ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-260 |
106-150 |
-0-110 |
-0.3% |
107-062 |
| High |
106-285 |
106-278 |
-0-008 |
0.0% |
107-128 |
| Low |
106-135 |
106-125 |
-0-010 |
0.0% |
106-155 |
| Close |
106-160 |
106-182 |
0-022 |
0.1% |
107-002 |
| Range |
0-150 |
0-152 |
0-002 |
1.7% |
0-292 |
| ATR |
0-134 |
0-135 |
0-001 |
1.0% |
0-000 |
| Volume |
1,562,244 |
1,784,810 |
222,566 |
14.2% |
8,458,403 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-012 |
107-250 |
106-266 |
|
| R3 |
107-180 |
107-098 |
106-224 |
|
| R2 |
107-028 |
107-028 |
106-210 |
|
| R1 |
106-265 |
106-265 |
106-196 |
106-306 |
| PP |
106-195 |
106-195 |
106-195 |
106-216 |
| S1 |
106-112 |
106-112 |
106-169 |
106-154 |
| S2 |
106-042 |
106-042 |
106-155 |
|
| S3 |
105-210 |
105-280 |
106-141 |
|
| S4 |
105-058 |
105-128 |
106-099 |
|
|
| 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 |
107-082 |
106-125 |
0-278 |
0.8% |
0-134 |
0.4% |
21% |
False |
True |
1,423,995 |
| 10 |
107-198 |
106-125 |
1-072 |
1.2% |
0-148 |
0.4% |
15% |
False |
True |
1,649,152 |
| 20 |
108-198 |
106-125 |
2-072 |
2.1% |
0-128 |
0.4% |
8% |
False |
True |
1,431,723 |
| 40 |
110-140 |
106-125 |
4-015 |
3.8% |
0-124 |
0.4% |
4% |
False |
True |
1,373,152 |
| 60 |
110-288 |
106-125 |
4-162 |
4.2% |
0-124 |
0.4% |
4% |
False |
True |
1,507,303 |
| 80 |
110-288 |
106-125 |
4-162 |
4.2% |
0-130 |
0.4% |
4% |
False |
True |
1,137,667 |
| 100 |
110-288 |
106-125 |
4-162 |
4.2% |
0-114 |
0.3% |
4% |
False |
True |
910,134 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-096 |
0.3% |
17% |
False |
False |
758,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-286 |
|
2.618 |
108-037 |
|
1.618 |
107-204 |
|
1.000 |
107-110 |
|
0.618 |
107-052 |
|
HIGH |
106-278 |
|
0.618 |
106-219 |
|
0.500 |
106-201 |
|
0.382 |
106-183 |
|
LOW |
106-125 |
|
0.618 |
106-031 |
|
1.000 |
105-292 |
|
1.618 |
105-198 |
|
2.618 |
105-046 |
|
4.250 |
104-117 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-201 |
106-219 |
| PP |
106-195 |
106-207 |
| S1 |
106-189 |
106-195 |
|