ECBOT 5 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 27-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
109-182 |
109-300 |
0-118 |
0.3% |
110-020 |
High |
109-182 |
109-300 |
0-118 |
0.3% |
110-020 |
Low |
109-182 |
109-285 |
0-102 |
0.3% |
109-182 |
Close |
109-182 |
109-300 |
0-118 |
0.3% |
109-300 |
Range |
0-000 |
0-015 |
0-015 |
|
0-158 |
ATR |
0-095 |
0-097 |
0-002 |
1.6% |
0-000 |
Volume |
0 |
4 |
4 |
|
121 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-020 |
110-015 |
109-308 |
|
R3 |
110-005 |
110-000 |
109-304 |
|
R2 |
109-310 |
109-310 |
109-303 |
|
R1 |
109-305 |
109-305 |
109-301 |
109-308 |
PP |
109-295 |
109-295 |
109-295 |
109-296 |
S1 |
109-290 |
109-290 |
109-299 |
109-292 |
S2 |
109-280 |
109-280 |
109-297 |
|
S3 |
109-265 |
109-275 |
109-296 |
|
S4 |
109-250 |
109-260 |
109-292 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-107 |
111-041 |
110-067 |
|
R3 |
110-269 |
110-203 |
110-023 |
|
R2 |
110-112 |
110-112 |
110-009 |
|
R1 |
110-046 |
110-046 |
109-314 |
110-000 |
PP |
109-274 |
109-274 |
109-274 |
109-251 |
S1 |
109-208 |
109-208 |
109-286 |
109-162 |
S2 |
109-117 |
109-117 |
109-271 |
|
S3 |
108-279 |
109-051 |
109-257 |
|
S4 |
108-122 |
108-213 |
109-213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-020 |
109-182 |
0-158 |
0.4% |
0-024 |
0.1% |
75% |
False |
False |
24 |
10 |
110-088 |
109-182 |
0-225 |
0.6% |
0-034 |
0.1% |
52% |
False |
False |
37 |
20 |
110-128 |
108-258 |
1-190 |
1.4% |
0-077 |
0.2% |
71% |
False |
False |
2,672 |
40 |
110-128 |
108-168 |
1-280 |
1.7% |
0-113 |
0.3% |
75% |
False |
False |
1,035,302 |
60 |
110-128 |
106-105 |
4-022 |
3.7% |
0-112 |
0.3% |
89% |
False |
False |
1,127,464 |
80 |
110-128 |
105-302 |
4-145 |
4.1% |
0-115 |
0.3% |
90% |
False |
False |
1,172,262 |
100 |
110-128 |
105-088 |
5-040 |
4.7% |
0-113 |
0.3% |
91% |
False |
False |
1,135,192 |
120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-113 |
0.3% |
92% |
False |
False |
946,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-044 |
2.618 |
110-019 |
1.618 |
110-004 |
1.000 |
109-315 |
0.618 |
109-309 |
HIGH |
109-300 |
0.618 |
109-294 |
0.500 |
109-292 |
0.382 |
109-291 |
LOW |
109-285 |
0.618 |
109-276 |
1.000 |
109-270 |
1.618 |
109-261 |
2.618 |
109-246 |
4.250 |
109-221 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
109-298 |
109-280 |
PP |
109-295 |
109-261 |
S1 |
109-292 |
109-241 |
|