ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-312 |
106-260 |
-0-052 |
-0.2% |
107-062 |
| High |
106-312 |
106-285 |
-0-028 |
-0.1% |
107-128 |
| Low |
106-215 |
106-135 |
-0-080 |
-0.2% |
106-155 |
| Close |
106-238 |
106-160 |
-0-078 |
-0.2% |
107-002 |
| Range |
0-098 |
0-150 |
0-052 |
53.8% |
0-292 |
| ATR |
0-132 |
0-134 |
0-001 |
0.9% |
0-000 |
| Volume |
490,336 |
1,562,244 |
1,071,908 |
218.6% |
8,458,403 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-003 |
107-232 |
106-242 |
|
| R3 |
107-173 |
107-082 |
106-201 |
|
| R2 |
107-023 |
107-023 |
106-188 |
|
| R1 |
106-252 |
106-252 |
106-174 |
106-222 |
| PP |
106-193 |
106-193 |
106-193 |
106-179 |
| S1 |
106-102 |
106-102 |
106-146 |
106-072 |
| S2 |
106-043 |
106-043 |
106-132 |
|
| S3 |
105-213 |
105-272 |
106-119 |
|
| S4 |
105-063 |
105-122 |
106-078 |
|
|
| 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 |
106-135 |
0-280 |
0.8% |
0-156 |
0.5% |
9% |
False |
True |
1,589,012 |
| 10 |
107-230 |
106-135 |
1-095 |
1.2% |
0-150 |
0.4% |
6% |
False |
True |
1,636,851 |
| 20 |
108-228 |
106-135 |
2-092 |
2.1% |
0-124 |
0.4% |
3% |
False |
True |
1,389,236 |
| 40 |
110-230 |
106-135 |
4-095 |
4.0% |
0-124 |
0.4% |
2% |
False |
True |
1,367,200 |
| 60 |
110-288 |
106-135 |
4-152 |
4.2% |
0-123 |
0.4% |
2% |
False |
True |
1,480,977 |
| 80 |
110-288 |
106-135 |
4-152 |
4.2% |
0-128 |
0.4% |
2% |
False |
True |
1,115,357 |
| 100 |
110-288 |
106-135 |
4-152 |
4.2% |
0-113 |
0.3% |
2% |
False |
True |
892,285 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-095 |
0.3% |
16% |
False |
False |
743,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-282 |
|
2.618 |
108-038 |
|
1.618 |
107-208 |
|
1.000 |
107-115 |
|
0.618 |
107-058 |
|
HIGH |
106-285 |
|
0.618 |
106-228 |
|
0.500 |
106-210 |
|
0.382 |
106-192 |
|
LOW |
106-135 |
|
0.618 |
106-042 |
|
1.000 |
105-305 |
|
1.618 |
105-212 |
|
2.618 |
105-062 |
|
4.250 |
104-138 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-210 |
106-269 |
| PP |
106-193 |
106-232 |
| S1 |
106-177 |
106-196 |
|