ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-048 |
109-308 |
-0-060 |
-0.2% |
110-080 |
| High |
110-098 |
110-088 |
-0-010 |
0.0% |
110-132 |
| Low |
109-292 |
109-285 |
-0-008 |
0.0% |
109-285 |
| Close |
109-318 |
110-080 |
0-082 |
0.2% |
110-080 |
| Range |
0-125 |
0-122 |
-0-002 |
-2.0% |
0-168 |
| ATR |
0-121 |
0-121 |
0-000 |
0.1% |
0-000 |
| Volume |
1,246,840 |
1,343,449 |
96,609 |
7.7% |
6,217,985 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-092 |
111-048 |
110-147 |
|
| R3 |
110-289 |
110-246 |
110-114 |
|
| R2 |
110-167 |
110-167 |
110-102 |
|
| R1 |
110-123 |
110-123 |
110-091 |
110-145 |
| PP |
110-044 |
110-044 |
110-044 |
110-055 |
| S1 |
110-001 |
110-001 |
110-069 |
110-022 |
| S2 |
109-242 |
109-242 |
110-058 |
|
| S3 |
109-119 |
109-198 |
110-046 |
|
| S4 |
108-317 |
109-076 |
110-013 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-242 |
111-168 |
110-172 |
|
| R3 |
111-074 |
111-001 |
110-126 |
|
| R2 |
110-227 |
110-227 |
110-111 |
|
| R1 |
110-153 |
110-153 |
110-095 |
110-164 |
| PP |
110-059 |
110-059 |
110-059 |
110-064 |
| S1 |
109-306 |
109-306 |
110-065 |
109-316 |
| S2 |
109-212 |
109-212 |
110-049 |
|
| S3 |
109-044 |
109-138 |
110-034 |
|
| S4 |
108-197 |
108-291 |
109-308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-132 |
109-285 |
0-168 |
0.5% |
0-113 |
0.3% |
69% |
False |
True |
1,243,597 |
| 10 |
110-258 |
109-285 |
0-292 |
0.8% |
0-110 |
0.3% |
39% |
False |
True |
1,252,357 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-126 |
0.4% |
59% |
False |
False |
1,399,080 |
| 40 |
110-288 |
109-002 |
1-285 |
1.7% |
0-136 |
0.4% |
66% |
False |
False |
1,123,800 |
| 60 |
110-288 |
106-310 |
3-298 |
3.6% |
0-115 |
0.3% |
83% |
False |
False |
749,260 |
| 80 |
110-288 |
106-100 |
4-188 |
4.2% |
0-092 |
0.3% |
86% |
False |
False |
561,945 |
| 100 |
110-288 |
105-212 |
5-075 |
4.7% |
0-073 |
0.2% |
88% |
False |
False |
449,556 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-061 |
0.2% |
88% |
False |
False |
374,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-288 |
|
2.618 |
111-088 |
|
1.618 |
110-286 |
|
1.000 |
110-210 |
|
0.618 |
110-163 |
|
HIGH |
110-088 |
|
0.618 |
110-041 |
|
0.500 |
110-026 |
|
0.382 |
110-012 |
|
LOW |
109-285 |
|
0.618 |
109-209 |
|
1.000 |
109-162 |
|
1.618 |
109-087 |
|
2.618 |
108-284 |
|
4.250 |
108-084 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-062 |
110-070 |
| PP |
110-044 |
110-059 |
| S1 |
110-026 |
110-049 |
|