ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-315 |
107-230 |
-0-085 |
-0.2% |
108-130 |
| High |
108-052 |
107-280 |
-0-092 |
-0.3% |
108-130 |
| Low |
107-265 |
107-190 |
-0-075 |
-0.2% |
107-265 |
| Close |
107-290 |
107-218 |
-0-072 |
-0.2% |
107-290 |
| Range |
0-108 |
0-090 |
-0-018 |
-16.3% |
0-185 |
| ATR |
0-084 |
0-085 |
0-001 |
1.4% |
0-000 |
| Volume |
1,459 |
246 |
-1,213 |
-83.1% |
3,756 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-179 |
108-128 |
107-267 |
|
| R3 |
108-089 |
108-038 |
107-242 |
|
| R2 |
107-319 |
107-319 |
107-234 |
|
| R1 |
107-268 |
107-268 |
107-226 |
107-249 |
| PP |
107-229 |
107-229 |
107-229 |
107-219 |
| S1 |
107-178 |
107-178 |
107-209 |
107-159 |
| S2 |
107-139 |
107-139 |
107-201 |
|
| S3 |
107-049 |
107-088 |
107-193 |
|
| S4 |
106-279 |
106-318 |
107-168 |
|
|
| 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 |
108-110 |
107-190 |
0-240 |
0.7% |
0-087 |
0.3% |
11% |
False |
True |
731 |
| 10 |
108-308 |
107-190 |
1-118 |
1.3% |
0-058 |
0.2% |
6% |
False |
True |
468 |
| 20 |
110-138 |
107-190 |
2-268 |
2.6% |
0-034 |
0.1% |
3% |
False |
True |
236 |
| 40 |
111-012 |
107-190 |
3-142 |
3.2% |
0-017 |
0.0% |
2% |
False |
True |
118 |
| 60 |
111-012 |
107-190 |
3-142 |
3.2% |
0-011 |
0.0% |
2% |
False |
True |
78 |
| 80 |
111-012 |
107-190 |
3-142 |
3.2% |
0-009 |
0.0% |
2% |
False |
True |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-022 |
|
2.618 |
108-196 |
|
1.618 |
108-106 |
|
1.000 |
108-050 |
|
0.618 |
108-016 |
|
HIGH |
107-280 |
|
0.618 |
107-246 |
|
0.500 |
107-235 |
|
0.382 |
107-224 |
|
LOW |
107-190 |
|
0.618 |
107-134 |
|
1.000 |
107-100 |
|
1.618 |
107-044 |
|
2.618 |
106-274 |
|
4.250 |
106-128 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-235 |
107-284 |
| PP |
107-229 |
107-262 |
| S1 |
107-223 |
107-240 |
|