ECBOT 5 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 19-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
109-298 |
109-278 |
-0-020 |
-0.1% |
109-245 |
High |
110-050 |
109-278 |
-0-092 |
-0.3% |
110-128 |
Low |
109-282 |
109-278 |
-0-005 |
0.0% |
109-220 |
Close |
110-008 |
109-278 |
-0-050 |
-0.1% |
110-062 |
Range |
0-088 |
0-000 |
-0-088 |
-100.0% |
0-228 |
ATR |
0-116 |
0-111 |
-0-005 |
-4.1% |
0-000 |
Volume |
92 |
0 |
-92 |
-100.0% |
7,922 |
|
Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-278 |
109-278 |
109-278 |
|
R3 |
109-278 |
109-278 |
109-278 |
|
R2 |
109-278 |
109-278 |
109-278 |
|
R1 |
109-278 |
109-278 |
109-278 |
109-278 |
PP |
109-278 |
109-278 |
109-278 |
109-278 |
S1 |
109-278 |
109-278 |
109-278 |
109-278 |
S2 |
109-278 |
109-278 |
109-278 |
|
S3 |
109-278 |
109-278 |
109-278 |
|
S4 |
109-278 |
109-278 |
109-278 |
|
|
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% |
0-038 |
0.1% |
0% |
False |
True |
50 |
10 |
110-128 |
109-108 |
1-020 |
1.0% |
0-094 |
0.3% |
50% |
False |
False |
947 |
20 |
110-128 |
108-258 |
1-190 |
1.5% |
0-098 |
0.3% |
67% |
False |
False |
882,429 |
40 |
110-128 |
107-075 |
3-052 |
2.9% |
0-128 |
0.4% |
83% |
False |
False |
1,271,912 |
60 |
110-128 |
106-018 |
4-110 |
4.0% |
0-122 |
0.3% |
88% |
False |
False |
1,259,285 |
80 |
110-128 |
105-088 |
5-040 |
4.7% |
0-123 |
0.3% |
90% |
False |
False |
1,332,363 |
100 |
110-128 |
105-012 |
5-115 |
4.9% |
0-119 |
0.3% |
90% |
False |
False |
1,135,295 |
120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-113 |
0.3% |
90% |
False |
False |
946,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-278 |
2.618 |
109-278 |
1.618 |
109-278 |
1.000 |
109-278 |
0.618 |
109-278 |
HIGH |
109-278 |
0.618 |
109-278 |
0.500 |
109-278 |
0.382 |
109-278 |
LOW |
109-278 |
0.618 |
109-278 |
1.000 |
109-278 |
1.618 |
109-278 |
2.618 |
109-278 |
4.250 |
109-278 |
|
|
Fisher Pivots for day following 19-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
109-278 |
110-004 |
PP |
109-278 |
109-308 |
S1 |
109-278 |
109-293 |
|