ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-022 |
106-292 |
-0-050 |
-0.1% |
107-230 |
| High |
107-162 |
107-130 |
-0-032 |
-0.1% |
107-302 |
| Low |
106-212 |
106-270 |
0-058 |
0.2% |
107-040 |
| Close |
106-290 |
107-078 |
0-108 |
0.3% |
107-068 |
| Range |
0-270 |
0-180 |
-0-090 |
-33.3% |
0-262 |
| ATR |
0-119 |
0-124 |
0-004 |
3.6% |
0-000 |
| Volume |
12,516 |
7,156 |
-5,360 |
-42.8% |
9,758 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-272 |
108-195 |
107-176 |
|
| R3 |
108-092 |
108-015 |
107-127 |
|
| R2 |
107-232 |
107-232 |
107-110 |
|
| R1 |
107-155 |
107-155 |
107-094 |
107-194 |
| PP |
107-052 |
107-052 |
107-052 |
107-072 |
| S1 |
106-295 |
106-295 |
107-061 |
107-014 |
| S2 |
106-192 |
106-192 |
107-044 |
|
| S3 |
106-012 |
106-115 |
107-028 |
|
| S4 |
105-152 |
105-255 |
106-298 |
|
|
| 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% |
0-176 |
0.5% |
50% |
False |
False |
6,949 |
| 10 |
108-052 |
106-212 |
1-160 |
1.4% |
0-150 |
0.4% |
39% |
False |
False |
4,477 |
| 20 |
108-308 |
106-212 |
2-095 |
2.1% |
0-095 |
0.3% |
25% |
False |
False |
2,389 |
| 40 |
111-012 |
106-212 |
4-120 |
4.1% |
0-050 |
0.1% |
13% |
False |
False |
1,195 |
| 60 |
111-012 |
106-212 |
4-120 |
4.1% |
0-033 |
0.1% |
13% |
False |
False |
796 |
| 80 |
111-012 |
106-212 |
4-120 |
4.1% |
0-025 |
0.1% |
13% |
False |
False |
597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-255 |
|
2.618 |
108-281 |
|
1.618 |
108-101 |
|
1.000 |
107-310 |
|
0.618 |
107-241 |
|
HIGH |
107-130 |
|
0.618 |
107-061 |
|
0.500 |
107-040 |
|
0.382 |
107-019 |
|
LOW |
106-270 |
|
0.618 |
106-159 |
|
1.000 |
106-090 |
|
1.618 |
105-299 |
|
2.618 |
105-119 |
|
4.250 |
104-145 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-065 |
107-061 |
| PP |
107-052 |
107-044 |
| S1 |
107-040 |
107-028 |
|