |
106-312 |
|
0.618 |
106-275 |
|
0.500 |
106-264 |
|
0.382 |
106-252 |
|
LOW |
106-215 |
|
0.618 |
106-155 |
|
1.000 |
106-118 |
|
1.618 |
106-057 |
|
2.618 |
105-280 |
|
4.250 |
105-121 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-264 |
106-306 |
| PP |
106-255 |
106-283 |
| S1 |
106-246 |
106-260 |
|