ECBOT 5 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 30-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
109-300 |
109-240 |
-0-060 |
-0.2% |
110-020 |
High |
109-300 |
109-300 |
0-000 |
0.0% |
110-020 |
Low |
109-285 |
109-210 |
-0-075 |
-0.2% |
109-182 |
Close |
109-300 |
109-210 |
-0-090 |
-0.3% |
109-300 |
Range |
0-015 |
0-090 |
0-075 |
500.0% |
0-158 |
ATR |
0-097 |
0-097 |
-0-001 |
-0.5% |
0-000 |
Volume |
4 |
18 |
14 |
350.0% |
121 |
|
Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-190 |
110-130 |
109-260 |
|
R3 |
110-100 |
110-040 |
109-235 |
|
R2 |
110-010 |
110-010 |
109-226 |
|
R1 |
109-270 |
109-270 |
109-218 |
109-255 |
PP |
109-240 |
109-240 |
109-240 |
109-232 |
S1 |
109-180 |
109-180 |
109-202 |
109-165 |
S2 |
109-150 |
109-150 |
109-194 |
|
S3 |
109-060 |
109-090 |
109-185 |
|
S4 |
108-290 |
109-000 |
109-160 |
|
|
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 |
110-005 |
109-182 |
0-142 |
0.4% |
0-034 |
0.1% |
19% |
False |
False |
18 |
10 |
110-050 |
109-182 |
0-188 |
0.5% |
0-039 |
0.1% |
15% |
False |
False |
34 |
20 |
110-128 |
108-258 |
1-190 |
1.5% |
0-078 |
0.2% |
53% |
False |
False |
1,381 |
40 |
110-128 |
108-168 |
1-280 |
1.7% |
0-106 |
0.3% |
60% |
False |
False |
957,021 |
60 |
110-128 |
106-250 |
3-198 |
3.3% |
0-110 |
0.3% |
79% |
False |
False |
1,105,593 |
80 |
110-128 |
105-302 |
4-145 |
4.1% |
0-115 |
0.3% |
83% |
False |
False |
1,153,298 |
100 |
110-128 |
105-088 |
5-040 |
4.7% |
0-113 |
0.3% |
86% |
False |
False |
1,135,124 |
120 |
110-128 |
104-302 |
5-145 |
5.0% |
0-114 |
0.3% |
86% |
False |
False |
946,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-042 |
2.618 |
110-216 |
1.618 |
110-126 |
1.000 |
110-070 |
0.618 |
110-036 |
HIGH |
109-300 |
0.618 |
109-266 |
0.500 |
109-255 |
0.382 |
109-244 |
LOW |
109-210 |
0.618 |
109-154 |
1.000 |
109-120 |
1.618 |
109-064 |
2.618 |
108-294 |
4.250 |
108-148 |
|
|
Fisher Pivots for day following 30-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
109-255 |
109-241 |
PP |
109-240 |
109-231 |
S1 |
109-225 |
109-220 |
|