ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-055 |
110-120 |
0-065 |
0.2% |
109-128 |
| High |
110-208 |
110-142 |
-0-065 |
-0.2% |
110-208 |
| Low |
109-250 |
110-045 |
0-115 |
0.3% |
109-100 |
| Close |
110-130 |
110-128 |
-0-002 |
0.0% |
110-130 |
| Range |
0-278 |
0-098 |
-0-180 |
-64.9% |
1-108 |
| ATR |
0-133 |
0-131 |
-0-003 |
-1.9% |
0-000 |
| Volume |
2,475,922 |
1,029,180 |
-1,446,742 |
-58.4% |
7,059,619 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-078 |
111-040 |
110-181 |
|
| R3 |
110-300 |
110-262 |
110-154 |
|
| R2 |
110-202 |
110-202 |
110-145 |
|
| R1 |
110-165 |
110-165 |
110-136 |
110-184 |
| PP |
110-105 |
110-105 |
110-105 |
110-114 |
| S1 |
110-068 |
110-068 |
110-119 |
110-086 |
| S2 |
110-008 |
110-008 |
110-110 |
|
| S3 |
109-230 |
109-290 |
110-101 |
|
| S4 |
109-132 |
109-192 |
110-074 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-042 |
113-193 |
111-045 |
|
| R3 |
112-254 |
112-086 |
110-248 |
|
| R2 |
111-147 |
111-147 |
110-208 |
|
| R1 |
110-298 |
110-298 |
110-169 |
111-062 |
| PP |
110-039 |
110-039 |
110-039 |
110-081 |
| S1 |
109-191 |
109-191 |
110-091 |
109-275 |
| S2 |
108-252 |
108-252 |
110-052 |
|
| S3 |
107-144 |
108-083 |
110-012 |
|
| S4 |
106-037 |
106-296 |
109-215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-208 |
109-100 |
1-108 |
1.2% |
0-158 |
0.4% |
81% |
False |
False |
1,617,759 |
| 10 |
110-208 |
109-100 |
1-108 |
1.2% |
0-121 |
0.3% |
81% |
False |
False |
2,066,549 |
| 20 |
110-208 |
109-042 |
1-165 |
1.4% |
0-124 |
0.4% |
84% |
False |
False |
1,321,571 |
| 40 |
110-258 |
107-188 |
3-070 |
2.9% |
0-119 |
0.3% |
87% |
False |
False |
662,421 |
| 60 |
110-258 |
106-162 |
4-095 |
3.9% |
0-095 |
0.3% |
91% |
False |
False |
441,614 |
| 80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-071 |
0.2% |
92% |
False |
False |
331,210 |
| 100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-057 |
0.2% |
92% |
False |
False |
264,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-237 |
|
2.618 |
111-078 |
|
1.618 |
110-300 |
|
1.000 |
110-240 |
|
0.618 |
110-203 |
|
HIGH |
110-142 |
|
0.618 |
110-105 |
|
0.500 |
110-094 |
|
0.382 |
110-082 |
|
LOW |
110-045 |
|
0.618 |
109-305 |
|
1.000 |
109-268 |
|
1.618 |
109-207 |
|
2.618 |
109-110 |
|
4.250 |
108-271 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-116 |
110-108 |
| PP |
110-105 |
110-088 |
| S1 |
110-094 |
110-069 |
|