ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-045 |
107-315 |
-0-050 |
-0.1% |
108-145 |
| High |
108-045 |
108-058 |
0-012 |
0.0% |
108-308 |
| Low |
107-288 |
107-288 |
0-000 |
0.0% |
108-140 |
| Close |
107-290 |
108-022 |
0-052 |
0.2% |
108-230 |
| Range |
0-078 |
0-090 |
0-012 |
16.1% |
0-168 |
| ATR |
0-081 |
0-082 |
0-001 |
0.8% |
0-000 |
| Volume |
352 |
907 |
555 |
157.7% |
691 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-286 |
108-244 |
108-072 |
|
| R3 |
108-196 |
108-154 |
108-047 |
|
| R2 |
108-106 |
108-106 |
108-039 |
|
| R1 |
108-064 |
108-064 |
108-031 |
108-085 |
| PP |
108-016 |
108-016 |
108-016 |
108-026 |
| S1 |
107-294 |
107-294 |
108-014 |
107-315 |
| S2 |
107-246 |
107-246 |
108-006 |
|
| S3 |
107-156 |
107-204 |
107-318 |
|
| S4 |
107-066 |
107-114 |
107-293 |
|
|
| 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% |
0-070 |
0.2% |
20% |
False |
True |
494 |
| 10 |
108-308 |
107-288 |
1-020 |
1.0% |
0-039 |
0.1% |
16% |
False |
True |
301 |
| 20 |
110-180 |
107-288 |
2-212 |
2.5% |
0-024 |
0.1% |
6% |
False |
True |
151 |
| 40 |
111-012 |
107-288 |
3-045 |
2.9% |
0-012 |
0.0% |
5% |
False |
True |
75 |
| 60 |
111-012 |
107-288 |
3-045 |
2.9% |
0-008 |
0.0% |
5% |
False |
True |
50 |
| 80 |
111-012 |
107-132 |
3-200 |
3.4% |
0-006 |
0.0% |
18% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-120 |
|
2.618 |
108-293 |
|
1.618 |
108-203 |
|
1.000 |
108-148 |
|
0.618 |
108-113 |
|
HIGH |
108-058 |
|
0.618 |
108-023 |
|
0.500 |
108-012 |
|
0.382 |
108-002 |
|
LOW |
107-288 |
|
0.618 |
107-232 |
|
1.000 |
107-198 |
|
1.618 |
107-142 |
|
2.618 |
107-052 |
|
4.250 |
106-225 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-019 |
108-039 |
| PP |
108-016 |
108-033 |
| S1 |
108-012 |
108-028 |
|