ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-245 |
109-310 |
0-065 |
0.2% |
108-270 |
| High |
109-308 |
110-078 |
0-090 |
0.3% |
110-045 |
| Low |
109-220 |
109-260 |
0-040 |
0.1% |
108-258 |
| Close |
109-298 |
110-058 |
0-080 |
0.2% |
109-280 |
| Range |
0-088 |
0-138 |
0-050 |
57.1% |
1-108 |
| ATR |
0-130 |
0-130 |
0-001 |
0.4% |
0-000 |
| Volume |
2,322 |
629 |
-1,693 |
-72.9% |
19,313 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-118 |
111-065 |
110-133 |
|
| R3 |
110-300 |
110-248 |
110-095 |
|
| R2 |
110-162 |
110-162 |
110-083 |
|
| R1 |
110-110 |
110-110 |
110-070 |
110-136 |
| PP |
110-025 |
110-025 |
110-025 |
110-038 |
| S1 |
109-292 |
109-292 |
110-045 |
109-319 |
| S2 |
109-208 |
109-208 |
110-032 |
|
| S3 |
109-070 |
109-155 |
110-020 |
|
| S4 |
108-252 |
109-018 |
109-302 |
|
|
| 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 |
110-078 |
109-058 |
1-020 |
1.0% |
0-140 |
0.4% |
94% |
True |
False |
2,577 |
| 10 |
110-078 |
108-258 |
1-140 |
1.3% |
0-115 |
0.3% |
96% |
True |
False |
622,027 |
| 20 |
110-078 |
108-188 |
1-210 |
1.5% |
0-122 |
0.3% |
96% |
True |
False |
1,361,421 |
| 40 |
110-102 |
107-032 |
3-070 |
2.9% |
0-131 |
0.4% |
96% |
False |
False |
1,480,371 |
| 60 |
110-102 |
106-018 |
4-085 |
3.9% |
0-126 |
0.4% |
97% |
False |
False |
1,387,570 |
| 80 |
110-102 |
105-088 |
5-015 |
4.6% |
0-125 |
0.4% |
97% |
False |
False |
1,417,686 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-122 |
0.3% |
97% |
False |
False |
1,135,272 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-109 |
0.3% |
97% |
False |
False |
946,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-022 |
|
2.618 |
111-117 |
|
1.618 |
110-300 |
|
1.000 |
110-215 |
|
0.618 |
110-162 |
|
HIGH |
110-078 |
|
0.618 |
110-025 |
|
0.500 |
110-009 |
|
0.382 |
109-313 |
|
LOW |
109-260 |
|
0.618 |
109-175 |
|
1.000 |
109-122 |
|
1.618 |
109-038 |
|
2.618 |
108-220 |
|
4.250 |
107-316 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-041 |
110-016 |
| PP |
110-025 |
109-294 |
| S1 |
110-009 |
109-252 |
|