ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-130 |
110-222 |
0-092 |
0.3% |
109-128 |
| High |
110-232 |
110-288 |
0-055 |
0.2% |
110-208 |
| Low |
110-085 |
110-122 |
0-038 |
0.1% |
109-100 |
| Close |
110-215 |
110-188 |
-0-028 |
-0.1% |
110-130 |
| Range |
0-148 |
0-165 |
0-018 |
11.9% |
1-108 |
| ATR |
0-132 |
0-134 |
0-002 |
1.8% |
0-000 |
| Volume |
1,324,486 |
1,867,451 |
542,965 |
41.0% |
7,059,619 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-054 |
111-286 |
110-278 |
|
| R3 |
111-209 |
111-121 |
110-233 |
|
| R2 |
111-044 |
111-044 |
110-218 |
|
| R1 |
110-276 |
110-276 |
110-203 |
110-238 |
| PP |
110-199 |
110-199 |
110-199 |
110-180 |
| S1 |
110-111 |
110-111 |
110-172 |
110-072 |
| S2 |
110-034 |
110-034 |
110-157 |
|
| S3 |
109-189 |
109-266 |
110-142 |
|
| S4 |
109-024 |
109-101 |
110-097 |
|
|
| 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 |
110-288 |
109-250 |
1-038 |
1.0% |
0-158 |
0.4% |
72% |
True |
False |
1,625,647 |
| 10 |
110-288 |
109-100 |
1-188 |
1.4% |
0-134 |
0.4% |
80% |
True |
False |
1,587,689 |
| 20 |
110-288 |
109-042 |
1-245 |
1.6% |
0-128 |
0.4% |
82% |
True |
False |
1,479,185 |
| 40 |
110-288 |
107-188 |
3-100 |
3.0% |
0-124 |
0.4% |
91% |
True |
False |
742,219 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-100 |
0.3% |
93% |
True |
False |
494,813 |
| 80 |
110-288 |
105-212 |
5-075 |
4.7% |
0-075 |
0.2% |
94% |
True |
False |
371,110 |
| 100 |
110-288 |
105-162 |
5-125 |
4.9% |
0-060 |
0.2% |
94% |
True |
False |
296,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-029 |
|
2.618 |
112-079 |
|
1.618 |
111-234 |
|
1.000 |
111-132 |
|
0.618 |
111-069 |
|
HIGH |
110-288 |
|
0.618 |
110-224 |
|
0.500 |
110-205 |
|
0.382 |
110-186 |
|
LOW |
110-122 |
|
0.618 |
110-021 |
|
1.000 |
109-278 |
|
1.618 |
109-176 |
|
2.618 |
109-011 |
|
4.250 |
108-061 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-205 |
110-180 |
| PP |
110-199 |
110-173 |
| S1 |
110-193 |
110-166 |
|