ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-270 |
106-288 |
0-018 |
0.1% |
107-042 |
| High |
107-062 |
106-312 |
-0-070 |
-0.2% |
107-045 |
| Low |
106-270 |
106-245 |
-0-025 |
-0.1% |
106-122 |
| Close |
106-312 |
106-278 |
-0-035 |
-0.1% |
106-248 |
| Range |
0-112 |
0-068 |
-0-045 |
-40.0% |
0-242 |
| ATR |
0-125 |
0-121 |
-0-004 |
-3.3% |
0-000 |
| Volume |
620,819 |
1,161,251 |
540,432 |
87.1% |
433,986 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-161 |
107-127 |
106-315 |
|
| R3 |
107-093 |
107-059 |
106-296 |
|
| R2 |
107-026 |
107-026 |
106-290 |
|
| R1 |
106-312 |
106-312 |
106-284 |
106-295 |
| PP |
106-278 |
106-278 |
106-278 |
106-270 |
| S1 |
106-244 |
106-244 |
106-271 |
106-228 |
| S2 |
106-211 |
106-211 |
106-265 |
|
| S3 |
106-143 |
106-177 |
106-259 |
|
| S4 |
106-076 |
106-109 |
106-240 |
|
|
| 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% |
0-116 |
0.3% |
60% |
False |
False |
474,576 |
| 10 |
107-150 |
106-122 |
1-028 |
1.0% |
0-124 |
0.4% |
45% |
False |
False |
260,447 |
| 20 |
108-058 |
106-122 |
1-255 |
1.7% |
0-133 |
0.4% |
27% |
False |
False |
132,150 |
| 40 |
110-180 |
106-122 |
4-058 |
3.9% |
0-076 |
0.2% |
12% |
False |
False |
66,128 |
| 60 |
111-012 |
106-122 |
4-210 |
4.4% |
0-051 |
0.1% |
10% |
False |
False |
44,085 |
| 80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-038 |
0.1% |
10% |
False |
False |
33,064 |
| 100 |
111-012 |
106-122 |
4-210 |
4.4% |
0-030 |
0.1% |
10% |
False |
False |
26,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-279 |
|
2.618 |
107-169 |
|
1.618 |
107-102 |
|
1.000 |
107-060 |
|
0.618 |
107-034 |
|
HIGH |
106-312 |
|
0.618 |
106-287 |
|
0.500 |
106-279 |
|
0.382 |
106-271 |
|
LOW |
106-245 |
|
0.618 |
106-203 |
|
1.000 |
106-178 |
|
1.618 |
106-136 |
|
2.618 |
106-068 |
|
4.250 |
105-278 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-279 |
106-282 |
| PP |
106-278 |
106-281 |
| S1 |
106-278 |
106-279 |
|