ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-310 |
110-072 |
0-082 |
0.2% |
108-270 |
| High |
110-078 |
110-128 |
0-050 |
0.1% |
110-045 |
| Low |
109-260 |
109-290 |
0-030 |
0.1% |
108-258 |
| Close |
110-058 |
110-030 |
-0-028 |
-0.1% |
109-280 |
| Range |
0-138 |
0-158 |
0-020 |
14.5% |
1-108 |
| ATR |
0-130 |
0-132 |
0-002 |
1.5% |
0-000 |
| Volume |
629 |
4,968 |
4,339 |
689.8% |
19,313 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-195 |
111-110 |
110-117 |
|
| R3 |
111-038 |
110-272 |
110-073 |
|
| R2 |
110-200 |
110-200 |
110-059 |
|
| R1 |
110-115 |
110-115 |
110-044 |
110-079 |
| PP |
110-042 |
110-042 |
110-042 |
110-024 |
| S1 |
109-278 |
109-278 |
110-016 |
109-241 |
| S2 |
109-205 |
109-205 |
110-001 |
|
| S3 |
109-048 |
109-120 |
109-307 |
|
| S4 |
108-210 |
108-282 |
109-263 |
|
|
| 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 |
110-128 |
109-108 |
1-020 |
1.0% |
0-146 |
0.4% |
71% |
True |
False |
2,016 |
| 10 |
110-128 |
108-258 |
1-190 |
1.4% |
0-123 |
0.3% |
81% |
True |
False |
202,682 |
| 20 |
110-128 |
108-188 |
1-260 |
1.6% |
0-123 |
0.3% |
83% |
True |
False |
1,305,731 |
| 40 |
110-128 |
107-032 |
3-095 |
3.0% |
0-133 |
0.4% |
91% |
True |
False |
1,442,354 |
| 60 |
110-128 |
106-018 |
4-110 |
3.9% |
0-126 |
0.4% |
93% |
True |
False |
1,357,775 |
| 80 |
110-128 |
105-088 |
5-040 |
4.7% |
0-125 |
0.4% |
94% |
True |
False |
1,417,227 |
| 100 |
110-128 |
104-302 |
5-145 |
5.0% |
0-122 |
0.3% |
94% |
True |
False |
1,135,321 |
| 120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-111 |
0.3% |
94% |
True |
False |
946,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-157 |
|
2.618 |
111-220 |
|
1.618 |
111-062 |
|
1.000 |
110-285 |
|
0.618 |
110-225 |
|
HIGH |
110-128 |
|
0.618 |
110-067 |
|
0.500 |
110-049 |
|
0.382 |
110-030 |
|
LOW |
109-290 |
|
0.618 |
109-193 |
|
1.000 |
109-132 |
|
1.618 |
109-035 |
|
2.618 |
108-198 |
|
4.250 |
107-261 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-049 |
110-025 |
| PP |
110-042 |
110-019 |
| S1 |
110-036 |
110-014 |
|