ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-230 |
106-270 |
0-040 |
0.1% |
106-245 |
| High |
106-288 |
107-090 |
0-122 |
0.4% |
107-062 |
| Low |
106-218 |
106-262 |
0-045 |
0.1% |
106-182 |
| Close |
106-238 |
107-085 |
0-168 |
0.5% |
106-238 |
| Range |
0-070 |
0-148 |
0-078 |
110.7% |
0-200 |
| ATR |
0-116 |
0-120 |
0-004 |
3.5% |
0-000 |
| Volume |
2,790,545 |
4,060,965 |
1,270,420 |
45.5% |
7,548,455 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-162 |
108-111 |
107-166 |
|
| R3 |
108-014 |
107-283 |
107-126 |
|
| R2 |
107-187 |
107-187 |
107-112 |
|
| R1 |
107-136 |
107-136 |
107-099 |
107-161 |
| PP |
107-039 |
107-039 |
107-039 |
107-052 |
| S1 |
106-308 |
106-308 |
107-071 |
107-014 |
| S2 |
106-212 |
106-212 |
107-058 |
|
| S3 |
106-064 |
106-161 |
107-044 |
|
| S4 |
105-237 |
106-013 |
107-004 |
|
|
| 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 |
107-090 |
106-218 |
0-192 |
0.6% |
0-098 |
0.3% |
97% |
True |
False |
2,249,248 |
| 10 |
107-090 |
106-122 |
0-288 |
0.8% |
0-120 |
0.3% |
98% |
True |
False |
1,203,260 |
| 20 |
107-302 |
106-122 |
1-180 |
1.5% |
0-134 |
0.4% |
57% |
False |
False |
605,227 |
| 40 |
110-138 |
106-122 |
4-015 |
3.8% |
0-084 |
0.2% |
22% |
False |
False |
302,732 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-056 |
0.2% |
19% |
False |
False |
201,821 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-042 |
0.1% |
19% |
False |
False |
151,366 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-034 |
0.1% |
19% |
False |
False |
121,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-077 |
|
2.618 |
108-156 |
|
1.618 |
108-009 |
|
1.000 |
107-238 |
|
0.618 |
107-181 |
|
HIGH |
107-090 |
|
0.618 |
107-034 |
|
0.500 |
107-016 |
|
0.382 |
106-319 |
|
LOW |
106-262 |
|
0.618 |
106-171 |
|
1.000 |
106-115 |
|
1.618 |
106-024 |
|
2.618 |
105-196 |
|
4.250 |
104-276 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-062 |
107-055 |
| PP |
107-039 |
107-024 |
| S1 |
107-016 |
106-314 |
|