ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-190 |
110-165 |
-0-025 |
-0.1% |
110-120 |
| High |
110-240 |
110-242 |
0-002 |
0.0% |
110-288 |
| Low |
110-108 |
110-158 |
0-050 |
0.1% |
110-045 |
| Close |
110-160 |
110-212 |
0-052 |
0.1% |
110-212 |
| Range |
0-132 |
0-085 |
-0-048 |
-35.8% |
0-242 |
| ATR |
0-134 |
0-130 |
-0-003 |
-2.6% |
0-000 |
| Volume |
1,537,755 |
1,205,477 |
-332,278 |
-21.6% |
6,964,349 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-139 |
111-101 |
110-259 |
|
| R3 |
111-054 |
111-016 |
110-236 |
|
| R2 |
110-289 |
110-289 |
110-228 |
|
| R1 |
110-251 |
110-251 |
110-220 |
110-270 |
| PP |
110-204 |
110-204 |
110-204 |
110-214 |
| S1 |
110-166 |
110-166 |
110-205 |
110-185 |
| S2 |
110-119 |
110-119 |
110-197 |
|
| S3 |
110-034 |
110-081 |
110-189 |
|
| S4 |
109-269 |
109-316 |
110-166 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-269 |
112-163 |
111-026 |
|
| R3 |
112-027 |
111-241 |
110-279 |
|
| R2 |
111-104 |
111-104 |
110-257 |
|
| R1 |
110-318 |
110-318 |
110-235 |
111-051 |
| PP |
110-182 |
110-182 |
110-182 |
110-208 |
| S1 |
110-076 |
110-076 |
110-190 |
110-129 |
| S2 |
109-259 |
109-259 |
110-168 |
|
| S3 |
109-017 |
109-153 |
110-146 |
|
| S4 |
108-094 |
108-231 |
110-079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-288 |
110-045 |
0-242 |
0.7% |
0-126 |
0.4% |
69% |
False |
False |
1,392,869 |
| 10 |
110-288 |
109-100 |
1-188 |
1.4% |
0-141 |
0.4% |
85% |
False |
False |
1,545,802 |
| 20 |
110-288 |
109-045 |
1-242 |
1.6% |
0-122 |
0.3% |
87% |
False |
False |
1,610,245 |
| 40 |
110-288 |
107-188 |
3-100 |
3.0% |
0-129 |
0.4% |
93% |
False |
False |
810,800 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-104 |
0.3% |
95% |
False |
False |
540,534 |
| 80 |
110-288 |
105-212 |
5-075 |
4.7% |
0-078 |
0.2% |
96% |
False |
False |
405,400 |
| 100 |
110-288 |
105-162 |
5-125 |
4.9% |
0-062 |
0.2% |
96% |
False |
False |
324,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-284 |
|
2.618 |
111-145 |
|
1.618 |
111-060 |
|
1.000 |
111-008 |
|
0.618 |
110-295 |
|
HIGH |
110-242 |
|
0.618 |
110-210 |
|
0.500 |
110-200 |
|
0.382 |
110-190 |
|
LOW |
110-158 |
|
0.618 |
110-105 |
|
1.000 |
110-072 |
|
1.618 |
110-020 |
|
2.618 |
109-255 |
|
4.250 |
109-116 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-208 |
110-208 |
| PP |
110-204 |
110-202 |
| S1 |
110-200 |
110-198 |
|