ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-135 |
107-022 |
-0-112 |
-0.3% |
107-230 |
| High |
107-148 |
107-162 |
0-015 |
0.0% |
107-302 |
| Low |
107-022 |
106-212 |
-0-130 |
-0.4% |
107-040 |
| Close |
107-112 |
106-290 |
-0-142 |
-0.4% |
107-068 |
| Range |
0-125 |
0-270 |
0-145 |
116.0% |
0-262 |
| ATR |
0-108 |
0-119 |
0-012 |
10.8% |
0-000 |
| Volume |
11,368 |
12,516 |
1,148 |
10.1% |
9,758 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-178 |
109-024 |
107-118 |
|
| R3 |
108-228 |
108-074 |
107-044 |
|
| R2 |
107-278 |
107-278 |
107-020 |
|
| R1 |
107-124 |
107-124 |
106-315 |
107-066 |
| PP |
107-008 |
107-008 |
107-008 |
106-299 |
| S1 |
106-174 |
106-174 |
106-265 |
106-116 |
| S2 |
106-058 |
106-058 |
106-240 |
|
| S3 |
105-108 |
105-224 |
106-216 |
|
| S4 |
104-158 |
104-274 |
106-142 |
|
|
| 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 |
107-260 |
106-212 |
1-048 |
1.1% |
0-168 |
0.5% |
21% |
False |
True |
6,390 |
| 10 |
108-058 |
106-212 |
1-165 |
1.4% |
0-141 |
0.4% |
16% |
False |
True |
3,852 |
| 20 |
108-308 |
106-212 |
2-095 |
2.1% |
0-089 |
0.3% |
11% |
False |
True |
2,031 |
| 40 |
111-012 |
106-212 |
4-120 |
4.1% |
0-045 |
0.1% |
6% |
False |
True |
1,016 |
| 60 |
111-012 |
106-212 |
4-120 |
4.1% |
0-030 |
0.1% |
6% |
False |
True |
677 |
| 80 |
111-012 |
106-212 |
4-120 |
4.1% |
0-023 |
0.1% |
6% |
False |
True |
508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-030 |
|
2.618 |
109-229 |
|
1.618 |
108-279 |
|
1.000 |
108-112 |
|
0.618 |
108-009 |
|
HIGH |
107-162 |
|
0.618 |
107-059 |
|
0.500 |
107-028 |
|
0.382 |
106-316 |
|
LOW |
106-212 |
|
0.618 |
106-046 |
|
1.000 |
105-262 |
|
1.618 |
105-096 |
|
2.618 |
104-146 |
|
4.250 |
103-025 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-028 |
107-042 |
| PP |
107-008 |
107-018 |
| S1 |
106-309 |
106-314 |
|