ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-090 |
107-042 |
-0-048 |
-0.1% |
107-122 |
| High |
107-150 |
107-045 |
-0-105 |
-0.3% |
107-192 |
| Low |
107-055 |
106-285 |
-0-090 |
-0.3% |
106-212 |
| Close |
107-072 |
106-305 |
-0-088 |
-0.3% |
107-072 |
| Range |
0-095 |
0-080 |
-0-015 |
-15.8% |
0-300 |
| ATR |
0-122 |
0-121 |
-0-001 |
-0.8% |
0-000 |
| Volume |
18,082 |
10,802 |
-7,280 |
-40.3% |
51,640 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-238 |
107-192 |
107-029 |
|
| R3 |
107-158 |
107-112 |
107-007 |
|
| R2 |
107-078 |
107-078 |
107-000 |
|
| R1 |
107-032 |
107-032 |
106-312 |
107-015 |
| PP |
106-318 |
106-318 |
106-318 |
106-310 |
| S1 |
106-272 |
106-272 |
106-298 |
106-255 |
| S2 |
106-238 |
106-238 |
106-290 |
|
| S3 |
106-158 |
106-192 |
106-283 |
|
| S4 |
106-078 |
106-112 |
106-261 |
|
|
| 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 |
107-162 |
106-212 |
0-270 |
0.8% |
0-150 |
0.4% |
34% |
False |
False |
11,984 |
| 10 |
107-302 |
106-212 |
1-090 |
1.2% |
0-148 |
0.4% |
23% |
False |
False |
7,195 |
| 20 |
108-308 |
106-212 |
2-095 |
2.1% |
0-103 |
0.3% |
13% |
False |
False |
3,832 |
| 40 |
110-285 |
106-212 |
4-072 |
4.0% |
0-054 |
0.2% |
7% |
False |
False |
1,917 |
| 60 |
111-012 |
106-212 |
4-120 |
4.1% |
0-036 |
0.1% |
7% |
False |
False |
1,278 |
| 80 |
111-012 |
106-212 |
4-120 |
4.1% |
0-027 |
0.1% |
7% |
False |
False |
958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-065 |
|
2.618 |
107-254 |
|
1.618 |
107-174 |
|
1.000 |
107-125 |
|
0.618 |
107-094 |
|
HIGH |
107-045 |
|
0.618 |
107-014 |
|
0.500 |
107-005 |
|
0.382 |
106-316 |
|
LOW |
106-285 |
|
0.618 |
106-236 |
|
1.000 |
106-205 |
|
1.618 |
106-156 |
|
2.618 |
106-076 |
|
4.250 |
105-265 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-005 |
107-050 |
| PP |
106-318 |
107-028 |
| S1 |
106-312 |
107-007 |
|