ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-305 |
107-042 |
0-058 |
0.2% |
106-215 |
| High |
107-092 |
107-140 |
0-048 |
0.1% |
107-140 |
| Low |
106-300 |
107-035 |
0-055 |
0.2% |
106-198 |
| Close |
107-072 |
107-128 |
0-055 |
0.2% |
107-128 |
| Range |
0-112 |
0-105 |
-0-008 |
-6.7% |
0-262 |
| ATR |
0-121 |
0-120 |
-0-001 |
-0.9% |
0-000 |
| Volume |
499,127 |
27,678 |
-471,449 |
-94.5% |
7,567,298 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-096 |
108-057 |
107-185 |
|
| R3 |
107-311 |
107-272 |
107-156 |
|
| R2 |
107-206 |
107-206 |
107-147 |
|
| R1 |
107-167 |
107-167 |
107-137 |
107-186 |
| PP |
107-101 |
107-101 |
107-101 |
107-111 |
| S1 |
107-062 |
107-062 |
107-118 |
107-081 |
| S2 |
106-316 |
106-316 |
107-108 |
|
| S3 |
106-211 |
106-277 |
107-099 |
|
| S4 |
106-106 |
106-172 |
107-070 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-196 |
109-104 |
107-272 |
|
| R3 |
108-253 |
108-162 |
107-200 |
|
| R2 |
107-311 |
107-311 |
107-176 |
|
| R1 |
107-219 |
107-219 |
107-152 |
107-265 |
| PP |
107-048 |
107-048 |
107-048 |
107-071 |
| S1 |
106-277 |
106-277 |
107-103 |
107-002 |
| S2 |
106-106 |
106-106 |
107-079 |
|
| S3 |
105-163 |
106-014 |
107-055 |
|
| S4 |
104-221 |
105-072 |
106-303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-140 |
106-152 |
0-308 |
0.9% |
0-102 |
0.3% |
96% |
True |
False |
2,243,573 |
| 10 |
107-140 |
106-065 |
1-075 |
1.1% |
0-104 |
0.3% |
97% |
True |
False |
2,210,530 |
| 20 |
107-198 |
106-065 |
1-132 |
1.3% |
0-128 |
0.4% |
85% |
False |
False |
1,899,945 |
| 40 |
109-222 |
106-065 |
3-158 |
3.3% |
0-121 |
0.4% |
34% |
False |
False |
1,602,473 |
| 60 |
110-288 |
106-065 |
4-222 |
4.4% |
0-123 |
0.4% |
25% |
False |
False |
1,529,439 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-122 |
0.4% |
25% |
False |
False |
1,434,022 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-120 |
0.4% |
25% |
False |
False |
1,147,581 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-106 |
0.3% |
25% |
False |
False |
956,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-266 |
|
2.618 |
108-095 |
|
1.618 |
107-310 |
|
1.000 |
107-245 |
|
0.618 |
107-205 |
|
HIGH |
107-140 |
|
0.618 |
107-100 |
|
0.500 |
107-088 |
|
0.382 |
107-075 |
|
LOW |
107-035 |
|
0.618 |
106-290 |
|
1.000 |
106-250 |
|
1.618 |
106-185 |
|
2.618 |
106-080 |
|
4.250 |
105-229 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-114 |
107-099 |
| PP |
107-101 |
107-071 |
| S1 |
107-088 |
107-042 |
|