ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-150 |
107-150 |
0-000 |
0.0% |
107-230 |
| High |
107-205 |
107-260 |
0-055 |
0.2% |
107-302 |
| Low |
107-070 |
107-040 |
-0-030 |
-0.1% |
107-040 |
| Close |
107-145 |
107-068 |
-0-078 |
-0.2% |
107-068 |
| Range |
0-135 |
0-220 |
0-085 |
63.0% |
0-262 |
| ATR |
0-096 |
0-105 |
0-009 |
9.2% |
0-000 |
| Volume |
4,361 |
1,188 |
-3,173 |
-72.8% |
9,758 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-142 |
109-005 |
107-188 |
|
| R3 |
108-242 |
108-105 |
107-128 |
|
| R2 |
108-022 |
108-022 |
107-108 |
|
| R1 |
107-205 |
107-205 |
107-088 |
107-164 |
| PP |
107-122 |
107-122 |
107-122 |
107-102 |
| S1 |
106-305 |
106-305 |
107-047 |
106-264 |
| S2 |
106-222 |
106-222 |
107-027 |
|
| S3 |
106-002 |
106-085 |
107-007 |
|
| S4 |
105-102 |
105-185 |
106-266 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-284 |
109-118 |
107-212 |
|
| R3 |
109-022 |
108-176 |
107-140 |
|
| R2 |
108-079 |
108-079 |
107-116 |
|
| R1 |
107-233 |
107-233 |
107-092 |
107-185 |
| PP |
107-137 |
107-137 |
107-137 |
107-112 |
| S1 |
106-291 |
106-291 |
107-043 |
106-242 |
| S2 |
106-194 |
106-194 |
107-019 |
|
| S3 |
105-252 |
106-028 |
106-315 |
|
| S4 |
104-309 |
105-086 |
106-243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-302 |
107-040 |
0-262 |
0.8% |
0-146 |
0.4% |
10% |
False |
True |
1,951 |
| 10 |
108-130 |
107-040 |
1-090 |
1.2% |
0-113 |
0.3% |
7% |
False |
True |
1,351 |
| 20 |
108-308 |
107-040 |
1-268 |
1.7% |
0-066 |
0.2% |
5% |
False |
True |
712 |
| 40 |
111-012 |
107-040 |
3-292 |
3.7% |
0-033 |
0.1% |
2% |
False |
True |
356 |
| 60 |
111-012 |
107-040 |
3-292 |
3.7% |
0-022 |
0.1% |
2% |
False |
True |
237 |
| 80 |
111-012 |
107-040 |
3-292 |
3.7% |
0-017 |
0.0% |
2% |
False |
True |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-235 |
|
2.618 |
109-196 |
|
1.618 |
108-296 |
|
1.000 |
108-160 |
|
0.618 |
108-076 |
|
HIGH |
107-260 |
|
0.618 |
107-176 |
|
0.500 |
107-150 |
|
0.382 |
107-124 |
|
LOW |
107-040 |
|
0.618 |
106-224 |
|
1.000 |
106-140 |
|
1.618 |
106-004 |
|
2.618 |
105-104 |
|
4.250 |
104-065 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-150 |
107-171 |
| PP |
107-122 |
107-137 |
| S1 |
107-095 |
107-102 |
|