ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-218 |
106-200 |
-0-018 |
-0.1% |
107-042 |
| High |
106-302 |
106-290 |
-0-012 |
0.0% |
107-045 |
| Low |
106-168 |
106-122 |
-0-045 |
-0.1% |
106-122 |
| Close |
106-252 |
106-248 |
-0-005 |
0.0% |
106-248 |
| Range |
0-135 |
0-168 |
0-032 |
24.1% |
0-242 |
| ATR |
0-126 |
0-129 |
0-003 |
2.4% |
0-000 |
| Volume |
105,924 |
121,710 |
15,786 |
14.9% |
433,986 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-082 |
108-012 |
107-020 |
|
| R3 |
107-235 |
107-165 |
106-294 |
|
| R2 |
107-068 |
107-068 |
106-278 |
|
| R1 |
106-318 |
106-318 |
106-263 |
107-032 |
| PP |
106-220 |
106-220 |
106-220 |
106-238 |
| S1 |
106-150 |
106-150 |
106-232 |
106-185 |
| S2 |
106-052 |
106-052 |
106-217 |
|
| S3 |
105-205 |
105-302 |
106-201 |
|
| S4 |
105-038 |
105-135 |
106-155 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-012 |
108-212 |
107-061 |
|
| R3 |
108-090 |
107-290 |
106-314 |
|
| R2 |
107-168 |
107-168 |
106-292 |
|
| R1 |
107-048 |
107-048 |
106-270 |
106-306 |
| PP |
106-245 |
106-245 |
106-245 |
106-214 |
| S1 |
106-125 |
106-125 |
106-225 |
106-064 |
| S2 |
106-002 |
106-002 |
106-203 |
|
| S3 |
105-080 |
105-202 |
106-181 |
|
| S4 |
104-158 |
104-280 |
106-114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-045 |
106-122 |
0-242 |
0.7% |
0-137 |
0.4% |
52% |
False |
True |
86,797 |
| 10 |
107-192 |
106-122 |
1-070 |
1.1% |
0-144 |
0.4% |
32% |
False |
True |
48,562 |
| 20 |
108-130 |
106-122 |
2-008 |
1.9% |
0-129 |
0.4% |
19% |
False |
True |
24,957 |
| 40 |
110-215 |
106-122 |
4-092 |
4.0% |
0-069 |
0.2% |
9% |
False |
True |
12,496 |
| 60 |
111-012 |
106-122 |
4-210 |
4.4% |
0-046 |
0.1% |
8% |
False |
True |
8,331 |
| 80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-035 |
0.1% |
8% |
False |
True |
6,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-042 |
|
2.618 |
108-089 |
|
1.618 |
107-241 |
|
1.000 |
107-138 |
|
0.618 |
107-074 |
|
HIGH |
106-290 |
|
0.618 |
106-226 |
|
0.500 |
106-206 |
|
0.382 |
106-186 |
|
LOW |
106-122 |
|
0.618 |
106-019 |
|
1.000 |
105-275 |
|
1.618 |
105-171 |
|
2.618 |
105-004 |
|
4.250 |
104-051 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-234 |
106-242 |
| PP |
106-220 |
106-236 |
| S1 |
106-206 |
106-230 |
|