ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-162 |
110-108 |
-0-055 |
-0.2% |
110-120 |
| High |
110-230 |
110-140 |
-0-090 |
-0.3% |
110-288 |
| Low |
110-080 |
110-025 |
-0-055 |
-0.2% |
110-045 |
| Close |
110-130 |
110-080 |
-0-050 |
-0.1% |
110-212 |
| Range |
0-150 |
0-115 |
-0-035 |
-23.3% |
0-242 |
| ATR |
0-126 |
0-125 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,546,718 |
1,513,481 |
-33,237 |
-2.1% |
6,964,349 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-107 |
111-048 |
110-143 |
|
| R3 |
110-312 |
110-253 |
110-112 |
|
| R2 |
110-197 |
110-197 |
110-101 |
|
| R1 |
110-138 |
110-138 |
110-091 |
110-110 |
| PP |
110-082 |
110-082 |
110-082 |
110-068 |
| S1 |
110-023 |
110-023 |
110-069 |
109-315 |
| S2 |
109-287 |
109-287 |
110-059 |
|
| S3 |
109-172 |
109-228 |
110-048 |
|
| S4 |
109-057 |
109-113 |
110-017 |
|
|
| 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 |
110-025 |
0-232 |
0.7% |
0-104 |
0.3% |
24% |
False |
True |
1,274,840 |
| 10 |
110-288 |
109-250 |
1-038 |
1.0% |
0-134 |
0.4% |
42% |
False |
False |
1,460,899 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-122 |
0.3% |
59% |
False |
False |
1,812,662 |
| 40 |
110-288 |
107-228 |
3-060 |
2.9% |
0-136 |
0.4% |
80% |
False |
False |
940,017 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-109 |
0.3% |
85% |
False |
False |
626,679 |
| 80 |
110-288 |
105-212 |
5-075 |
4.7% |
0-083 |
0.2% |
88% |
False |
False |
470,009 |
| 100 |
110-288 |
105-162 |
5-125 |
4.9% |
0-067 |
0.2% |
88% |
False |
False |
376,007 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-055 |
0.2% |
88% |
False |
False |
313,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-309 |
|
2.618 |
111-121 |
|
1.618 |
111-006 |
|
1.000 |
110-255 |
|
0.618 |
110-211 |
|
HIGH |
110-140 |
|
0.618 |
110-096 |
|
0.500 |
110-082 |
|
0.382 |
110-069 |
|
LOW |
110-025 |
|
0.618 |
109-274 |
|
1.000 |
109-230 |
|
1.618 |
109-159 |
|
2.618 |
109-044 |
|
4.250 |
108-176 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-082 |
110-138 |
| PP |
110-082 |
110-118 |
| S1 |
110-081 |
110-099 |
|