ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-225 |
106-218 |
-0-008 |
0.0% |
107-122 |
| High |
107-018 |
106-302 |
-0-035 |
-0.1% |
107-192 |
| Low |
106-190 |
106-168 |
-0-022 |
-0.1% |
106-212 |
| Close |
106-240 |
106-252 |
0-012 |
0.0% |
107-072 |
| Range |
0-148 |
0-135 |
-0-012 |
-8.5% |
0-300 |
| ATR |
0-125 |
0-126 |
0-001 |
0.6% |
0-000 |
| Volume |
108,212 |
105,924 |
-2,288 |
-2.1% |
51,640 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-006 |
107-264 |
107-007 |
|
| R3 |
107-191 |
107-129 |
106-290 |
|
| R2 |
107-056 |
107-056 |
106-277 |
|
| R1 |
106-314 |
106-314 |
106-265 |
107-025 |
| PP |
106-241 |
106-241 |
106-241 |
106-256 |
| S1 |
106-179 |
106-179 |
106-240 |
106-210 |
| S2 |
106-106 |
106-106 |
106-228 |
|
| S3 |
105-291 |
106-044 |
106-215 |
|
| S4 |
105-156 |
105-229 |
106-178 |
|
|
| 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 |
106-168 |
0-302 |
0.9% |
0-122 |
0.4% |
28% |
False |
True |
66,071 |
| 10 |
107-260 |
106-168 |
1-092 |
1.2% |
0-150 |
0.4% |
21% |
False |
True |
36,510 |
| 20 |
108-240 |
106-168 |
2-072 |
2.1% |
0-123 |
0.4% |
12% |
False |
True |
18,880 |
| 40 |
110-215 |
106-168 |
4-048 |
3.9% |
0-065 |
0.2% |
6% |
False |
True |
9,454 |
| 60 |
111-012 |
106-168 |
4-165 |
4.2% |
0-043 |
0.1% |
6% |
False |
True |
6,302 |
| 80 |
111-012 |
106-168 |
4-165 |
4.2% |
0-032 |
0.1% |
6% |
False |
True |
4,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-236 |
|
2.618 |
108-016 |
|
1.618 |
107-201 |
|
1.000 |
107-118 |
|
0.618 |
107-066 |
|
HIGH |
106-302 |
|
0.618 |
106-251 |
|
0.500 |
106-235 |
|
0.382 |
106-219 |
|
LOW |
106-168 |
|
0.618 |
106-084 |
|
1.000 |
106-032 |
|
1.618 |
105-269 |
|
2.618 |
105-134 |
|
4.250 |
104-234 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-247 |
106-260 |
| PP |
106-241 |
106-258 |
| S1 |
106-235 |
106-255 |
|