ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-020 |
109-298 |
-0-042 |
-0.1% |
109-245 |
| High |
110-040 |
110-050 |
0-010 |
0.0% |
110-128 |
| Low |
109-315 |
109-282 |
-0-032 |
-0.1% |
109-220 |
| Close |
110-038 |
110-008 |
-0-030 |
-0.1% |
110-062 |
| Range |
0-045 |
0-088 |
0-042 |
94.4% |
0-228 |
| ATR |
0-118 |
0-116 |
-0-002 |
-1.9% |
0-000 |
| Volume |
111 |
92 |
-19 |
-17.1% |
7,922 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-269 |
110-226 |
110-056 |
|
| R3 |
110-182 |
110-138 |
110-032 |
|
| R2 |
110-094 |
110-094 |
110-024 |
|
| R1 |
110-051 |
110-051 |
110-016 |
110-072 |
| PP |
110-007 |
110-007 |
110-007 |
110-018 |
| S1 |
109-283 |
109-283 |
109-319 |
109-305 |
| S2 |
109-239 |
109-239 |
109-311 |
|
| S3 |
109-152 |
109-196 |
109-303 |
|
| S4 |
109-064 |
109-108 |
109-279 |
|
|
| 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 |
110-088 |
109-278 |
0-130 |
0.4% |
0-060 |
0.2% |
38% |
False |
False |
51 |
| 10 |
110-128 |
109-108 |
1-020 |
1.0% |
0-103 |
0.3% |
65% |
False |
False |
1,033 |
| 20 |
110-128 |
108-258 |
1-190 |
1.4% |
0-105 |
0.3% |
76% |
False |
False |
988,735 |
| 40 |
110-128 |
107-072 |
3-055 |
2.9% |
0-131 |
0.4% |
88% |
False |
False |
1,315,538 |
| 60 |
110-128 |
106-018 |
4-110 |
3.9% |
0-123 |
0.3% |
91% |
False |
False |
1,276,131 |
| 80 |
110-128 |
105-088 |
5-040 |
4.7% |
0-124 |
0.4% |
93% |
False |
False |
1,362,890 |
| 100 |
110-128 |
105-012 |
5-115 |
4.9% |
0-119 |
0.3% |
93% |
False |
False |
1,135,298 |
| 120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-113 |
0.3% |
93% |
False |
False |
946,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-102 |
|
2.618 |
110-279 |
|
1.618 |
110-192 |
|
1.000 |
110-138 |
|
0.618 |
110-104 |
|
HIGH |
110-050 |
|
0.618 |
110-017 |
|
0.500 |
110-006 |
|
0.382 |
109-316 |
|
LOW |
109-282 |
|
0.618 |
109-228 |
|
1.000 |
109-195 |
|
1.618 |
109-141 |
|
2.618 |
109-053 |
|
4.250 |
108-231 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-007 |
110-025 |
| PP |
110-007 |
110-019 |
| S1 |
110-006 |
110-013 |
|