ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-200 |
106-245 |
0-045 |
0.1% |
107-042 |
| High |
106-290 |
106-282 |
-0-008 |
0.0% |
107-045 |
| Low |
106-122 |
106-182 |
0-060 |
0.2% |
106-122 |
| Close |
106-248 |
106-275 |
0-028 |
0.1% |
106-248 |
| Range |
0-168 |
0-100 |
-0-068 |
-40.3% |
0-242 |
| ATR |
0-129 |
0-126 |
-0-002 |
-1.6% |
0-000 |
| Volume |
121,710 |
363,180 |
241,470 |
198.4% |
433,986 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-227 |
107-191 |
107-010 |
|
| R3 |
107-127 |
107-091 |
106-302 |
|
| R2 |
107-027 |
107-027 |
106-293 |
|
| R1 |
106-311 |
106-311 |
106-284 |
107-009 |
| PP |
106-247 |
106-247 |
106-247 |
106-256 |
| S1 |
106-211 |
106-211 |
106-266 |
106-229 |
| S2 |
106-147 |
106-147 |
106-257 |
|
| S3 |
106-047 |
106-111 |
106-248 |
|
| S4 |
105-267 |
106-011 |
106-220 |
|
|
| 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 |
107-032 |
106-122 |
0-230 |
0.7% |
0-141 |
0.4% |
66% |
False |
False |
157,272 |
| 10 |
107-162 |
106-122 |
1-040 |
1.1% |
0-146 |
0.4% |
42% |
False |
False |
84,628 |
| 20 |
108-110 |
106-122 |
1-308 |
1.8% |
0-131 |
0.4% |
24% |
False |
False |
43,098 |
| 40 |
110-215 |
106-122 |
4-092 |
4.0% |
0-072 |
0.2% |
11% |
False |
False |
21,576 |
| 60 |
111-012 |
106-122 |
4-210 |
4.4% |
0-048 |
0.1% |
10% |
False |
False |
14,384 |
| 80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-036 |
0.1% |
10% |
False |
False |
10,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-068 |
|
2.618 |
107-224 |
|
1.618 |
107-124 |
|
1.000 |
107-062 |
|
0.618 |
107-024 |
|
HIGH |
106-282 |
|
0.618 |
106-244 |
|
0.500 |
106-232 |
|
0.382 |
106-221 |
|
LOW |
106-182 |
|
0.618 |
106-121 |
|
1.000 |
106-082 |
|
1.618 |
106-021 |
|
2.618 |
105-241 |
|
4.250 |
105-078 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-261 |
106-254 |
| PP |
106-247 |
106-233 |
| S1 |
106-232 |
106-212 |
|