ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-292 |
107-090 |
0-118 |
0.3% |
107-122 |
| High |
107-130 |
107-150 |
0-020 |
0.1% |
107-192 |
| Low |
106-270 |
107-055 |
0-105 |
0.3% |
106-212 |
| Close |
107-078 |
107-072 |
-0-005 |
0.0% |
107-072 |
| Range |
0-180 |
0-095 |
-0-085 |
-47.2% |
0-300 |
| ATR |
0-124 |
0-122 |
-0-002 |
-1.7% |
0-000 |
| Volume |
7,156 |
18,082 |
10,926 |
152.7% |
51,640 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-058 |
108-000 |
107-125 |
|
| R3 |
107-282 |
107-225 |
107-099 |
|
| R2 |
107-188 |
107-188 |
107-090 |
|
| R1 |
107-130 |
107-130 |
107-081 |
107-111 |
| PP |
107-092 |
107-092 |
107-092 |
107-083 |
| S1 |
107-035 |
107-035 |
107-064 |
107-016 |
| S2 |
106-318 |
106-318 |
107-055 |
|
| S3 |
106-222 |
106-260 |
107-046 |
|
| S4 |
106-128 |
106-165 |
107-020 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-312 |
109-172 |
107-238 |
|
| R3 |
109-012 |
108-192 |
107-155 |
|
| R2 |
108-032 |
108-032 |
107-128 |
|
| R1 |
107-212 |
107-212 |
107-100 |
107-132 |
| PP |
107-052 |
107-052 |
107-052 |
107-012 |
| S1 |
106-232 |
106-232 |
107-045 |
106-152 |
| S2 |
106-072 |
106-072 |
107-018 |
|
| S3 |
105-092 |
105-252 |
106-310 |
|
| S4 |
104-112 |
104-272 |
106-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-192 |
106-212 |
0-300 |
0.9% |
0-152 |
0.4% |
60% |
False |
False |
10,328 |
| 10 |
107-302 |
106-212 |
1-090 |
1.2% |
0-149 |
0.4% |
44% |
False |
False |
6,139 |
| 20 |
108-308 |
106-212 |
2-095 |
2.1% |
0-099 |
0.3% |
24% |
False |
False |
3,292 |
| 40 |
111-012 |
106-212 |
4-120 |
4.1% |
0-052 |
0.2% |
13% |
False |
False |
1,647 |
| 60 |
111-012 |
106-212 |
4-120 |
4.1% |
0-035 |
0.1% |
13% |
False |
False |
1,098 |
| 80 |
111-012 |
106-212 |
4-120 |
4.1% |
0-026 |
0.1% |
13% |
False |
False |
823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-234 |
|
2.618 |
108-079 |
|
1.618 |
107-304 |
|
1.000 |
107-245 |
|
0.618 |
107-209 |
|
HIGH |
107-150 |
|
0.618 |
107-114 |
|
0.500 |
107-102 |
|
0.382 |
107-091 |
|
LOW |
107-055 |
|
0.618 |
106-316 |
|
1.000 |
106-280 |
|
1.618 |
106-221 |
|
2.618 |
106-126 |
|
4.250 |
105-291 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-102 |
107-058 |
| PP |
107-092 |
107-042 |
| S1 |
107-082 |
107-028 |
|