ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-308 |
110-080 |
0-092 |
0.3% |
110-080 |
| High |
110-088 |
110-080 |
-0-008 |
0.0% |
110-132 |
| Low |
109-285 |
109-270 |
-0-015 |
0.0% |
109-285 |
| Close |
110-080 |
109-282 |
-0-118 |
-0.3% |
110-080 |
| Range |
0-122 |
0-130 |
0-008 |
6.1% |
0-168 |
| ATR |
0-121 |
0-121 |
0-001 |
0.5% |
0-000 |
| Volume |
1,343,449 |
1,684,688 |
341,239 |
25.4% |
6,217,985 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-068 |
110-305 |
110-034 |
|
| R3 |
110-258 |
110-175 |
109-318 |
|
| R2 |
110-128 |
110-128 |
109-306 |
|
| R1 |
110-045 |
110-045 |
109-294 |
110-021 |
| PP |
109-318 |
109-318 |
109-318 |
109-306 |
| S1 |
109-235 |
109-235 |
109-271 |
109-211 |
| S2 |
109-188 |
109-188 |
109-259 |
|
| S3 |
109-058 |
109-105 |
109-247 |
|
| S4 |
108-248 |
108-295 |
109-211 |
|
|
| 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 |
109-270 |
0-182 |
0.5% |
0-118 |
0.3% |
7% |
False |
True |
1,369,647 |
| 10 |
110-250 |
109-270 |
0-300 |
0.9% |
0-116 |
0.3% |
4% |
False |
True |
1,329,409 |
| 20 |
110-288 |
109-100 |
1-188 |
1.4% |
0-128 |
0.4% |
36% |
False |
False |
1,411,611 |
| 40 |
110-288 |
109-002 |
1-285 |
1.7% |
0-129 |
0.4% |
46% |
False |
False |
1,165,720 |
| 60 |
110-288 |
107-070 |
3-218 |
3.3% |
0-115 |
0.3% |
72% |
False |
False |
777,338 |
| 80 |
110-288 |
106-100 |
4-188 |
4.2% |
0-093 |
0.3% |
78% |
False |
False |
583,003 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-075 |
0.2% |
81% |
False |
False |
466,403 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-062 |
0.2% |
81% |
False |
False |
388,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-312 |
|
2.618 |
111-100 |
|
1.618 |
110-290 |
|
1.000 |
110-210 |
|
0.618 |
110-160 |
|
HIGH |
110-080 |
|
0.618 |
110-030 |
|
0.500 |
110-015 |
|
0.382 |
110-000 |
|
LOW |
109-270 |
|
0.618 |
109-190 |
|
1.000 |
109-140 |
|
1.618 |
109-060 |
|
2.618 |
108-250 |
|
4.250 |
108-038 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-015 |
110-024 |
| PP |
109-318 |
110-003 |
| S1 |
109-300 |
109-303 |
|