ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-122 |
107-135 |
0-012 |
0.0% |
107-230 |
| High |
107-192 |
107-148 |
-0-045 |
-0.1% |
107-302 |
| Low |
107-105 |
107-022 |
-0-082 |
-0.2% |
107-040 |
| Close |
107-122 |
107-112 |
-0-010 |
0.0% |
107-068 |
| Range |
0-088 |
0-125 |
0-038 |
42.9% |
0-262 |
| ATR |
0-106 |
0-108 |
0-001 |
1.2% |
0-000 |
| Volume |
2,518 |
11,368 |
8,850 |
351.5% |
9,758 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-149 |
108-096 |
107-181 |
|
| R3 |
108-024 |
107-291 |
107-147 |
|
| R2 |
107-219 |
107-219 |
107-135 |
|
| R1 |
107-166 |
107-166 |
107-124 |
107-130 |
| PP |
107-094 |
107-094 |
107-094 |
107-076 |
| S1 |
107-041 |
107-041 |
107-101 |
107-005 |
| S2 |
106-289 |
106-289 |
107-090 |
|
| S3 |
106-164 |
106-236 |
107-078 |
|
| S4 |
106-039 |
106-111 |
107-044 |
|
|
| 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 |
107-022 |
0-280 |
0.8% |
0-147 |
0.4% |
32% |
False |
True |
4,105 |
| 10 |
108-058 |
107-022 |
1-035 |
1.0% |
0-122 |
0.4% |
25% |
False |
True |
2,636 |
| 20 |
108-308 |
107-022 |
1-285 |
1.8% |
0-077 |
0.2% |
15% |
False |
True |
1,406 |
| 40 |
111-012 |
107-022 |
3-310 |
3.7% |
0-038 |
0.1% |
7% |
False |
True |
703 |
| 60 |
111-012 |
107-022 |
3-310 |
3.7% |
0-026 |
0.1% |
7% |
False |
True |
468 |
| 80 |
111-012 |
107-022 |
3-310 |
3.7% |
0-019 |
0.1% |
7% |
False |
True |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-039 |
|
2.618 |
108-155 |
|
1.618 |
108-030 |
|
1.000 |
107-272 |
|
0.618 |
107-225 |
|
HIGH |
107-148 |
|
0.618 |
107-100 |
|
0.500 |
107-085 |
|
0.382 |
107-070 |
|
LOW |
107-022 |
|
0.618 |
106-265 |
|
1.000 |
106-218 |
|
1.618 |
106-140 |
|
2.618 |
106-015 |
|
4.250 |
105-131 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-103 |
107-141 |
| PP |
107-094 |
107-132 |
| S1 |
107-085 |
107-122 |
|