ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-212 |
109-245 |
0-032 |
0.1% |
108-270 |
| High |
110-045 |
109-308 |
-0-058 |
-0.2% |
110-045 |
| Low |
109-108 |
109-220 |
0-112 |
0.3% |
108-258 |
| Close |
109-280 |
109-298 |
0-018 |
0.0% |
109-280 |
| Range |
0-258 |
0-088 |
-0-170 |
-66.0% |
1-108 |
| ATR |
0-133 |
0-130 |
-0-003 |
-2.4% |
0-000 |
| Volume |
1,298 |
2,322 |
1,024 |
78.9% |
19,313 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-218 |
110-185 |
110-026 |
|
| R3 |
110-130 |
110-098 |
110-002 |
|
| R2 |
110-042 |
110-042 |
109-314 |
|
| R1 |
110-010 |
110-010 |
109-306 |
110-026 |
| PP |
109-275 |
109-275 |
109-275 |
109-283 |
| S1 |
109-242 |
109-242 |
109-289 |
109-259 |
| S2 |
109-188 |
109-188 |
109-281 |
|
| S3 |
109-100 |
109-155 |
109-273 |
|
| S4 |
109-012 |
109-068 |
109-249 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-197 |
113-026 |
110-195 |
|
| R3 |
112-089 |
111-238 |
110-078 |
|
| R2 |
110-302 |
110-302 |
110-038 |
|
| R1 |
110-131 |
110-131 |
109-319 |
110-216 |
| PP |
109-194 |
109-194 |
109-194 |
109-237 |
| S1 |
109-023 |
109-023 |
109-241 |
109-109 |
| S2 |
108-087 |
108-087 |
109-202 |
|
| S3 |
106-299 |
107-236 |
109-162 |
|
| S4 |
105-192 |
106-128 |
109-045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-045 |
108-258 |
1-108 |
1.2% |
0-140 |
0.4% |
84% |
False |
False |
4,327 |
| 10 |
110-045 |
108-258 |
1-108 |
1.2% |
0-110 |
0.3% |
84% |
False |
False |
1,102,731 |
| 20 |
110-045 |
108-188 |
1-178 |
1.4% |
0-121 |
0.3% |
86% |
False |
False |
1,414,227 |
| 40 |
110-102 |
107-032 |
3-070 |
2.9% |
0-130 |
0.4% |
88% |
False |
False |
1,512,169 |
| 60 |
110-102 |
106-018 |
4-085 |
3.9% |
0-126 |
0.4% |
91% |
False |
False |
1,418,290 |
| 80 |
110-102 |
105-088 |
5-015 |
4.6% |
0-126 |
0.4% |
92% |
False |
False |
1,418,280 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-122 |
0.3% |
93% |
False |
False |
1,135,265 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-108 |
0.3% |
93% |
False |
False |
946,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-039 |
|
2.618 |
110-217 |
|
1.618 |
110-129 |
|
1.000 |
110-075 |
|
0.618 |
110-042 |
|
HIGH |
109-308 |
|
0.618 |
109-274 |
|
0.500 |
109-264 |
|
0.382 |
109-253 |
|
LOW |
109-220 |
|
0.618 |
109-166 |
|
1.000 |
109-132 |
|
1.618 |
109-078 |
|
2.618 |
108-311 |
|
4.250 |
108-168 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-286 |
109-277 |
| PP |
109-275 |
109-257 |
| S1 |
109-264 |
109-236 |
|