ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-208 |
110-230 |
0-022 |
0.1% |
110-120 |
| High |
110-258 |
110-250 |
-0-008 |
0.0% |
110-288 |
| Low |
110-188 |
110-152 |
-0-035 |
-0.1% |
110-045 |
| Close |
110-232 |
110-185 |
-0-048 |
-0.1% |
110-212 |
| Range |
0-070 |
0-098 |
0-028 |
39.3% |
0-242 |
| ATR |
0-126 |
0-124 |
-0-002 |
-1.6% |
0-000 |
| Volume |
914,177 |
1,194,348 |
280,171 |
30.6% |
6,964,349 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-168 |
111-114 |
110-239 |
|
| R3 |
111-071 |
111-017 |
110-212 |
|
| R2 |
110-293 |
110-293 |
110-203 |
|
| R1 |
110-239 |
110-239 |
110-194 |
110-218 |
| PP |
110-196 |
110-196 |
110-196 |
110-185 |
| S1 |
110-142 |
110-142 |
110-176 |
110-120 |
| S2 |
110-098 |
110-098 |
110-167 |
|
| S3 |
110-001 |
110-044 |
110-158 |
|
| S4 |
109-223 |
109-267 |
110-131 |
|
|
| 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 |
110-108 |
0-180 |
0.5% |
0-110 |
0.3% |
43% |
False |
False |
1,343,841 |
| 10 |
110-288 |
109-210 |
1-078 |
1.1% |
0-132 |
0.4% |
74% |
False |
False |
1,466,460 |
| 20 |
110-288 |
109-092 |
1-195 |
1.5% |
0-122 |
0.3% |
80% |
False |
False |
1,708,529 |
| 40 |
110-288 |
107-215 |
3-072 |
2.9% |
0-132 |
0.4% |
90% |
False |
False |
863,513 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-105 |
0.3% |
93% |
False |
False |
575,676 |
| 80 |
110-288 |
105-212 |
5-075 |
4.7% |
0-080 |
0.2% |
94% |
False |
False |
431,757 |
| 100 |
110-288 |
105-162 |
5-125 |
4.9% |
0-064 |
0.2% |
94% |
False |
False |
345,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-024 |
|
2.618 |
111-185 |
|
1.618 |
111-088 |
|
1.000 |
111-028 |
|
0.618 |
110-310 |
|
HIGH |
110-250 |
|
0.618 |
110-213 |
|
0.500 |
110-201 |
|
0.382 |
110-190 |
|
LOW |
110-152 |
|
0.618 |
110-092 |
|
1.000 |
110-055 |
|
1.618 |
109-315 |
|
2.618 |
109-217 |
|
4.250 |
109-058 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-201 |
110-205 |
| PP |
110-196 |
110-198 |
| S1 |
110-190 |
110-192 |
|