ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-072 |
109-315 |
-0-078 |
-0.2% |
108-270 |
| High |
110-128 |
110-065 |
-0-062 |
-0.2% |
110-045 |
| Low |
109-290 |
109-278 |
-0-012 |
0.0% |
108-258 |
| Close |
110-030 |
110-005 |
-0-025 |
-0.1% |
109-280 |
| Range |
0-158 |
0-108 |
-0-050 |
-31.7% |
1-108 |
| ATR |
0-132 |
0-130 |
-0-002 |
-1.3% |
0-000 |
| Volume |
4,968 |
1 |
-4,967 |
-100.0% |
19,313 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-012 |
110-276 |
110-064 |
|
| R3 |
110-224 |
110-168 |
110-035 |
|
| R2 |
110-117 |
110-117 |
110-025 |
|
| R1 |
110-061 |
110-061 |
110-015 |
110-089 |
| PP |
110-009 |
110-009 |
110-009 |
110-023 |
| S1 |
109-273 |
109-273 |
109-315 |
109-301 |
| S2 |
109-222 |
109-222 |
109-305 |
|
| S3 |
109-114 |
109-166 |
109-295 |
|
| S4 |
109-007 |
109-058 |
109-266 |
|
|
| 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% |
0-150 |
0.4% |
64% |
False |
False |
1,843 |
| 10 |
110-128 |
108-258 |
1-190 |
1.4% |
0-129 |
0.4% |
76% |
False |
False |
44,918 |
| 20 |
110-128 |
108-188 |
1-260 |
1.6% |
0-120 |
0.3% |
79% |
False |
False |
1,234,746 |
| 40 |
110-128 |
107-032 |
3-095 |
3.0% |
0-134 |
0.4% |
88% |
False |
False |
1,412,570 |
| 60 |
110-128 |
106-018 |
4-110 |
3.9% |
0-126 |
0.4% |
91% |
False |
False |
1,340,012 |
| 80 |
110-128 |
105-088 |
5-040 |
4.7% |
0-126 |
0.4% |
93% |
False |
False |
1,416,486 |
| 100 |
110-128 |
104-302 |
5-145 |
5.0% |
0-122 |
0.3% |
93% |
False |
False |
1,135,298 |
| 120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-111 |
0.3% |
93% |
False |
False |
946,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-202 |
|
2.618 |
111-026 |
|
1.618 |
110-239 |
|
1.000 |
110-172 |
|
0.618 |
110-131 |
|
HIGH |
110-065 |
|
0.618 |
110-024 |
|
0.500 |
110-011 |
|
0.382 |
109-319 |
|
LOW |
109-278 |
|
0.618 |
109-211 |
|
1.000 |
109-170 |
|
1.618 |
109-104 |
|
2.618 |
108-316 |
|
4.250 |
108-141 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-011 |
110-034 |
| PP |
110-009 |
110-024 |
| S1 |
110-007 |
110-015 |
|