ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-315 |
110-062 |
0-068 |
0.2% |
109-245 |
| High |
110-065 |
110-080 |
0-015 |
0.0% |
110-128 |
| Low |
109-278 |
110-062 |
0-105 |
0.3% |
109-220 |
| Close |
110-005 |
110-062 |
0-058 |
0.2% |
110-062 |
| Range |
0-108 |
0-018 |
-0-090 |
-83.7% |
0-228 |
| ATR |
0-130 |
0-126 |
-0-004 |
-3.0% |
0-000 |
| Volume |
1 |
2 |
1 |
100.0% |
7,922 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-121 |
110-109 |
110-072 |
|
| R3 |
110-103 |
110-092 |
110-067 |
|
| R2 |
110-086 |
110-086 |
110-066 |
|
| R1 |
110-074 |
110-074 |
110-064 |
110-071 |
| PP |
110-068 |
110-068 |
110-068 |
110-067 |
| S1 |
110-057 |
110-057 |
110-061 |
110-054 |
| S2 |
110-051 |
110-051 |
110-059 |
|
| S3 |
110-033 |
110-039 |
110-058 |
|
| S4 |
110-016 |
110-022 |
110-053 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-072 |
111-295 |
110-188 |
|
| R3 |
111-165 |
111-068 |
110-125 |
|
| R2 |
110-258 |
110-258 |
110-104 |
|
| R1 |
110-160 |
110-160 |
110-083 |
110-209 |
| PP |
110-030 |
110-030 |
110-030 |
110-054 |
| S1 |
109-252 |
109-252 |
110-042 |
109-301 |
| S2 |
109-122 |
109-122 |
110-021 |
|
| S3 |
108-215 |
109-025 |
110-000 |
|
| S4 |
107-308 |
108-118 |
109-257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-128 |
109-220 |
0-228 |
0.6% |
0-102 |
0.3% |
71% |
False |
False |
1,584 |
| 10 |
110-128 |
108-258 |
1-190 |
1.4% |
0-120 |
0.3% |
87% |
False |
False |
5,307 |
| 20 |
110-128 |
108-192 |
1-255 |
1.6% |
0-111 |
0.3% |
89% |
False |
False |
1,149,499 |
| 40 |
110-128 |
107-032 |
3-095 |
3.0% |
0-133 |
0.4% |
94% |
False |
False |
1,384,580 |
| 60 |
110-128 |
106-018 |
4-110 |
3.9% |
0-124 |
0.4% |
95% |
False |
False |
1,321,748 |
| 80 |
110-128 |
105-088 |
5-040 |
4.7% |
0-125 |
0.4% |
96% |
False |
False |
1,414,810 |
| 100 |
110-128 |
104-302 |
5-145 |
4.9% |
0-121 |
0.3% |
96% |
False |
False |
1,135,297 |
| 120 |
110-128 |
104-302 |
5-145 |
4.9% |
0-112 |
0.3% |
96% |
False |
False |
946,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-154 |
|
2.618 |
110-126 |
|
1.618 |
110-108 |
|
1.000 |
110-098 |
|
0.618 |
110-091 |
|
HIGH |
110-080 |
|
0.618 |
110-073 |
|
0.500 |
110-071 |
|
0.382 |
110-069 |
|
LOW |
110-062 |
|
0.618 |
110-052 |
|
1.000 |
110-045 |
|
1.618 |
110-034 |
|
2.618 |
110-017 |
|
4.250 |
109-308 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-071 |
110-056 |
| PP |
110-068 |
110-049 |
| S1 |
110-065 |
110-042 |
|