ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-075 |
110-130 |
0-055 |
0.2% |
110-208 |
| High |
110-130 |
110-132 |
0-002 |
0.0% |
110-258 |
| Low |
110-008 |
110-040 |
0-032 |
0.1% |
110-022 |
| Close |
110-115 |
110-058 |
-0-058 |
-0.2% |
110-105 |
| Range |
0-122 |
0-092 |
-0-030 |
-24.5% |
0-235 |
| ATR |
0-122 |
0-120 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,334,651 |
1,238,610 |
-96,041 |
-7.2% |
6,305,594 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-034 |
110-298 |
110-108 |
|
| R3 |
110-262 |
110-206 |
110-083 |
|
| R2 |
110-169 |
110-169 |
110-074 |
|
| R1 |
110-113 |
110-113 |
110-066 |
110-095 |
| PP |
110-077 |
110-077 |
110-077 |
110-068 |
| S1 |
110-021 |
110-021 |
110-049 |
110-002 |
| S2 |
109-304 |
109-304 |
110-041 |
|
| S3 |
109-212 |
109-248 |
110-032 |
|
| S4 |
109-119 |
109-156 |
110-007 |
|
|
| 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 |
110-140 |
110-005 |
0-135 |
0.4% |
0-108 |
0.3% |
39% |
False |
False |
1,255,609 |
| 10 |
110-258 |
110-005 |
0-252 |
0.7% |
0-108 |
0.3% |
21% |
False |
False |
1,267,652 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-121 |
0.3% |
55% |
False |
False |
1,427,670 |
| 40 |
110-288 |
108-052 |
2-235 |
2.5% |
0-138 |
0.4% |
74% |
False |
False |
1,059,120 |
| 60 |
110-288 |
106-210 |
4-078 |
3.9% |
0-112 |
0.3% |
83% |
False |
False |
706,088 |
| 80 |
110-288 |
106-100 |
4-188 |
4.2% |
0-088 |
0.3% |
84% |
False |
False |
529,566 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-071 |
0.2% |
86% |
False |
False |
423,653 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-059 |
0.2% |
87% |
False |
False |
353,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-206 |
|
2.618 |
111-055 |
|
1.618 |
110-282 |
|
1.000 |
110-225 |
|
0.618 |
110-190 |
|
HIGH |
110-132 |
|
0.618 |
110-097 |
|
0.500 |
110-086 |
|
0.382 |
110-075 |
|
LOW |
110-040 |
|
0.618 |
109-303 |
|
1.000 |
109-268 |
|
1.618 |
109-210 |
|
2.618 |
109-118 |
|
4.250 |
108-287 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-086 |
110-069 |
| PP |
110-077 |
110-065 |
| S1 |
110-067 |
110-061 |
|