ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-020 |
109-300 |
-0-040 |
-0.1% |
110-062 |
| High |
110-020 |
110-005 |
-0-015 |
0.0% |
110-088 |
| Low |
109-300 |
109-262 |
-0-038 |
-0.1% |
109-250 |
| Close |
110-000 |
110-005 |
0-005 |
0.0% |
109-302 |
| Range |
0-040 |
0-062 |
0-022 |
56.3% |
0-158 |
| ATR |
0-102 |
0-099 |
-0-003 |
-2.8% |
0-000 |
| Volume |
47 |
56 |
9 |
19.1% |
253 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-172 |
110-151 |
110-039 |
|
| R3 |
110-109 |
110-088 |
110-022 |
|
| R2 |
110-047 |
110-047 |
110-016 |
|
| R1 |
110-026 |
110-026 |
110-011 |
110-036 |
| PP |
109-304 |
109-304 |
109-304 |
109-309 |
| S1 |
109-283 |
109-283 |
109-319 |
109-294 |
| S2 |
109-242 |
109-242 |
109-314 |
|
| S3 |
109-179 |
109-221 |
109-308 |
|
| S4 |
109-117 |
109-158 |
109-291 |
|
|
| 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% |
0-048 |
0.1% |
63% |
False |
False |
39 |
| 10 |
110-128 |
109-250 |
0-198 |
0.6% |
0-061 |
0.2% |
38% |
False |
False |
532 |
| 20 |
110-128 |
108-258 |
1-190 |
1.4% |
0-088 |
0.2% |
76% |
False |
False |
311,280 |
| 40 |
110-128 |
107-170 |
2-278 |
2.6% |
0-124 |
0.4% |
87% |
False |
False |
1,176,860 |
| 60 |
110-128 |
106-018 |
4-110 |
3.9% |
0-118 |
0.3% |
91% |
False |
False |
1,190,490 |
| 80 |
110-128 |
105-165 |
4-282 |
4.4% |
0-120 |
0.3% |
92% |
False |
False |
1,231,731 |
| 100 |
110-128 |
105-088 |
5-040 |
4.7% |
0-117 |
0.3% |
93% |
False |
False |
1,135,264 |
| 120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-114 |
0.3% |
93% |
False |
False |
946,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-271 |
|
2.618 |
110-169 |
|
1.618 |
110-106 |
|
1.000 |
110-068 |
|
0.618 |
110-044 |
|
HIGH |
110-005 |
|
0.618 |
109-301 |
|
0.500 |
109-294 |
|
0.382 |
109-286 |
|
LOW |
109-262 |
|
0.618 |
109-224 |
|
1.000 |
109-200 |
|
1.618 |
109-161 |
|
2.618 |
109-099 |
|
4.250 |
108-317 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-315 |
109-315 |
| PP |
109-304 |
109-305 |
| S1 |
109-294 |
109-295 |
|