ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-278 |
109-250 |
-0-028 |
-0.1% |
110-062 |
| High |
109-278 |
109-302 |
0-025 |
0.1% |
110-088 |
| Low |
109-278 |
109-250 |
-0-028 |
-0.1% |
109-250 |
| Close |
109-278 |
109-302 |
0-025 |
0.1% |
109-302 |
| Range |
0-000 |
0-052 |
0-052 |
|
0-158 |
| ATR |
0-111 |
0-107 |
-0-004 |
-3.8% |
0-000 |
| Volume |
0 |
1 |
1 |
|
253 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-122 |
110-105 |
110-011 |
|
| R3 |
110-070 |
110-052 |
109-317 |
|
| R2 |
110-018 |
110-018 |
109-312 |
|
| R1 |
110-000 |
110-000 |
109-307 |
110-009 |
| PP |
109-285 |
109-285 |
109-285 |
109-289 |
| S1 |
109-268 |
109-268 |
109-298 |
109-276 |
| S2 |
109-232 |
109-232 |
109-293 |
|
| S3 |
109-180 |
109-215 |
109-288 |
|
| S4 |
109-128 |
109-162 |
109-274 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-152 |
111-065 |
110-069 |
|
| R3 |
110-315 |
110-228 |
110-026 |
|
| R2 |
110-158 |
110-158 |
110-011 |
|
| R1 |
110-070 |
110-070 |
109-317 |
110-035 |
| PP |
110-000 |
110-000 |
110-000 |
109-302 |
| S1 |
109-232 |
109-232 |
109-288 |
109-198 |
| S2 |
109-162 |
109-162 |
109-274 |
|
| S3 |
109-005 |
109-075 |
109-259 |
|
| S4 |
108-168 |
108-238 |
109-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-088 |
109-250 |
0-158 |
0.4% |
0-045 |
0.1% |
33% |
False |
True |
50 |
| 10 |
110-128 |
109-220 |
0-228 |
0.6% |
0-073 |
0.2% |
36% |
False |
False |
817 |
| 20 |
110-128 |
108-258 |
1-190 |
1.4% |
0-093 |
0.3% |
72% |
False |
False |
729,984 |
| 40 |
110-128 |
107-075 |
3-052 |
2.9% |
0-126 |
0.4% |
86% |
False |
False |
1,229,763 |
| 60 |
110-128 |
106-018 |
4-110 |
4.0% |
0-121 |
0.3% |
90% |
False |
False |
1,240,179 |
| 80 |
110-128 |
105-088 |
5-040 |
4.7% |
0-122 |
0.3% |
91% |
False |
False |
1,275,239 |
| 100 |
110-128 |
105-012 |
5-115 |
4.9% |
0-119 |
0.3% |
92% |
False |
False |
1,135,289 |
| 120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-113 |
0.3% |
92% |
False |
False |
946,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-206 |
|
2.618 |
110-120 |
|
1.618 |
110-067 |
|
1.000 |
110-035 |
|
0.618 |
110-015 |
|
HIGH |
109-302 |
|
0.618 |
109-282 |
|
0.500 |
109-276 |
|
0.382 |
109-270 |
|
LOW |
109-250 |
|
0.618 |
109-218 |
|
1.000 |
109-198 |
|
1.618 |
109-165 |
|
2.618 |
109-113 |
|
4.250 |
109-027 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-294 |
109-310 |
| PP |
109-285 |
109-308 |
| S1 |
109-276 |
109-305 |
|