ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-250 |
110-020 |
0-090 |
0.3% |
110-062 |
| High |
109-302 |
110-020 |
0-038 |
0.1% |
110-088 |
| Low |
109-250 |
109-300 |
0-050 |
0.1% |
109-250 |
| Close |
109-302 |
110-000 |
0-018 |
0.0% |
109-302 |
| Range |
0-052 |
0-040 |
-0-012 |
-23.8% |
0-158 |
| ATR |
0-107 |
0-102 |
-0-005 |
-4.5% |
0-000 |
| Volume |
1 |
47 |
46 |
4,600.0% |
253 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-120 |
110-100 |
110-022 |
|
| R3 |
110-080 |
110-060 |
110-011 |
|
| R2 |
110-040 |
110-040 |
110-007 |
|
| R1 |
110-020 |
110-020 |
110-004 |
110-010 |
| PP |
110-000 |
110-000 |
110-000 |
109-315 |
| S1 |
109-300 |
109-300 |
109-316 |
109-290 |
| S2 |
109-280 |
109-280 |
109-313 |
|
| S3 |
109-240 |
109-260 |
109-309 |
|
| S4 |
109-200 |
109-220 |
109-298 |
|
|
| 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 |
110-050 |
109-250 |
0-120 |
0.3% |
0-045 |
0.1% |
58% |
False |
False |
50 |
| 10 |
110-128 |
109-250 |
0-198 |
0.6% |
0-068 |
0.2% |
35% |
False |
False |
590 |
| 20 |
110-128 |
108-258 |
1-190 |
1.4% |
0-089 |
0.3% |
75% |
False |
False |
551,660 |
| 40 |
110-128 |
107-170 |
2-278 |
2.6% |
0-124 |
0.4% |
86% |
False |
False |
1,199,655 |
| 60 |
110-128 |
106-018 |
4-110 |
3.9% |
0-120 |
0.3% |
91% |
False |
False |
1,221,521 |
| 80 |
110-128 |
105-105 |
5-022 |
4.6% |
0-121 |
0.3% |
92% |
False |
False |
1,246,624 |
| 100 |
110-128 |
105-020 |
5-108 |
4.9% |
0-118 |
0.3% |
93% |
False |
False |
1,135,287 |
| 120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-114 |
0.3% |
93% |
False |
False |
946,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-190 |
|
2.618 |
110-125 |
|
1.618 |
110-085 |
|
1.000 |
110-060 |
|
0.618 |
110-045 |
|
HIGH |
110-020 |
|
0.618 |
110-005 |
|
0.500 |
110-000 |
|
0.382 |
109-315 |
|
LOW |
109-300 |
|
0.618 |
109-275 |
|
1.000 |
109-260 |
|
1.618 |
109-235 |
|
2.618 |
109-195 |
|
4.250 |
109-130 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-000 |
109-312 |
| PP |
110-000 |
109-303 |
| S1 |
110-000 |
109-295 |
|