ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-150 |
107-122 |
-0-028 |
-0.1% |
107-230 |
| High |
107-260 |
107-192 |
-0-068 |
-0.2% |
107-302 |
| Low |
107-040 |
107-105 |
0-065 |
0.2% |
107-040 |
| Close |
107-068 |
107-122 |
0-055 |
0.2% |
107-068 |
| Range |
0-220 |
0-088 |
-0-132 |
-60.2% |
0-262 |
| ATR |
0-105 |
0-106 |
0-001 |
1.4% |
0-000 |
| Volume |
1,188 |
2,518 |
1,330 |
112.0% |
9,758 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-082 |
108-030 |
107-171 |
|
| R3 |
107-315 |
107-262 |
107-147 |
|
| R2 |
107-228 |
107-228 |
107-139 |
|
| R1 |
107-175 |
107-175 |
107-131 |
107-166 |
| PP |
107-140 |
107-140 |
107-140 |
107-136 |
| S1 |
107-088 |
107-088 |
107-114 |
107-079 |
| S2 |
107-052 |
107-052 |
107-106 |
|
| S3 |
106-285 |
107-000 |
107-098 |
|
| S4 |
106-198 |
106-232 |
107-074 |
|
|
| 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% |
31% |
False |
False |
2,406 |
| 10 |
108-110 |
107-040 |
1-070 |
1.1% |
0-116 |
0.3% |
21% |
False |
False |
1,568 |
| 20 |
108-308 |
107-040 |
1-268 |
1.7% |
0-071 |
0.2% |
14% |
False |
False |
838 |
| 40 |
111-012 |
107-040 |
3-292 |
3.6% |
0-035 |
0.1% |
7% |
False |
False |
419 |
| 60 |
111-012 |
107-040 |
3-292 |
3.6% |
0-024 |
0.1% |
7% |
False |
False |
279 |
| 80 |
111-012 |
107-040 |
3-292 |
3.6% |
0-018 |
0.1% |
7% |
False |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-244 |
|
2.618 |
108-102 |
|
1.618 |
108-014 |
|
1.000 |
107-280 |
|
0.618 |
107-247 |
|
HIGH |
107-192 |
|
0.618 |
107-159 |
|
0.500 |
107-149 |
|
0.382 |
107-138 |
|
LOW |
107-105 |
|
0.618 |
107-051 |
|
1.000 |
107-018 |
|
1.618 |
106-283 |
|
2.618 |
106-196 |
|
4.250 |
106-053 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-149 |
107-150 |
| PP |
107-140 |
107-141 |
| S1 |
107-131 |
107-132 |
|