ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-258 |
107-150 |
-0-108 |
-0.3% |
108-130 |
| High |
107-302 |
107-205 |
-0-098 |
-0.3% |
108-130 |
| Low |
107-135 |
107-070 |
-0-065 |
-0.2% |
107-265 |
| Close |
107-190 |
107-145 |
-0-045 |
-0.1% |
107-290 |
| Range |
0-168 |
0-135 |
-0-032 |
-19.4% |
0-185 |
| ATR |
0-093 |
0-096 |
0-003 |
3.2% |
0-000 |
| Volume |
1,094 |
4,361 |
3,267 |
298.6% |
3,756 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-225 |
108-160 |
107-219 |
|
| R3 |
108-090 |
108-025 |
107-182 |
|
| R2 |
107-275 |
107-275 |
107-170 |
|
| R1 |
107-210 |
107-210 |
107-157 |
107-175 |
| PP |
107-140 |
107-140 |
107-140 |
107-122 |
| S1 |
107-075 |
107-075 |
107-133 |
107-040 |
| S2 |
107-005 |
107-005 |
107-120 |
|
| S3 |
106-190 |
106-260 |
107-108 |
|
| S4 |
106-055 |
106-125 |
107-071 |
|
|
| 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 |
108-052 |
107-070 |
0-302 |
0.9% |
0-124 |
0.4% |
25% |
False |
True |
2,005 |
| 10 |
108-240 |
107-070 |
1-170 |
1.4% |
0-097 |
0.3% |
15% |
False |
True |
1,250 |
| 20 |
109-048 |
107-070 |
1-298 |
1.8% |
0-055 |
0.2% |
12% |
False |
True |
652 |
| 40 |
111-012 |
107-070 |
3-262 |
3.6% |
0-028 |
0.1% |
6% |
False |
True |
326 |
| 60 |
111-012 |
107-070 |
3-262 |
3.6% |
0-018 |
0.1% |
6% |
False |
True |
217 |
| 80 |
111-012 |
107-070 |
3-262 |
3.6% |
0-014 |
0.0% |
6% |
False |
True |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-139 |
|
2.618 |
108-238 |
|
1.618 |
108-103 |
|
1.000 |
108-020 |
|
0.618 |
107-288 |
|
HIGH |
107-205 |
|
0.618 |
107-153 |
|
0.500 |
107-138 |
|
0.382 |
107-122 |
|
LOW |
107-070 |
|
0.618 |
106-307 |
|
1.000 |
106-255 |
|
1.618 |
106-172 |
|
2.618 |
106-037 |
|
4.250 |
105-136 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-142 |
107-186 |
| PP |
107-140 |
107-172 |
| S1 |
107-138 |
107-159 |
|