ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-120 |
110-130 |
0-010 |
0.0% |
109-128 |
| High |
110-142 |
110-232 |
0-090 |
0.3% |
110-208 |
| Low |
110-045 |
110-085 |
0-040 |
0.1% |
109-100 |
| Close |
110-128 |
110-215 |
0-088 |
0.2% |
110-130 |
| Range |
0-098 |
0-148 |
0-050 |
51.3% |
1-108 |
| ATR |
0-131 |
0-132 |
0-001 |
0.9% |
0-000 |
| Volume |
1,029,180 |
1,324,486 |
295,306 |
28.7% |
7,059,619 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-300 |
111-245 |
110-296 |
|
| R3 |
111-152 |
111-098 |
110-256 |
|
| R2 |
111-005 |
111-005 |
110-242 |
|
| R1 |
110-270 |
110-270 |
110-229 |
110-298 |
| PP |
110-178 |
110-178 |
110-178 |
110-191 |
| S1 |
110-122 |
110-122 |
110-201 |
110-150 |
| S2 |
110-030 |
110-030 |
110-188 |
|
| S3 |
109-202 |
109-295 |
110-174 |
|
| S4 |
109-055 |
109-148 |
110-134 |
|
|
| 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 |
110-232 |
109-210 |
1-022 |
1.0% |
0-155 |
0.4% |
95% |
True |
False |
1,589,080 |
| 10 |
110-232 |
109-100 |
1-132 |
1.3% |
0-127 |
0.4% |
96% |
True |
False |
1,788,615 |
| 20 |
110-232 |
109-042 |
1-190 |
1.4% |
0-126 |
0.4% |
97% |
True |
False |
1,387,036 |
| 40 |
110-258 |
107-188 |
3-070 |
2.9% |
0-121 |
0.3% |
96% |
False |
False |
695,533 |
| 60 |
110-258 |
106-162 |
4-095 |
3.9% |
0-097 |
0.3% |
97% |
False |
False |
463,689 |
| 80 |
110-258 |
105-212 |
5-045 |
4.6% |
0-073 |
0.2% |
97% |
False |
False |
347,767 |
| 100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-058 |
0.2% |
97% |
False |
False |
278,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-219 |
|
2.618 |
111-299 |
|
1.618 |
111-151 |
|
1.000 |
111-060 |
|
0.618 |
111-004 |
|
HIGH |
110-232 |
|
0.618 |
110-176 |
|
0.500 |
110-159 |
|
0.382 |
110-141 |
|
LOW |
110-085 |
|
0.618 |
109-314 |
|
1.000 |
109-258 |
|
1.618 |
109-166 |
|
2.618 |
109-019 |
|
4.250 |
108-098 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-196 |
110-170 |
| PP |
110-178 |
110-126 |
| S1 |
110-159 |
110-081 |
|