ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
110-080 |
109-308 |
-0-092 |
-0.3% |
110-080 |
| High |
110-080 |
110-115 |
0-035 |
0.1% |
110-132 |
| Low |
109-270 |
109-298 |
0-028 |
0.1% |
109-285 |
| Close |
109-282 |
110-038 |
0-075 |
0.2% |
110-080 |
| Range |
0-130 |
0-138 |
0-008 |
5.8% |
0-168 |
| ATR |
0-121 |
0-124 |
0-002 |
1.8% |
0-000 |
| Volume |
1,684,688 |
1,534,272 |
-150,416 |
-8.9% |
6,217,985 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-136 |
111-064 |
110-113 |
|
| R3 |
110-318 |
110-247 |
110-075 |
|
| R2 |
110-181 |
110-181 |
110-063 |
|
| R1 |
110-109 |
110-109 |
110-050 |
110-145 |
| PP |
110-043 |
110-043 |
110-043 |
110-061 |
| S1 |
109-292 |
109-292 |
110-025 |
110-008 |
| S2 |
109-226 |
109-226 |
110-012 |
|
| S3 |
109-088 |
109-154 |
110-000 |
|
| S4 |
108-271 |
109-017 |
109-282 |
|
|
| 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% |
0-122 |
0.3% |
48% |
False |
False |
1,409,571 |
| 10 |
110-230 |
109-270 |
0-280 |
0.8% |
0-120 |
0.3% |
31% |
False |
False |
1,363,401 |
| 20 |
110-288 |
109-210 |
1-078 |
1.1% |
0-126 |
0.4% |
37% |
False |
False |
1,414,931 |
| 40 |
110-288 |
109-002 |
1-285 |
1.7% |
0-125 |
0.4% |
59% |
False |
False |
1,203,950 |
| 60 |
110-288 |
107-070 |
3-218 |
3.3% |
0-117 |
0.3% |
79% |
False |
False |
802,909 |
| 80 |
110-288 |
106-100 |
4-188 |
4.2% |
0-095 |
0.3% |
83% |
False |
False |
602,182 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-076 |
0.2% |
85% |
False |
False |
481,745 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-063 |
0.2% |
86% |
False |
False |
401,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-059 |
|
2.618 |
111-155 |
|
1.618 |
111-017 |
|
1.000 |
110-252 |
|
0.618 |
110-200 |
|
HIGH |
110-115 |
|
0.618 |
110-062 |
|
0.500 |
110-046 |
|
0.382 |
110-030 |
|
LOW |
109-298 |
|
0.618 |
109-213 |
|
1.000 |
109-160 |
|
1.618 |
109-075 |
|
2.618 |
108-258 |
|
4.250 |
108-033 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-046 |
110-036 |
| PP |
110-043 |
110-034 |
| S1 |
110-040 |
110-032 |
|