ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-080 |
110-075 |
-0-005 |
0.0% |
110-208 |
| High |
110-108 |
110-130 |
0-022 |
0.1% |
110-258 |
| Low |
110-005 |
110-008 |
0-002 |
0.0% |
110-022 |
| Close |
110-090 |
110-115 |
0-025 |
0.1% |
110-105 |
| Range |
0-102 |
0-122 |
0-020 |
19.5% |
0-235 |
| ATR |
0-122 |
0-122 |
0-000 |
0.0% |
0-000 |
| Volume |
1,054,435 |
1,334,651 |
280,216 |
26.6% |
6,305,594 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-132 |
111-086 |
110-182 |
|
| R3 |
111-009 |
110-283 |
110-149 |
|
| R2 |
110-207 |
110-207 |
110-137 |
|
| R1 |
110-161 |
110-161 |
110-126 |
110-184 |
| PP |
110-084 |
110-084 |
110-084 |
110-096 |
| S1 |
110-038 |
110-038 |
110-104 |
110-061 |
| S2 |
109-282 |
109-282 |
110-093 |
|
| S3 |
109-159 |
109-236 |
110-081 |
|
| S4 |
109-037 |
109-113 |
110-048 |
|
|
| 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 |
110-230 |
110-005 |
0-225 |
0.6% |
0-120 |
0.3% |
49% |
False |
False |
1,317,231 |
| 10 |
110-288 |
110-005 |
0-282 |
0.8% |
0-115 |
0.3% |
39% |
False |
False |
1,330,536 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-121 |
0.3% |
66% |
False |
False |
1,559,575 |
| 40 |
110-288 |
107-315 |
2-292 |
2.6% |
0-138 |
0.4% |
82% |
False |
False |
1,028,161 |
| 60 |
110-288 |
106-162 |
4-125 |
4.0% |
0-113 |
0.3% |
88% |
False |
False |
685,445 |
| 80 |
110-288 |
106-040 |
4-248 |
4.3% |
0-087 |
0.2% |
89% |
False |
False |
514,084 |
| 100 |
110-288 |
105-212 |
5-075 |
4.7% |
0-070 |
0.2% |
90% |
False |
False |
411,267 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-058 |
0.2% |
90% |
False |
False |
342,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-011 |
|
2.618 |
111-131 |
|
1.618 |
111-008 |
|
1.000 |
110-252 |
|
0.618 |
110-206 |
|
HIGH |
110-130 |
|
0.618 |
110-083 |
|
0.500 |
110-069 |
|
0.382 |
110-054 |
|
LOW |
110-008 |
|
0.618 |
109-252 |
|
1.000 |
109-205 |
|
1.618 |
109-129 |
|
2.618 |
109-007 |
|
4.250 |
108-127 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-100 |
110-099 |
| PP |
110-084 |
110-083 |
| S1 |
110-069 |
110-068 |
|