ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-175 |
106-142 |
-0-032 |
-0.1% |
106-312 |
| High |
106-245 |
106-230 |
-0-015 |
0.0% |
106-312 |
| Low |
106-108 |
106-065 |
-0-042 |
-0.1% |
106-065 |
| Close |
106-192 |
106-188 |
-0-005 |
0.0% |
106-188 |
| Range |
0-138 |
0-165 |
0-028 |
20.0% |
0-248 |
| ATR |
0-135 |
0-137 |
0-002 |
1.6% |
0-000 |
| Volume |
1,639,412 |
1,709,556 |
70,144 |
4.3% |
7,186,358 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-016 |
107-267 |
106-278 |
|
| R3 |
107-171 |
107-102 |
106-233 |
|
| R2 |
107-006 |
107-006 |
106-218 |
|
| R1 |
106-257 |
106-257 |
106-203 |
106-291 |
| PP |
106-161 |
106-161 |
106-161 |
106-178 |
| S1 |
106-092 |
106-092 |
106-172 |
106-126 |
| S2 |
105-316 |
105-316 |
106-157 |
|
| S3 |
105-151 |
105-247 |
106-142 |
|
| S4 |
104-306 |
105-082 |
106-097 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-291 |
108-167 |
107-004 |
|
| R3 |
108-043 |
107-239 |
106-256 |
|
| R2 |
107-116 |
107-116 |
106-233 |
|
| R1 |
106-312 |
106-312 |
106-210 |
106-250 |
| PP |
106-188 |
106-188 |
106-188 |
106-158 |
| S1 |
106-064 |
106-064 |
106-165 |
106-002 |
| S2 |
105-261 |
105-261 |
106-142 |
|
| S3 |
105-013 |
105-137 |
106-119 |
|
| S4 |
104-086 |
104-209 |
106-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-312 |
106-065 |
0-248 |
0.7% |
0-140 |
0.4% |
49% |
False |
True |
1,437,271 |
| 10 |
107-128 |
106-065 |
1-062 |
1.1% |
0-146 |
0.4% |
32% |
False |
True |
1,564,476 |
| 20 |
108-148 |
106-065 |
2-082 |
2.1% |
0-135 |
0.4% |
17% |
False |
True |
1,501,912 |
| 40 |
110-132 |
106-065 |
4-068 |
4.0% |
0-126 |
0.4% |
9% |
False |
True |
1,390,618 |
| 60 |
110-288 |
106-065 |
4-222 |
4.4% |
0-124 |
0.4% |
8% |
False |
True |
1,515,979 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-131 |
0.4% |
8% |
False |
True |
1,179,528 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-117 |
0.3% |
8% |
False |
True |
943,623 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-098 |
0.3% |
18% |
False |
False |
786,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-291 |
|
2.618 |
108-022 |
|
1.618 |
107-177 |
|
1.000 |
107-075 |
|
0.618 |
107-012 |
|
HIGH |
106-230 |
|
0.618 |
106-167 |
|
0.500 |
106-148 |
|
0.382 |
106-128 |
|
LOW |
106-065 |
|
0.618 |
105-283 |
|
1.000 |
105-220 |
|
1.618 |
105-118 |
|
2.618 |
104-273 |
|
4.250 |
104-004 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-174 |
106-182 |
| PP |
106-161 |
106-177 |
| S1 |
106-148 |
106-171 |
|