ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-042 |
107-015 |
-0-028 |
-0.1% |
107-122 |
| High |
107-045 |
107-032 |
-0-012 |
0.0% |
107-192 |
| Low |
106-285 |
106-198 |
-0-088 |
-0.3% |
106-212 |
| Close |
106-305 |
106-225 |
-0-080 |
-0.2% |
107-072 |
| Range |
0-080 |
0-155 |
0-075 |
93.8% |
0-300 |
| ATR |
0-121 |
0-123 |
0-002 |
2.0% |
0-000 |
| Volume |
10,802 |
87,338 |
76,536 |
708.5% |
51,640 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-083 |
107-309 |
106-310 |
|
| R3 |
107-248 |
107-154 |
106-268 |
|
| R2 |
107-093 |
107-093 |
106-253 |
|
| R1 |
106-319 |
106-319 |
106-239 |
106-289 |
| PP |
106-258 |
106-258 |
106-258 |
106-243 |
| S1 |
106-164 |
106-164 |
106-211 |
106-134 |
| S2 |
106-103 |
106-103 |
106-197 |
|
| S3 |
105-268 |
106-009 |
106-182 |
|
| S4 |
105-113 |
105-174 |
106-140 |
|
|
| 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 |
106-198 |
0-285 |
0.8% |
0-156 |
0.5% |
10% |
False |
True |
27,178 |
| 10 |
107-302 |
106-198 |
1-105 |
1.2% |
0-152 |
0.4% |
6% |
False |
True |
15,642 |
| 20 |
108-308 |
106-198 |
2-110 |
2.2% |
0-111 |
0.3% |
4% |
False |
True |
8,190 |
| 40 |
110-230 |
106-198 |
4-032 |
3.8% |
0-058 |
0.2% |
2% |
False |
True |
4,100 |
| 60 |
111-012 |
106-198 |
4-135 |
4.1% |
0-039 |
0.1% |
2% |
False |
True |
2,733 |
| 80 |
111-012 |
106-198 |
4-135 |
4.1% |
0-029 |
0.1% |
2% |
False |
True |
2,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-051 |
|
2.618 |
108-118 |
|
1.618 |
107-283 |
|
1.000 |
107-188 |
|
0.618 |
107-128 |
|
HIGH |
107-032 |
|
0.618 |
106-293 |
|
0.500 |
106-275 |
|
0.382 |
106-257 |
|
LOW |
106-198 |
|
0.618 |
106-102 |
|
1.000 |
106-042 |
|
1.618 |
105-267 |
|
2.618 |
105-112 |
|
4.250 |
104-179 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-275 |
107-014 |
| PP |
106-258 |
106-298 |
| S1 |
106-242 |
106-261 |
|