ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-288 |
106-272 |
-0-015 |
0.0% |
107-042 |
| High |
106-312 |
106-318 |
0-005 |
0.0% |
107-045 |
| Low |
106-245 |
106-222 |
-0-022 |
-0.1% |
106-122 |
| Close |
106-278 |
106-230 |
-0-048 |
-0.1% |
106-248 |
| Range |
0-068 |
0-095 |
0-028 |
40.7% |
0-242 |
| ATR |
0-121 |
0-119 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,161,251 |
2,612,660 |
1,451,409 |
125.0% |
433,986 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-222 |
107-161 |
106-282 |
|
| R3 |
107-127 |
107-066 |
106-256 |
|
| R2 |
107-032 |
107-032 |
106-247 |
|
| R1 |
106-291 |
106-291 |
106-239 |
106-274 |
| PP |
106-257 |
106-257 |
106-257 |
106-248 |
| S1 |
106-196 |
106-196 |
106-221 |
106-179 |
| S2 |
106-162 |
106-162 |
106-213 |
|
| S3 |
106-067 |
106-101 |
106-204 |
|
| S4 |
105-292 |
106-006 |
106-178 |
|
|
| 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% |
0-108 |
0.3% |
41% |
False |
False |
975,924 |
| 10 |
107-150 |
106-122 |
1-028 |
1.0% |
0-116 |
0.3% |
31% |
False |
False |
520,997 |
| 20 |
108-052 |
106-122 |
1-250 |
1.7% |
0-133 |
0.4% |
19% |
False |
False |
262,737 |
| 40 |
110-180 |
106-122 |
4-058 |
3.9% |
0-079 |
0.2% |
8% |
False |
False |
131,444 |
| 60 |
111-012 |
106-122 |
4-210 |
4.4% |
0-052 |
0.2% |
7% |
False |
False |
87,629 |
| 80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-039 |
0.1% |
7% |
False |
False |
65,722 |
| 100 |
111-012 |
106-122 |
4-210 |
4.4% |
0-031 |
0.1% |
7% |
False |
False |
52,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-081 |
|
2.618 |
107-246 |
|
1.618 |
107-151 |
|
1.000 |
107-092 |
|
0.618 |
107-056 |
|
HIGH |
106-318 |
|
0.618 |
106-281 |
|
0.500 |
106-270 |
|
0.382 |
106-259 |
|
LOW |
106-222 |
|
0.618 |
106-164 |
|
1.000 |
106-128 |
|
1.618 |
106-069 |
|
2.618 |
105-294 |
|
4.250 |
105-139 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-270 |
106-302 |
| PP |
106-257 |
106-278 |
| S1 |
106-243 |
106-254 |
|