ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-165 |
110-208 |
0-042 |
0.1% |
110-120 |
| High |
110-242 |
110-258 |
0-015 |
0.0% |
110-288 |
| Low |
110-158 |
110-188 |
0-030 |
0.1% |
110-045 |
| Close |
110-212 |
110-232 |
0-020 |
0.1% |
110-212 |
| Range |
0-085 |
0-070 |
-0-015 |
-17.6% |
0-242 |
| ATR |
0-130 |
0-126 |
-0-004 |
-3.3% |
0-000 |
| Volume |
1,205,477 |
914,177 |
-291,300 |
-24.2% |
6,964,349 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-116 |
111-084 |
110-271 |
|
| R3 |
111-046 |
111-014 |
110-252 |
|
| R2 |
110-296 |
110-296 |
110-245 |
|
| R1 |
110-264 |
110-264 |
110-239 |
110-280 |
| PP |
110-226 |
110-226 |
110-226 |
110-234 |
| S1 |
110-194 |
110-194 |
110-226 |
110-210 |
| S2 |
110-156 |
110-156 |
110-220 |
|
| S3 |
110-086 |
110-124 |
110-213 |
|
| S4 |
110-016 |
110-054 |
110-194 |
|
|
| 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 |
110-085 |
0-202 |
0.6% |
0-120 |
0.3% |
73% |
False |
False |
1,369,869 |
| 10 |
110-288 |
109-100 |
1-188 |
1.4% |
0-139 |
0.4% |
89% |
False |
False |
1,493,814 |
| 20 |
110-288 |
109-065 |
1-222 |
1.5% |
0-121 |
0.3% |
90% |
False |
False |
1,654,753 |
| 40 |
110-288 |
107-188 |
3-100 |
3.0% |
0-130 |
0.4% |
95% |
False |
False |
833,655 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-104 |
0.3% |
96% |
False |
False |
555,770 |
| 80 |
110-288 |
105-212 |
5-075 |
4.7% |
0-079 |
0.2% |
97% |
False |
False |
416,827 |
| 100 |
110-288 |
105-162 |
5-125 |
4.9% |
0-063 |
0.2% |
97% |
False |
False |
333,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-235 |
|
2.618 |
111-121 |
|
1.618 |
111-051 |
|
1.000 |
111-008 |
|
0.618 |
110-301 |
|
HIGH |
110-258 |
|
0.618 |
110-231 |
|
0.500 |
110-222 |
|
0.382 |
110-214 |
|
LOW |
110-188 |
|
0.618 |
110-144 |
|
1.000 |
110-118 |
|
1.618 |
110-074 |
|
2.618 |
110-004 |
|
4.250 |
109-210 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-229 |
110-216 |
| PP |
110-226 |
110-199 |
| S1 |
110-222 |
110-182 |
|