ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-055 |
108-045 |
-0-010 |
0.0% |
108-145 |
| High |
108-110 |
108-045 |
-0-065 |
-0.2% |
108-308 |
| Low |
108-040 |
107-288 |
-0-072 |
-0.2% |
108-140 |
| Close |
108-058 |
107-290 |
-0-088 |
-0.3% |
108-230 |
| Range |
0-070 |
0-078 |
0-008 |
10.7% |
0-168 |
| ATR |
0-081 |
0-081 |
0-001 |
0.8% |
0-000 |
| Volume |
695 |
352 |
-343 |
-49.4% |
691 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-227 |
108-176 |
108-013 |
|
| R3 |
108-149 |
108-098 |
107-311 |
|
| R2 |
108-072 |
108-072 |
107-304 |
|
| R1 |
108-021 |
108-021 |
107-297 |
108-008 |
| PP |
107-314 |
107-314 |
107-314 |
107-308 |
| S1 |
107-263 |
107-263 |
107-283 |
107-250 |
| S2 |
107-237 |
107-237 |
107-276 |
|
| S3 |
107-159 |
107-186 |
107-269 |
|
| S4 |
107-082 |
107-108 |
107-247 |
|
|
| 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 |
108-240 |
107-288 |
0-272 |
0.8% |
0-054 |
0.2% |
1% |
False |
True |
337 |
| 10 |
108-308 |
107-288 |
1-020 |
1.0% |
0-037 |
0.1% |
1% |
False |
True |
210 |
| 20 |
110-180 |
107-288 |
2-212 |
2.5% |
0-020 |
0.1% |
0% |
False |
True |
106 |
| 40 |
111-012 |
107-288 |
3-045 |
2.9% |
0-010 |
0.0% |
0% |
False |
True |
53 |
| 60 |
111-012 |
107-288 |
3-045 |
2.9% |
0-007 |
0.0% |
0% |
False |
True |
35 |
| 80 |
111-012 |
107-015 |
3-318 |
3.7% |
0-005 |
0.0% |
22% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-054 |
|
2.618 |
108-248 |
|
1.618 |
108-170 |
|
1.000 |
108-122 |
|
0.618 |
108-093 |
|
HIGH |
108-045 |
|
0.618 |
108-015 |
|
0.500 |
108-006 |
|
0.382 |
107-317 |
|
LOW |
107-288 |
|
0.618 |
107-240 |
|
1.000 |
107-210 |
|
1.618 |
107-162 |
|
2.618 |
107-085 |
|
4.250 |
106-278 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-006 |
108-049 |
| PP |
107-314 |
108-022 |
| S1 |
107-302 |
107-316 |
|