ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-315 |
107-315 |
0-000 |
0.0% |
108-130 |
| High |
108-058 |
108-052 |
-0-005 |
0.0% |
108-130 |
| Low |
107-288 |
107-265 |
-0-022 |
-0.1% |
107-265 |
| Close |
108-022 |
107-290 |
-0-052 |
-0.2% |
107-290 |
| Range |
0-090 |
0-108 |
0-018 |
19.4% |
0-185 |
| ATR |
0-082 |
0-084 |
0-002 |
2.2% |
0-000 |
| Volume |
907 |
1,459 |
552 |
60.9% |
3,756 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-312 |
108-248 |
108-029 |
|
| R3 |
108-204 |
108-141 |
108-000 |
|
| R2 |
108-097 |
108-097 |
107-310 |
|
| R1 |
108-033 |
108-033 |
107-300 |
108-011 |
| PP |
107-309 |
107-309 |
107-309 |
107-298 |
| S1 |
107-246 |
107-246 |
107-280 |
107-224 |
| S2 |
107-202 |
107-202 |
107-270 |
|
| S3 |
107-094 |
107-138 |
107-260 |
|
| S4 |
106-307 |
107-031 |
107-231 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-250 |
109-135 |
108-072 |
|
| R3 |
109-065 |
108-270 |
108-021 |
|
| R2 |
108-200 |
108-200 |
108-004 |
|
| R1 |
108-085 |
108-085 |
107-307 |
108-050 |
| PP |
108-015 |
108-015 |
108-015 |
107-318 |
| S1 |
107-220 |
107-220 |
107-273 |
107-185 |
| S2 |
107-150 |
107-150 |
107-256 |
|
| S3 |
106-285 |
107-035 |
107-239 |
|
| S4 |
106-100 |
106-170 |
107-188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-130 |
107-265 |
0-185 |
0.5% |
0-080 |
0.2% |
14% |
False |
True |
751 |
| 10 |
108-308 |
107-265 |
1-042 |
1.0% |
0-050 |
0.1% |
7% |
False |
True |
444 |
| 20 |
110-138 |
107-265 |
2-192 |
2.4% |
0-030 |
0.1% |
3% |
False |
True |
224 |
| 40 |
111-012 |
107-265 |
3-068 |
3.0% |
0-015 |
0.0% |
2% |
False |
True |
112 |
| 60 |
111-012 |
107-265 |
3-068 |
3.0% |
0-010 |
0.0% |
2% |
False |
True |
74 |
| 80 |
111-012 |
107-220 |
3-112 |
3.1% |
0-007 |
0.0% |
7% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-189 |
|
2.618 |
109-014 |
|
1.618 |
108-226 |
|
1.000 |
108-160 |
|
0.618 |
108-119 |
|
HIGH |
108-052 |
|
0.618 |
108-011 |
|
0.500 |
107-319 |
|
0.382 |
107-306 |
|
LOW |
107-265 |
|
0.618 |
107-199 |
|
1.000 |
107-158 |
|
1.618 |
107-091 |
|
2.618 |
106-304 |
|
4.250 |
106-128 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-319 |
108-001 |
| PP |
107-309 |
107-311 |
| S1 |
107-300 |
107-300 |
|