ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-075 |
107-052 |
-0-022 |
-0.1% |
106-245 |
| High |
107-092 |
107-165 |
0-072 |
0.2% |
107-062 |
| Low |
107-010 |
107-048 |
0-038 |
0.1% |
106-182 |
| Close |
107-055 |
107-148 |
0-092 |
0.3% |
106-238 |
| Range |
0-082 |
0-118 |
0-035 |
42.4% |
0-200 |
| ATR |
0-117 |
0-117 |
0-000 |
0.0% |
0-000 |
| Volume |
2,629,775 |
1,395,528 |
-1,234,247 |
-46.9% |
7,607,022 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-152 |
108-108 |
107-212 |
|
| R3 |
108-035 |
107-310 |
107-180 |
|
| R2 |
107-238 |
107-238 |
107-169 |
|
| R1 |
107-192 |
107-192 |
107-158 |
107-215 |
| PP |
107-120 |
107-120 |
107-120 |
107-131 |
| S1 |
107-075 |
107-075 |
107-137 |
107-098 |
| S2 |
107-002 |
107-002 |
107-126 |
|
| S3 |
106-205 |
106-278 |
107-115 |
|
| S4 |
106-088 |
106-160 |
107-083 |
|
|
| 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 |
107-165 |
106-218 |
0-268 |
0.8% |
0-102 |
0.3% |
93% |
True |
False |
2,730,734 |
| 10 |
107-165 |
106-122 |
1-042 |
1.1% |
0-110 |
0.3% |
95% |
True |
False |
1,602,655 |
| 20 |
107-260 |
106-122 |
1-138 |
1.3% |
0-130 |
0.4% |
75% |
False |
False |
814,504 |
| 40 |
109-312 |
106-122 |
3-190 |
3.3% |
0-089 |
0.3% |
30% |
False |
False |
407,469 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-059 |
0.2% |
23% |
False |
False |
271,646 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-044 |
0.1% |
23% |
False |
False |
203,734 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-036 |
0.1% |
23% |
False |
False |
162,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-024 |
|
2.618 |
108-153 |
|
1.618 |
108-035 |
|
1.000 |
107-282 |
|
0.618 |
107-238 |
|
HIGH |
107-165 |
|
0.618 |
107-120 |
|
0.500 |
107-106 |
|
0.382 |
107-092 |
|
LOW |
107-048 |
|
0.618 |
106-295 |
|
1.000 |
106-250 |
|
1.618 |
106-177 |
|
2.618 |
106-060 |
|
4.250 |
105-188 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-134 |
107-116 |
| PP |
107-120 |
107-085 |
| S1 |
107-106 |
107-054 |
|