ECBOT 5 Year T-Note Future March 2025
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
106-270 |
107-075 |
0-125 |
0.4% |
106-245 |
| High |
107-090 |
107-092 |
0-002 |
0.0% |
107-062 |
| Low |
106-262 |
107-010 |
0-068 |
0.2% |
106-182 |
| Close |
107-085 |
107-055 |
-0-030 |
-0.1% |
106-238 |
| Range |
0-148 |
0-082 |
-0-065 |
-44.1% |
0-200 |
| ATR |
0-120 |
0-117 |
-0-003 |
-2.2% |
0-000 |
| Volume |
4,166,599 |
2,629,775 |
-1,536,824 |
-36.9% |
7,607,022 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-300 |
107-260 |
107-100 |
|
| R3 |
107-218 |
107-178 |
107-078 |
|
| R2 |
107-135 |
107-135 |
107-070 |
|
| R1 |
107-095 |
107-095 |
107-063 |
107-074 |
| PP |
107-052 |
107-052 |
107-052 |
107-042 |
| S1 |
107-012 |
107-012 |
107-047 |
106-311 |
| S2 |
106-290 |
106-290 |
107-040 |
|
| S3 |
106-208 |
106-250 |
107-032 |
|
| S4 |
106-125 |
106-168 |
107-010 |
|
|
| 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 |
107-092 |
106-218 |
0-195 |
0.6% |
0-092 |
0.3% |
81% |
True |
False |
2,683,879 |
| 10 |
107-092 |
106-122 |
0-290 |
0.8% |
0-112 |
0.3% |
87% |
True |
False |
1,473,924 |
| 20 |
107-302 |
106-122 |
1-180 |
1.5% |
0-132 |
0.4% |
51% |
False |
False |
744,783 |
| 40 |
110-092 |
106-122 |
3-290 |
3.6% |
0-086 |
0.3% |
20% |
False |
False |
372,581 |
| 60 |
111-012 |
106-122 |
4-210 |
4.3% |
0-057 |
0.2% |
17% |
False |
False |
248,387 |
| 80 |
111-012 |
106-122 |
4-210 |
4.3% |
0-043 |
0.1% |
17% |
False |
False |
186,290 |
| 100 |
111-012 |
106-122 |
4-210 |
4.3% |
0-034 |
0.1% |
17% |
False |
False |
149,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-123 |
|
2.618 |
107-308 |
|
1.618 |
107-226 |
|
1.000 |
107-175 |
|
0.618 |
107-143 |
|
HIGH |
107-092 |
|
0.618 |
107-061 |
|
0.500 |
107-051 |
|
0.382 |
107-042 |
|
LOW |
107-010 |
|
0.618 |
106-279 |
|
1.000 |
106-248 |
|
1.618 |
106-197 |
|
2.618 |
106-114 |
|
4.250 |
105-299 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-054 |
107-035 |
| PP |
107-052 |
107-015 |
| S1 |
107-051 |
106-315 |
|