ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-272 |
106-230 |
-0-042 |
-0.1% |
106-245 |
| High |
106-318 |
106-288 |
-0-030 |
-0.1% |
107-062 |
| Low |
106-222 |
106-218 |
-0-005 |
0.0% |
106-182 |
| Close |
106-230 |
106-238 |
0-008 |
0.0% |
106-238 |
| Range |
0-095 |
0-070 |
-0-025 |
-26.3% |
0-200 |
| ATR |
0-119 |
0-116 |
-0-004 |
-3.0% |
0-000 |
| Volume |
2,612,660 |
2,790,545 |
177,885 |
6.8% |
7,548,455 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-138 |
107-098 |
106-276 |
|
| R3 |
107-068 |
107-028 |
106-257 |
|
| R2 |
106-318 |
106-318 |
106-250 |
|
| R1 |
106-278 |
106-278 |
106-244 |
106-298 |
| PP |
106-248 |
106-248 |
106-248 |
106-258 |
| S1 |
106-208 |
106-208 |
106-231 |
106-228 |
| S2 |
106-178 |
106-178 |
106-225 |
|
| S3 |
106-108 |
106-138 |
106-218 |
|
| S4 |
106-038 |
106-068 |
106-199 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-228 |
108-112 |
107-028 |
|
| R3 |
108-028 |
107-232 |
106-292 |
|
| R2 |
107-148 |
107-148 |
106-274 |
|
| R1 |
107-032 |
107-032 |
106-256 |
106-310 |
| PP |
106-268 |
106-268 |
106-268 |
106-246 |
| S1 |
106-152 |
106-152 |
106-219 |
106-110 |
| S2 |
106-068 |
106-068 |
106-201 |
|
| S3 |
105-188 |
105-272 |
106-182 |
|
| S4 |
104-308 |
105-072 |
106-128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-062 |
106-182 |
0-200 |
0.6% |
0-089 |
0.3% |
28% |
False |
False |
1,509,691 |
| 10 |
107-062 |
106-122 |
0-260 |
0.8% |
0-113 |
0.3% |
44% |
False |
False |
798,244 |
| 20 |
107-302 |
106-122 |
1-180 |
1.5% |
0-131 |
0.4% |
23% |
False |
False |
402,191 |
| 40 |
110-138 |
106-122 |
4-015 |
3.8% |
0-080 |
0.2% |
9% |
False |
False |
201,208 |
| 60 |
111-012 |
106-122 |
4-210 |
4.4% |
0-054 |
0.2% |
8% |
False |
False |
134,138 |
| 80 |
111-012 |
106-122 |
4-210 |
4.4% |
0-040 |
0.1% |
8% |
False |
False |
100,604 |
| 100 |
111-012 |
106-122 |
4-210 |
4.4% |
0-032 |
0.1% |
8% |
False |
False |
80,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-265 |
|
2.618 |
107-151 |
|
1.618 |
107-081 |
|
1.000 |
107-038 |
|
0.618 |
107-011 |
|
HIGH |
106-288 |
|
0.618 |
106-261 |
|
0.500 |
106-252 |
|
0.382 |
106-244 |
|
LOW |
106-218 |
|
0.618 |
106-174 |
|
1.000 |
106-148 |
|
1.618 |
106-104 |
|
2.618 |
106-034 |
|
4.250 |
105-240 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-252 |
106-268 |
| PP |
106-248 |
106-258 |
| S1 |
106-242 |
106-248 |
|