ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-130 |
110-048 |
-0-082 |
-0.2% |
110-208 |
| High |
110-132 |
110-098 |
-0-035 |
-0.1% |
110-258 |
| Low |
110-040 |
109-292 |
-0-068 |
-0.2% |
110-022 |
| Close |
110-058 |
109-318 |
-0-060 |
-0.2% |
110-105 |
| Range |
0-092 |
0-125 |
0-032 |
35.1% |
0-235 |
| ATR |
0-120 |
0-121 |
0-000 |
0.3% |
0-000 |
| Volume |
1,238,610 |
1,246,840 |
8,230 |
0.7% |
6,305,594 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-078 |
111-002 |
110-066 |
|
| R3 |
110-272 |
110-198 |
110-032 |
|
| R2 |
110-148 |
110-148 |
110-020 |
|
| R1 |
110-072 |
110-072 |
110-009 |
110-048 |
| PP |
110-022 |
110-022 |
110-022 |
110-010 |
| S1 |
109-268 |
109-268 |
109-306 |
109-242 |
| S2 |
109-218 |
109-218 |
109-295 |
|
| S3 |
109-092 |
109-142 |
109-283 |
|
| S4 |
108-288 |
109-018 |
109-249 |
|
|
| 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 |
110-132 |
109-292 |
0-160 |
0.5% |
0-110 |
0.3% |
16% |
False |
True |
1,202,281 |
| 10 |
110-258 |
109-292 |
0-285 |
0.8% |
0-107 |
0.3% |
9% |
False |
True |
1,238,560 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-125 |
0.4% |
43% |
False |
False |
1,397,412 |
| 40 |
110-288 |
108-190 |
2-098 |
2.1% |
0-137 |
0.4% |
61% |
False |
False |
1,090,285 |
| 60 |
110-288 |
106-310 |
3-298 |
3.6% |
0-114 |
0.3% |
77% |
False |
False |
726,869 |
| 80 |
110-288 |
106-100 |
4-188 |
4.2% |
0-090 |
0.3% |
80% |
False |
False |
545,152 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-072 |
0.2% |
83% |
False |
False |
436,121 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-060 |
0.2% |
83% |
False |
False |
363,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-309 |
|
2.618 |
111-105 |
|
1.618 |
110-300 |
|
1.000 |
110-222 |
|
0.618 |
110-175 |
|
HIGH |
110-098 |
|
0.618 |
110-050 |
|
0.500 |
110-035 |
|
0.382 |
110-020 |
|
LOW |
109-292 |
|
0.618 |
109-215 |
|
1.000 |
109-168 |
|
1.618 |
109-090 |
|
2.618 |
108-285 |
|
4.250 |
108-081 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-035 |
110-052 |
| PP |
110-022 |
110-034 |
| S1 |
110-010 |
110-016 |
|