ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-062 |
110-020 |
-0-042 |
-0.1% |
109-245 |
| High |
110-088 |
110-040 |
-0-048 |
-0.1% |
110-128 |
| Low |
110-048 |
109-315 |
-0-052 |
-0.1% |
109-220 |
| Close |
110-085 |
110-038 |
-0-048 |
-0.1% |
110-062 |
| Range |
0-040 |
0-045 |
0-005 |
12.5% |
0-228 |
| ATR |
0-120 |
0-118 |
-0-002 |
-1.8% |
0-000 |
| Volume |
49 |
111 |
62 |
126.5% |
7,922 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-159 |
110-143 |
110-062 |
|
| R3 |
110-114 |
110-098 |
110-050 |
|
| R2 |
110-069 |
110-069 |
110-046 |
|
| R1 |
110-053 |
110-053 |
110-042 |
110-061 |
| PP |
110-024 |
110-024 |
110-024 |
110-028 |
| S1 |
110-008 |
110-008 |
110-033 |
110-016 |
| S2 |
109-299 |
109-299 |
110-029 |
|
| S3 |
109-254 |
109-283 |
110-025 |
|
| S4 |
109-209 |
109-238 |
110-013 |
|
|
| 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 |
109-278 |
0-170 |
0.5% |
0-074 |
0.2% |
47% |
False |
False |
1,026 |
| 10 |
110-128 |
109-058 |
1-070 |
1.1% |
0-107 |
0.3% |
77% |
False |
False |
1,801 |
| 20 |
110-128 |
108-232 |
1-215 |
1.5% |
0-106 |
0.3% |
83% |
False |
False |
1,043,764 |
| 40 |
110-128 |
107-062 |
3-065 |
2.9% |
0-130 |
0.4% |
91% |
False |
False |
1,335,791 |
| 60 |
110-128 |
106-018 |
4-110 |
3.9% |
0-123 |
0.3% |
94% |
False |
False |
1,289,249 |
| 80 |
110-128 |
105-088 |
5-040 |
4.7% |
0-124 |
0.4% |
95% |
False |
False |
1,399,740 |
| 100 |
110-128 |
104-302 |
5-145 |
5.0% |
0-120 |
0.3% |
95% |
False |
False |
1,135,297 |
| 120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-112 |
0.3% |
95% |
False |
False |
946,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-231 |
|
2.618 |
110-158 |
|
1.618 |
110-113 |
|
1.000 |
110-085 |
|
0.618 |
110-068 |
|
HIGH |
110-040 |
|
0.618 |
110-023 |
|
0.500 |
110-018 |
|
0.382 |
110-012 |
|
LOW |
109-315 |
|
0.618 |
109-287 |
|
1.000 |
109-270 |
|
1.618 |
109-242 |
|
2.618 |
109-197 |
|
4.250 |
109-124 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-031 |
110-041 |
| PP |
110-024 |
110-040 |
| S1 |
110-018 |
110-039 |
|