ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-150 |
106-175 |
0-025 |
0.1% |
107-062 |
| High |
106-278 |
106-245 |
-0-032 |
-0.1% |
107-128 |
| Low |
106-125 |
106-108 |
-0-018 |
-0.1% |
106-155 |
| Close |
106-182 |
106-192 |
0-010 |
0.0% |
107-002 |
| Range |
0-152 |
0-138 |
-0-015 |
-9.8% |
0-292 |
| ATR |
0-135 |
0-135 |
0-000 |
0.1% |
0-000 |
| Volume |
1,784,810 |
1,639,412 |
-145,398 |
-8.1% |
8,458,403 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-274 |
107-211 |
106-268 |
|
| R3 |
107-137 |
107-073 |
106-230 |
|
| R2 |
106-319 |
106-319 |
106-218 |
|
| R1 |
106-256 |
106-256 |
106-205 |
106-288 |
| PP |
106-182 |
106-182 |
106-182 |
106-198 |
| S1 |
106-118 |
106-118 |
106-180 |
106-150 |
| S2 |
106-044 |
106-044 |
106-167 |
|
| S3 |
105-227 |
105-301 |
106-155 |
|
| S4 |
105-089 |
105-163 |
106-117 |
|
|
| 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 |
106-108 |
0-295 |
0.9% |
0-127 |
0.4% |
29% |
False |
True |
1,377,293 |
| 10 |
107-198 |
106-108 |
1-090 |
1.2% |
0-152 |
0.4% |
21% |
False |
True |
1,589,360 |
| 20 |
108-162 |
106-108 |
2-055 |
2.0% |
0-130 |
0.4% |
12% |
False |
True |
1,459,063 |
| 40 |
110-132 |
106-108 |
4-025 |
3.8% |
0-125 |
0.4% |
7% |
False |
True |
1,376,301 |
| 60 |
110-288 |
106-108 |
4-180 |
4.3% |
0-124 |
0.4% |
6% |
False |
True |
1,521,755 |
| 80 |
110-288 |
106-108 |
4-180 |
4.3% |
0-130 |
0.4% |
6% |
False |
True |
1,158,159 |
| 100 |
110-288 |
106-108 |
4-180 |
4.3% |
0-115 |
0.3% |
6% |
False |
True |
926,528 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-097 |
0.3% |
18% |
False |
False |
772,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-189 |
|
2.618 |
107-285 |
|
1.618 |
107-147 |
|
1.000 |
107-062 |
|
0.618 |
107-010 |
|
HIGH |
106-245 |
|
0.618 |
106-192 |
|
0.500 |
106-176 |
|
0.382 |
106-160 |
|
LOW |
106-108 |
|
0.618 |
106-023 |
|
1.000 |
105-290 |
|
1.618 |
105-205 |
|
2.618 |
105-068 |
|
4.250 |
104-163 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-187 |
106-196 |
| PP |
106-182 |
106-195 |
| S1 |
106-176 |
106-194 |
|