ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-230 |
110-162 |
-0-068 |
-0.2% |
110-120 |
| High |
110-250 |
110-230 |
-0-020 |
-0.1% |
110-288 |
| Low |
110-152 |
110-080 |
-0-072 |
-0.2% |
110-045 |
| Close |
110-185 |
110-130 |
-0-055 |
-0.2% |
110-212 |
| Range |
0-098 |
0-150 |
0-052 |
53.8% |
0-242 |
| ATR |
0-124 |
0-126 |
0-002 |
1.5% |
0-000 |
| Volume |
1,194,348 |
1,546,718 |
352,370 |
29.5% |
6,964,349 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-277 |
111-193 |
110-212 |
|
| R3 |
111-127 |
111-043 |
110-171 |
|
| R2 |
110-297 |
110-297 |
110-158 |
|
| R1 |
110-213 |
110-213 |
110-144 |
110-180 |
| PP |
110-147 |
110-147 |
110-147 |
110-130 |
| S1 |
110-063 |
110-063 |
110-116 |
110-030 |
| S2 |
109-317 |
109-317 |
110-102 |
|
| S3 |
109-167 |
109-233 |
110-089 |
|
| S4 |
109-017 |
109-083 |
110-048 |
|
|
| 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 |
110-258 |
110-080 |
0-178 |
0.5% |
0-107 |
0.3% |
28% |
False |
True |
1,279,695 |
| 10 |
110-288 |
109-250 |
1-038 |
1.0% |
0-132 |
0.4% |
56% |
False |
False |
1,452,671 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-123 |
0.3% |
69% |
False |
False |
1,775,603 |
| 40 |
110-288 |
107-215 |
3-072 |
2.9% |
0-135 |
0.4% |
85% |
False |
False |
902,181 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-108 |
0.3% |
89% |
False |
False |
601,454 |
| 80 |
110-288 |
105-212 |
5-075 |
4.7% |
0-082 |
0.2% |
91% |
False |
False |
451,091 |
| 100 |
110-288 |
105-162 |
5-125 |
4.9% |
0-065 |
0.2% |
91% |
False |
False |
360,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-228 |
|
2.618 |
111-303 |
|
1.618 |
111-153 |
|
1.000 |
111-060 |
|
0.618 |
111-003 |
|
HIGH |
110-230 |
|
0.618 |
110-173 |
|
0.500 |
110-155 |
|
0.382 |
110-137 |
|
LOW |
110-080 |
|
0.618 |
109-307 |
|
1.000 |
109-250 |
|
1.618 |
109-157 |
|
2.618 |
109-007 |
|
4.250 |
108-082 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-155 |
110-169 |
| PP |
110-147 |
110-156 |
| S1 |
110-138 |
110-143 |
|