ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-188 |
108-130 |
-0-058 |
-0.2% |
108-145 |
| High |
108-240 |
108-130 |
-0-110 |
-0.3% |
108-308 |
| Low |
108-178 |
108-078 |
-0-100 |
-0.3% |
108-140 |
| Close |
108-230 |
108-092 |
-0-138 |
-0.4% |
108-230 |
| Range |
0-062 |
0-052 |
-0-010 |
-16.0% |
0-168 |
| ATR |
0-076 |
0-081 |
0-005 |
7.2% |
0-000 |
| Volume |
174 |
343 |
169 |
97.1% |
691 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-258 |
108-228 |
108-121 |
|
| R3 |
108-205 |
108-175 |
108-107 |
|
| R2 |
108-152 |
108-152 |
108-102 |
|
| R1 |
108-122 |
108-122 |
108-097 |
108-111 |
| PP |
108-100 |
108-100 |
108-100 |
108-094 |
| S1 |
108-070 |
108-070 |
108-088 |
108-059 |
| S2 |
108-048 |
108-048 |
108-083 |
|
| S3 |
107-315 |
108-018 |
108-078 |
|
| S4 |
107-262 |
107-285 |
108-064 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-088 |
110-007 |
109-002 |
|
| R3 |
109-241 |
109-159 |
108-276 |
|
| R2 |
109-073 |
109-073 |
108-261 |
|
| R1 |
108-312 |
108-312 |
108-245 |
109-032 |
| PP |
108-226 |
108-226 |
108-226 |
108-246 |
| S1 |
108-144 |
108-144 |
108-215 |
108-185 |
| S2 |
108-058 |
108-058 |
108-199 |
|
| S3 |
107-211 |
107-297 |
108-184 |
|
| S4 |
107-043 |
107-129 |
108-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-308 |
108-078 |
0-230 |
0.7% |
0-030 |
0.1% |
7% |
False |
True |
205 |
| 10 |
108-308 |
108-078 |
0-230 |
0.7% |
0-025 |
0.1% |
7% |
False |
True |
107 |
| 20 |
110-215 |
108-078 |
2-138 |
2.2% |
0-012 |
0.0% |
2% |
False |
True |
53 |
| 40 |
111-012 |
108-078 |
2-255 |
2.6% |
0-006 |
0.0% |
2% |
False |
True |
26 |
| 60 |
111-012 |
108-078 |
2-255 |
2.6% |
0-004 |
0.0% |
2% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-033 |
|
2.618 |
108-267 |
|
1.618 |
108-215 |
|
1.000 |
108-182 |
|
0.618 |
108-162 |
|
HIGH |
108-130 |
|
0.618 |
108-110 |
|
0.500 |
108-104 |
|
0.382 |
108-098 |
|
LOW |
108-078 |
|
0.618 |
108-045 |
|
1.000 |
108-025 |
|
1.618 |
107-313 |
|
2.618 |
107-260 |
|
4.250 |
107-174 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-104 |
108-159 |
| PP |
108-100 |
108-137 |
| S1 |
108-096 |
108-115 |
|