ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
107-052 |
107-112 |
0-060 |
0.2% |
106-270 |
| High |
107-165 |
107-205 |
0-040 |
0.1% |
107-205 |
| Low |
107-048 |
107-102 |
0-055 |
0.2% |
106-262 |
| Close |
107-148 |
107-192 |
0-045 |
0.1% |
107-192 |
| Range |
0-118 |
0-102 |
-0-015 |
-12.8% |
0-262 |
| ATR |
0-117 |
0-116 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,395,528 |
1,103,049 |
-292,479 |
-21.0% |
9,294,951 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-154 |
108-116 |
107-249 |
|
| R3 |
108-052 |
108-013 |
107-221 |
|
| R2 |
107-269 |
107-269 |
107-211 |
|
| R1 |
107-231 |
107-231 |
107-202 |
107-250 |
| PP |
107-167 |
107-167 |
107-167 |
107-176 |
| S1 |
107-128 |
107-128 |
107-183 |
107-148 |
| S2 |
107-064 |
107-064 |
107-174 |
|
| S3 |
106-282 |
107-026 |
107-164 |
|
| S4 |
106-179 |
106-243 |
107-136 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-261 |
109-169 |
108-017 |
|
| R3 |
108-318 |
108-227 |
107-265 |
|
| R2 |
108-056 |
108-056 |
107-241 |
|
| R1 |
107-284 |
107-284 |
107-217 |
108-010 |
| PP |
107-113 |
107-113 |
107-113 |
107-136 |
| S1 |
107-022 |
107-022 |
107-168 |
107-068 |
| S2 |
106-171 |
106-171 |
107-144 |
|
| S3 |
105-228 |
106-079 |
107-120 |
|
| S4 |
104-286 |
105-137 |
107-048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-205 |
106-218 |
0-308 |
0.9% |
0-104 |
0.3% |
96% |
True |
False |
2,428,812 |
| 10 |
107-205 |
106-122 |
1-082 |
1.2% |
0-106 |
0.3% |
97% |
True |
False |
1,702,368 |
| 20 |
107-260 |
106-122 |
1-138 |
1.3% |
0-128 |
0.4% |
85% |
False |
False |
869,439 |
| 40 |
109-048 |
106-122 |
2-245 |
2.6% |
0-092 |
0.3% |
44% |
False |
False |
435,046 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-061 |
0.2% |
26% |
False |
False |
290,030 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-046 |
0.1% |
26% |
False |
False |
217,523 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-037 |
0.1% |
26% |
False |
False |
174,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-001 |
|
2.618 |
108-153 |
|
1.618 |
108-051 |
|
1.000 |
107-308 |
|
0.618 |
107-268 |
|
HIGH |
107-205 |
|
0.618 |
107-166 |
|
0.500 |
107-154 |
|
0.382 |
107-142 |
|
LOW |
107-102 |
|
0.618 |
107-039 |
|
1.000 |
107-000 |
|
1.618 |
106-257 |
|
2.618 |
106-154 |
|
4.250 |
105-307 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-180 |
107-164 |
| PP |
107-167 |
107-136 |
| S1 |
107-154 |
107-108 |
|