ECBOT 5 Year T-Note Future March 2025
Trading Metrics calculated at close of trading on 19-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
106-245 |
106-270 |
0-025 |
0.1% |
107-042 |
High |
106-282 |
107-062 |
0-100 |
0.3% |
107-045 |
Low |
106-182 |
106-270 |
0-088 |
0.3% |
106-122 |
Close |
106-275 |
106-312 |
0-038 |
0.1% |
106-248 |
Range |
0-100 |
0-112 |
0-012 |
12.5% |
0-242 |
ATR |
0-126 |
0-125 |
-0-001 |
-0.8% |
0-000 |
Volume |
363,180 |
620,819 |
257,639 |
70.9% |
433,986 |
|
Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-019 |
107-278 |
107-054 |
|
R3 |
107-227 |
107-166 |
107-023 |
|
R2 |
107-114 |
107-114 |
107-013 |
|
R1 |
107-053 |
107-053 |
107-003 |
107-084 |
PP |
107-002 |
107-002 |
107-002 |
107-017 |
S1 |
106-261 |
106-261 |
106-302 |
106-291 |
S2 |
106-209 |
106-209 |
106-292 |
|
S3 |
106-097 |
106-148 |
106-282 |
|
S4 |
105-304 |
106-036 |
106-251 |
|
|
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 |
107-062 |
106-122 |
0-260 |
0.8% |
0-132 |
0.4% |
73% |
True |
False |
263,969 |
10 |
107-162 |
106-122 |
1-040 |
1.1% |
0-144 |
0.4% |
53% |
False |
False |
145,573 |
20 |
108-058 |
106-122 |
1-255 |
1.7% |
0-133 |
0.4% |
33% |
False |
False |
74,105 |
40 |
110-180 |
106-122 |
4-058 |
3.9% |
0-074 |
0.2% |
14% |
False |
False |
37,096 |
60 |
111-012 |
106-122 |
4-210 |
4.4% |
0-050 |
0.1% |
13% |
False |
False |
24,731 |
80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-037 |
0.1% |
13% |
False |
False |
18,548 |
100 |
111-012 |
106-122 |
4-210 |
4.4% |
0-030 |
0.1% |
13% |
False |
False |
14,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108-221 |
2.618 |
108-037 |
1.618 |
107-245 |
1.000 |
107-175 |
0.618 |
107-132 |
HIGH |
107-062 |
0.618 |
107-020 |
0.500 |
107-006 |
0.382 |
106-313 |
LOW |
106-270 |
0.618 |
106-200 |
1.000 |
106-158 |
1.618 |
106-088 |
2.618 |
105-295 |
4.250 |
105-112 |
|
|
Fisher Pivots for day following 19-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
107-006 |
106-292 |
PP |
107-002 |
106-272 |
S1 |
106-317 |
106-252 |
|