ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-108 |
110-110 |
0-002 |
0.0% |
110-208 |
| High |
110-140 |
110-130 |
-0-010 |
0.0% |
110-258 |
| Low |
110-025 |
110-022 |
-0-002 |
0.0% |
110-022 |
| Close |
110-080 |
110-105 |
0-025 |
0.1% |
110-105 |
| Range |
0-115 |
0-108 |
-0-008 |
-6.5% |
0-235 |
| ATR |
0-125 |
0-124 |
-0-001 |
-1.0% |
0-000 |
| Volume |
1,513,481 |
1,136,870 |
-376,611 |
-24.9% |
6,305,594 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-088 |
111-044 |
110-164 |
|
| R3 |
110-301 |
110-257 |
110-135 |
|
| R2 |
110-193 |
110-193 |
110-125 |
|
| R1 |
110-149 |
110-149 |
110-115 |
110-118 |
| PP |
110-086 |
110-086 |
110-086 |
110-070 |
| S1 |
110-042 |
110-042 |
110-095 |
110-010 |
| S2 |
109-298 |
109-298 |
110-085 |
|
| S3 |
109-191 |
109-254 |
110-075 |
|
| S4 |
109-083 |
109-147 |
110-046 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-193 |
112-064 |
110-234 |
|
| R3 |
111-278 |
111-149 |
110-170 |
|
| R2 |
111-043 |
111-043 |
110-148 |
|
| R1 |
110-234 |
110-234 |
110-127 |
110-181 |
| PP |
110-128 |
110-128 |
110-128 |
110-102 |
| S1 |
109-319 |
109-319 |
110-083 |
109-266 |
| S2 |
109-213 |
109-213 |
110-062 |
|
| S3 |
108-298 |
109-084 |
110-040 |
|
| S4 |
108-063 |
108-169 |
109-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-258 |
110-022 |
0-235 |
0.7% |
0-108 |
0.3% |
35% |
False |
True |
1,261,118 |
| 10 |
110-288 |
110-022 |
0-265 |
0.8% |
0-117 |
0.3% |
31% |
False |
True |
1,326,994 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-120 |
0.3% |
64% |
False |
False |
1,766,700 |
| 40 |
110-288 |
107-238 |
3-050 |
2.9% |
0-136 |
0.4% |
82% |
False |
False |
968,438 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-111 |
0.3% |
87% |
False |
False |
645,627 |
| 80 |
110-288 |
105-212 |
5-075 |
4.7% |
0-085 |
0.2% |
89% |
False |
False |
484,220 |
| 100 |
110-288 |
105-162 |
5-125 |
4.9% |
0-068 |
0.2% |
89% |
False |
False |
387,376 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-056 |
0.2% |
89% |
False |
False |
322,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-267 |
|
2.618 |
111-091 |
|
1.618 |
110-304 |
|
1.000 |
110-238 |
|
0.618 |
110-196 |
|
HIGH |
110-130 |
|
0.618 |
110-089 |
|
0.500 |
110-076 |
|
0.382 |
110-064 |
|
LOW |
110-022 |
|
0.618 |
109-276 |
|
1.000 |
109-235 |
|
1.618 |
109-169 |
|
2.618 |
109-061 |
|
4.250 |
108-206 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-095 |
110-126 |
| PP |
110-086 |
110-119 |
| S1 |
110-076 |
110-112 |
|