ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-142 |
106-175 |
0-032 |
0.1% |
106-312 |
| High |
106-230 |
106-222 |
-0-008 |
0.0% |
106-312 |
| Low |
106-065 |
106-125 |
0-060 |
0.2% |
106-065 |
| Close |
106-188 |
106-212 |
0-025 |
0.1% |
106-188 |
| Range |
0-165 |
0-098 |
-0-068 |
-40.9% |
0-248 |
| ATR |
0-137 |
0-134 |
-0-003 |
-2.1% |
0-000 |
| Volume |
1,709,556 |
1,291,856 |
-417,700 |
-24.4% |
7,186,358 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-159 |
107-123 |
106-266 |
|
| R3 |
107-062 |
107-026 |
106-239 |
|
| R2 |
106-284 |
106-284 |
106-230 |
|
| R1 |
106-248 |
106-248 |
106-221 |
106-266 |
| PP |
106-187 |
106-187 |
106-187 |
106-196 |
| S1 |
106-151 |
106-151 |
106-204 |
106-169 |
| S2 |
106-089 |
106-089 |
106-195 |
|
| S3 |
105-312 |
106-053 |
106-186 |
|
| S4 |
105-214 |
105-276 |
106-159 |
|
|
| 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 |
106-285 |
106-065 |
0-220 |
0.6% |
0-140 |
0.4% |
67% |
False |
False |
1,597,575 |
| 10 |
107-095 |
106-065 |
1-030 |
1.0% |
0-146 |
0.4% |
42% |
False |
False |
1,567,404 |
| 20 |
108-030 |
106-065 |
1-285 |
1.8% |
0-132 |
0.4% |
24% |
False |
False |
1,513,472 |
| 40 |
110-132 |
106-065 |
4-068 |
3.9% |
0-126 |
0.4% |
11% |
False |
False |
1,396,553 |
| 60 |
110-288 |
106-065 |
4-222 |
4.4% |
0-124 |
0.4% |
10% |
False |
False |
1,497,047 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-131 |
0.4% |
10% |
False |
False |
1,195,675 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-118 |
0.3% |
10% |
False |
False |
956,542 |
| 120 |
110-288 |
105-305 |
4-302 |
4.6% |
0-099 |
0.3% |
14% |
False |
False |
797,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-317 |
|
2.618 |
107-158 |
|
1.618 |
107-060 |
|
1.000 |
107-000 |
|
0.618 |
106-283 |
|
HIGH |
106-222 |
|
0.618 |
106-185 |
|
0.500 |
106-174 |
|
0.382 |
106-162 |
|
LOW |
106-125 |
|
0.618 |
106-065 |
|
1.000 |
106-028 |
|
1.618 |
105-287 |
|
2.618 |
105-190 |
|
4.250 |
105-031 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-200 |
106-193 |
| PP |
106-187 |
106-174 |
| S1 |
106-174 |
106-155 |
|