ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-110 |
110-080 |
-0-030 |
-0.1% |
110-208 |
| High |
110-130 |
110-108 |
-0-022 |
-0.1% |
110-258 |
| Low |
110-022 |
110-005 |
-0-018 |
0.0% |
110-022 |
| Close |
110-105 |
110-090 |
-0-015 |
0.0% |
110-105 |
| Range |
0-108 |
0-102 |
-0-005 |
-4.7% |
0-235 |
| ATR |
0-124 |
0-122 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,136,870 |
1,054,435 |
-82,435 |
-7.3% |
6,305,594 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-055 |
111-015 |
110-146 |
|
| R3 |
110-272 |
110-232 |
110-118 |
|
| R2 |
110-170 |
110-170 |
110-109 |
|
| R1 |
110-130 |
110-130 |
110-099 |
110-150 |
| PP |
110-068 |
110-068 |
110-068 |
110-078 |
| S1 |
110-028 |
110-028 |
110-081 |
110-048 |
| S2 |
109-285 |
109-285 |
110-071 |
|
| S3 |
109-182 |
109-245 |
110-062 |
|
| S4 |
109-080 |
109-142 |
110-034 |
|
|
| 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 |
110-250 |
110-005 |
0-245 |
0.7% |
0-114 |
0.3% |
35% |
False |
True |
1,289,170 |
| 10 |
110-288 |
110-005 |
0-282 |
0.8% |
0-117 |
0.3% |
30% |
False |
True |
1,329,519 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-119 |
0.3% |
61% |
False |
False |
1,698,034 |
| 40 |
110-288 |
107-315 |
2-292 |
2.6% |
0-136 |
0.4% |
79% |
False |
False |
994,798 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-112 |
0.3% |
86% |
False |
False |
663,201 |
| 80 |
110-288 |
105-305 |
4-302 |
4.5% |
0-086 |
0.2% |
88% |
False |
False |
497,400 |
| 100 |
110-288 |
105-212 |
5-075 |
4.7% |
0-069 |
0.2% |
88% |
False |
False |
397,920 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-057 |
0.2% |
89% |
False |
False |
331,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-223 |
|
2.618 |
111-056 |
|
1.618 |
110-273 |
|
1.000 |
110-210 |
|
0.618 |
110-171 |
|
HIGH |
110-108 |
|
0.618 |
110-068 |
|
0.500 |
110-056 |
|
0.382 |
110-044 |
|
LOW |
110-005 |
|
0.618 |
109-262 |
|
1.000 |
109-222 |
|
1.618 |
109-159 |
|
2.618 |
109-057 |
|
4.250 |
108-209 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-079 |
110-084 |
| PP |
110-068 |
110-078 |
| S1 |
110-056 |
110-072 |
|