ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
107-112 |
107-198 |
0-085 |
0.2% |
106-270 |
| High |
107-205 |
107-200 |
-0-005 |
0.0% |
107-205 |
| Low |
107-102 |
107-092 |
-0-010 |
0.0% |
106-262 |
| Close |
107-192 |
107-168 |
-0-025 |
-0.1% |
107-192 |
| Range |
0-102 |
0-108 |
0-005 |
4.9% |
0-262 |
| ATR |
0-116 |
0-116 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,103,049 |
1,408,579 |
305,530 |
27.7% |
9,294,951 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-156 |
108-109 |
107-227 |
|
| R3 |
108-048 |
108-002 |
107-197 |
|
| R2 |
107-261 |
107-261 |
107-187 |
|
| R1 |
107-214 |
107-214 |
107-177 |
107-184 |
| PP |
107-153 |
107-153 |
107-153 |
107-138 |
| S1 |
107-107 |
107-107 |
107-158 |
107-076 |
| S2 |
107-046 |
107-046 |
107-148 |
|
| S3 |
106-258 |
106-319 |
107-138 |
|
| S4 |
106-151 |
106-212 |
107-108 |
|
|
| 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 |
106-262 |
0-262 |
0.8% |
0-112 |
0.3% |
86% |
False |
False |
2,140,706 |
| 10 |
107-205 |
106-182 |
1-022 |
1.0% |
0-100 |
0.3% |
89% |
False |
False |
1,831,055 |
| 20 |
107-205 |
106-122 |
1-082 |
1.2% |
0-122 |
0.4% |
91% |
False |
False |
939,808 |
| 40 |
108-308 |
106-122 |
2-185 |
2.4% |
0-094 |
0.3% |
44% |
False |
False |
470,260 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-063 |
0.2% |
24% |
False |
False |
313,507 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-047 |
0.1% |
24% |
False |
False |
235,130 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-038 |
0.1% |
24% |
False |
False |
188,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-017 |
|
2.618 |
108-161 |
|
1.618 |
108-054 |
|
1.000 |
107-308 |
|
0.618 |
107-266 |
|
HIGH |
107-200 |
|
0.618 |
107-159 |
|
0.500 |
107-146 |
|
0.382 |
107-134 |
|
LOW |
107-092 |
|
0.618 |
107-026 |
|
1.000 |
106-305 |
|
1.618 |
106-239 |
|
2.618 |
106-131 |
|
4.250 |
105-276 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-160 |
107-154 |
| PP |
107-153 |
107-140 |
| S1 |
107-146 |
107-126 |
|