ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-175 |
106-210 |
0-035 |
0.1% |
106-312 |
| High |
106-222 |
106-318 |
0-095 |
0.3% |
106-312 |
| Low |
106-125 |
106-210 |
0-085 |
0.2% |
106-065 |
| Close |
106-212 |
106-250 |
0-038 |
0.1% |
106-188 |
| Range |
0-098 |
0-108 |
0-010 |
10.3% |
0-248 |
| ATR |
0-134 |
0-133 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,291,856 |
1,824,008 |
532,152 |
41.2% |
7,186,358 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-262 |
107-203 |
106-309 |
|
| R3 |
107-154 |
107-096 |
106-280 |
|
| R2 |
107-047 |
107-047 |
106-270 |
|
| R1 |
106-308 |
106-308 |
106-260 |
107-018 |
| PP |
106-259 |
106-259 |
106-259 |
106-274 |
| S1 |
106-201 |
106-201 |
106-240 |
106-230 |
| S2 |
106-152 |
106-152 |
106-230 |
|
| S3 |
106-044 |
106-093 |
106-220 |
|
| S4 |
105-257 |
105-306 |
106-191 |
|
|
| 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 |
106-318 |
106-065 |
0-252 |
0.7% |
0-132 |
0.4% |
73% |
True |
False |
1,649,928 |
| 10 |
107-095 |
106-065 |
1-030 |
1.0% |
0-144 |
0.4% |
53% |
False |
False |
1,619,470 |
| 20 |
107-300 |
106-065 |
1-235 |
1.6% |
0-134 |
0.4% |
33% |
False |
False |
1,542,498 |
| 40 |
110-132 |
106-065 |
4-068 |
3.9% |
0-126 |
0.4% |
14% |
False |
False |
1,408,787 |
| 60 |
110-288 |
106-065 |
4-222 |
4.4% |
0-124 |
0.4% |
12% |
False |
False |
1,459,050 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-132 |
0.4% |
12% |
False |
False |
1,218,474 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-118 |
0.3% |
12% |
False |
False |
974,782 |
| 120 |
110-288 |
106-040 |
4-248 |
4.5% |
0-100 |
0.3% |
14% |
False |
False |
812,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-134 |
|
2.618 |
107-279 |
|
1.618 |
107-171 |
|
1.000 |
107-105 |
|
0.618 |
107-064 |
|
HIGH |
106-318 |
|
0.618 |
106-276 |
|
0.500 |
106-264 |
|
0.382 |
106-251 |
|
LOW |
106-210 |
|
0.618 |
106-144 |
|
1.000 |
106-102 |
|
1.618 |
106-036 |
|
2.618 |
105-249 |
|
4.250 |
105-073 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-264 |
106-230 |
| PP |
106-259 |
106-211 |
| S1 |
106-255 |
106-191 |
|