ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
109-308 |
110-052 |
0-065 |
0.2% |
110-080 |
| High |
110-115 |
110-068 |
-0-048 |
-0.1% |
110-132 |
| Low |
109-298 |
109-272 |
-0-025 |
-0.1% |
109-285 |
| Close |
110-038 |
109-312 |
-0-045 |
-0.1% |
110-080 |
| Range |
0-138 |
0-115 |
-0-022 |
-16.4% |
0-168 |
| ATR |
0-124 |
0-123 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,534,272 |
1,135,029 |
-399,243 |
-26.0% |
6,217,985 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-029 |
110-286 |
110-056 |
|
| R3 |
110-234 |
110-171 |
110-024 |
|
| R2 |
110-119 |
110-119 |
110-014 |
|
| R1 |
110-056 |
110-056 |
110-003 |
110-030 |
| PP |
110-004 |
110-004 |
110-004 |
109-311 |
| S1 |
109-261 |
109-261 |
109-302 |
109-235 |
| S2 |
109-209 |
109-209 |
109-291 |
|
| S3 |
109-094 |
109-146 |
109-281 |
|
| S4 |
108-299 |
109-031 |
109-249 |
|
|
| 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 |
110-115 |
109-270 |
0-165 |
0.5% |
0-126 |
0.4% |
26% |
False |
False |
1,388,855 |
| 10 |
110-140 |
109-270 |
0-190 |
0.5% |
0-117 |
0.3% |
22% |
False |
False |
1,322,232 |
| 20 |
110-288 |
109-250 |
1-038 |
1.0% |
0-125 |
0.4% |
17% |
False |
False |
1,387,451 |
| 40 |
110-288 |
109-002 |
1-285 |
1.7% |
0-123 |
0.4% |
51% |
False |
False |
1,232,255 |
| 60 |
110-288 |
107-100 |
3-188 |
3.3% |
0-118 |
0.3% |
74% |
False |
False |
821,826 |
| 80 |
110-288 |
106-100 |
4-188 |
4.2% |
0-096 |
0.3% |
80% |
False |
False |
616,370 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-077 |
0.2% |
82% |
False |
False |
493,096 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-064 |
0.2% |
83% |
False |
False |
410,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-236 |
|
2.618 |
111-049 |
|
1.618 |
110-254 |
|
1.000 |
110-182 |
|
0.618 |
110-139 |
|
HIGH |
110-068 |
|
0.618 |
110-024 |
|
0.500 |
110-010 |
|
0.382 |
109-316 |
|
LOW |
109-272 |
|
0.618 |
109-201 |
|
1.000 |
109-158 |
|
1.618 |
109-086 |
|
2.618 |
108-291 |
|
4.250 |
108-104 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-010 |
110-032 |
| PP |
110-004 |
110-019 |
| S1 |
109-318 |
110-006 |
|