ECBOT 5 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 25-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
109-300 |
109-242 |
-0-058 |
-0.2% |
110-062 |
High |
110-005 |
109-242 |
-0-082 |
-0.2% |
110-088 |
Low |
109-262 |
109-242 |
-0-020 |
-0.1% |
109-250 |
Close |
110-005 |
109-242 |
-0-082 |
-0.2% |
109-302 |
Range |
0-062 |
0-000 |
-0-062 |
-100.0% |
0-158 |
ATR |
0-099 |
0-098 |
-0-001 |
-1.2% |
0-000 |
Volume |
56 |
14 |
-42 |
-75.0% |
253 |
|
Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-242 |
109-242 |
109-242 |
|
R3 |
109-242 |
109-242 |
109-242 |
|
R2 |
109-242 |
109-242 |
109-242 |
|
R1 |
109-242 |
109-242 |
109-242 |
109-242 |
PP |
109-242 |
109-242 |
109-242 |
109-242 |
S1 |
109-242 |
109-242 |
109-242 |
109-242 |
S2 |
109-242 |
109-242 |
109-242 |
|
S3 |
109-242 |
109-242 |
109-242 |
|
S4 |
109-242 |
109-242 |
109-242 |
|
|
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 |
110-020 |
109-242 |
0-098 |
0.3% |
0-031 |
0.1% |
0% |
False |
True |
23 |
10 |
110-088 |
109-242 |
0-165 |
0.5% |
0-045 |
0.1% |
0% |
False |
True |
37 |
20 |
110-128 |
108-258 |
1-190 |
1.5% |
0-084 |
0.2% |
60% |
False |
False |
101,359 |
40 |
110-128 |
107-215 |
2-232 |
2.5% |
0-122 |
0.3% |
77% |
False |
False |
1,147,563 |
60 |
110-128 |
106-052 |
4-075 |
3.9% |
0-116 |
0.3% |
85% |
False |
False |
1,164,940 |
80 |
110-128 |
105-280 |
4-168 |
4.1% |
0-118 |
0.3% |
86% |
False |
False |
1,207,924 |
100 |
110-128 |
105-088 |
5-040 |
4.7% |
0-116 |
0.3% |
88% |
False |
False |
1,135,243 |
120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-114 |
0.3% |
88% |
False |
False |
946,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-242 |
2.618 |
109-242 |
1.618 |
109-242 |
1.000 |
109-242 |
0.618 |
109-242 |
HIGH |
109-242 |
0.618 |
109-242 |
0.500 |
109-242 |
0.382 |
109-242 |
LOW |
109-242 |
0.618 |
109-242 |
1.000 |
109-242 |
1.618 |
109-242 |
2.618 |
109-242 |
4.250 |
109-242 |
|
|
Fisher Pivots for day following 25-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
109-242 |
109-291 |
PP |
109-242 |
109-275 |
S1 |
109-242 |
109-259 |
|