ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-222 |
110-190 |
-0-032 |
-0.1% |
109-128 |
| High |
110-288 |
110-240 |
-0-048 |
-0.1% |
110-208 |
| Low |
110-122 |
110-108 |
-0-015 |
0.0% |
109-100 |
| Close |
110-188 |
110-160 |
-0-028 |
-0.1% |
110-130 |
| Range |
0-165 |
0-132 |
-0-032 |
-19.7% |
1-108 |
| ATR |
0-134 |
0-134 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,867,451 |
1,537,755 |
-329,696 |
-17.7% |
7,059,619 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-247 |
111-176 |
110-233 |
|
| R3 |
111-114 |
111-043 |
110-196 |
|
| R2 |
110-302 |
110-302 |
110-184 |
|
| R1 |
110-231 |
110-231 |
110-172 |
110-200 |
| PP |
110-169 |
110-169 |
110-169 |
110-154 |
| S1 |
110-098 |
110-098 |
110-148 |
110-068 |
| S2 |
110-037 |
110-037 |
110-136 |
|
| S3 |
109-224 |
109-286 |
110-124 |
|
| S4 |
109-092 |
109-153 |
110-087 |
|
|
| 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% |
0-164 |
0.5% |
64% |
False |
False |
1,646,958 |
| 10 |
110-288 |
109-100 |
1-188 |
1.4% |
0-143 |
0.4% |
75% |
False |
False |
1,556,264 |
| 20 |
110-288 |
109-042 |
1-245 |
1.6% |
0-129 |
0.4% |
77% |
False |
False |
1,553,819 |
| 40 |
110-288 |
107-188 |
3-100 |
3.0% |
0-126 |
0.4% |
88% |
False |
False |
780,663 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-102 |
0.3% |
91% |
False |
False |
520,442 |
| 80 |
110-288 |
105-212 |
5-075 |
4.7% |
0-077 |
0.2% |
92% |
False |
False |
390,332 |
| 100 |
110-288 |
105-162 |
5-125 |
4.9% |
0-061 |
0.2% |
93% |
False |
False |
312,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-163 |
|
2.618 |
111-267 |
|
1.618 |
111-134 |
|
1.000 |
111-052 |
|
0.618 |
111-002 |
|
HIGH |
110-240 |
|
0.618 |
110-189 |
|
0.500 |
110-174 |
|
0.382 |
110-158 |
|
LOW |
110-108 |
|
0.618 |
110-026 |
|
1.000 |
109-295 |
|
1.618 |
109-213 |
|
2.618 |
109-081 |
|
4.250 |
108-184 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-174 |
110-186 |
| PP |
110-169 |
110-178 |
| S1 |
110-165 |
110-169 |
|