ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-210 |
106-228 |
0-018 |
0.1% |
106-312 |
| High |
106-318 |
106-248 |
-0-070 |
-0.2% |
106-312 |
| Low |
106-210 |
106-182 |
-0-028 |
-0.1% |
106-065 |
| Close |
106-250 |
106-215 |
-0-035 |
-0.1% |
106-188 |
| Range |
0-108 |
0-065 |
-0-042 |
-39.5% |
0-248 |
| ATR |
0-133 |
0-128 |
-0-005 |
-3.5% |
0-000 |
| Volume |
1,824,008 |
2,270,197 |
446,189 |
24.5% |
7,186,358 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-090 |
107-058 |
106-251 |
|
| R3 |
107-025 |
106-312 |
106-233 |
|
| R2 |
106-280 |
106-280 |
106-227 |
|
| R1 |
106-248 |
106-248 |
106-221 |
106-231 |
| PP |
106-215 |
106-215 |
106-215 |
106-207 |
| S1 |
106-182 |
106-182 |
106-209 |
106-166 |
| S2 |
106-150 |
106-150 |
106-203 |
|
| S3 |
106-085 |
106-118 |
106-197 |
|
| S4 |
106-020 |
106-052 |
106-179 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-291 |
108-167 |
107-004 |
|
| R3 |
108-043 |
107-239 |
106-256 |
|
| R2 |
107-116 |
107-116 |
106-233 |
|
| R1 |
106-312 |
106-312 |
106-210 |
106-250 |
| PP |
106-188 |
106-188 |
106-188 |
106-158 |
| S1 |
106-064 |
106-064 |
106-165 |
106-002 |
| S2 |
105-261 |
105-261 |
106-142 |
|
| S3 |
105-013 |
105-137 |
106-119 |
|
| S4 |
104-086 |
104-209 |
106-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-318 |
106-065 |
0-252 |
0.7% |
0-114 |
0.3% |
59% |
False |
False |
1,747,005 |
| 10 |
107-082 |
106-065 |
1-018 |
1.0% |
0-124 |
0.4% |
44% |
False |
False |
1,585,500 |
| 20 |
107-300 |
106-065 |
1-235 |
1.6% |
0-132 |
0.4% |
27% |
False |
False |
1,600,948 |
| 40 |
110-115 |
106-065 |
4-050 |
3.9% |
0-125 |
0.4% |
11% |
False |
False |
1,434,577 |
| 60 |
110-288 |
106-065 |
4-222 |
4.4% |
0-124 |
0.4% |
10% |
False |
False |
1,432,275 |
| 80 |
110-288 |
106-065 |
4-222 |
4.4% |
0-132 |
0.4% |
10% |
False |
False |
1,246,848 |
| 100 |
110-288 |
106-065 |
4-222 |
4.4% |
0-117 |
0.3% |
10% |
False |
False |
997,484 |
| 120 |
110-288 |
106-065 |
4-222 |
4.4% |
0-101 |
0.3% |
10% |
False |
False |
831,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-204 |
|
2.618 |
107-098 |
|
1.618 |
107-033 |
|
1.000 |
106-312 |
|
0.618 |
106-288 |
|
HIGH |
106-248 |
|
0.618 |
106-223 |
|
0.500 |
106-215 |
|
0.382 |
106-207 |
|
LOW |
106-182 |
|
0.618 |
106-142 |
|
1.000 |
106-118 |
|
1.618 |
106-077 |
|
2.618 |
106-012 |
|
4.250 |
105-226 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-215 |
106-221 |
| PP |
106-215 |
106-219 |
| S1 |
106-215 |
106-217 |
|