ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-015 |
106-225 |
-0-110 |
-0.3% |
107-122 |
| High |
107-032 |
107-018 |
-0-015 |
0.0% |
107-192 |
| Low |
106-198 |
106-190 |
-0-008 |
0.0% |
106-212 |
| Close |
106-225 |
106-240 |
0-015 |
0.0% |
107-072 |
| Range |
0-155 |
0-148 |
-0-008 |
-4.8% |
0-300 |
| ATR |
0-123 |
0-125 |
0-002 |
1.4% |
0-000 |
| Volume |
87,338 |
108,212 |
20,874 |
23.9% |
51,640 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-058 |
107-297 |
107-001 |
|
| R3 |
107-231 |
107-149 |
106-281 |
|
| R2 |
107-083 |
107-083 |
106-267 |
|
| R1 |
107-002 |
107-002 |
106-254 |
107-042 |
| PP |
106-256 |
106-256 |
106-256 |
106-276 |
| S1 |
106-174 |
106-174 |
106-226 |
106-215 |
| S2 |
106-108 |
106-108 |
106-213 |
|
| S3 |
105-281 |
106-027 |
106-199 |
|
| S4 |
105-133 |
105-199 |
106-159 |
|
|
| 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 |
107-150 |
106-190 |
0-280 |
0.8% |
0-132 |
0.4% |
18% |
False |
True |
46,318 |
| 10 |
107-260 |
106-190 |
1-070 |
1.1% |
0-150 |
0.4% |
13% |
False |
True |
26,354 |
| 20 |
108-240 |
106-190 |
2-050 |
2.0% |
0-117 |
0.3% |
7% |
False |
True |
13,590 |
| 40 |
110-215 |
106-190 |
4-025 |
3.8% |
0-062 |
0.2% |
4% |
False |
True |
6,805 |
| 60 |
111-012 |
106-190 |
4-142 |
4.2% |
0-041 |
0.1% |
4% |
False |
True |
4,537 |
| 80 |
111-012 |
106-190 |
4-142 |
4.2% |
0-031 |
0.1% |
4% |
False |
True |
3,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-004 |
|
2.618 |
108-084 |
|
1.618 |
107-256 |
|
1.000 |
107-165 |
|
0.618 |
107-109 |
|
HIGH |
107-018 |
|
0.618 |
106-281 |
|
0.500 |
106-264 |
|
0.382 |
106-246 |
|
LOW |
106-190 |
|
0.618 |
106-099 |
|
1.000 |
106-042 |
|
1.618 |
105-271 |
|
2.618 |
105-124 |
|
4.250 |
104-203 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-264 |
106-278 |
| PP |
106-256 |
106-265 |
| S1 |
106-248 |
106-252 |
|