ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
110-052 |
109-308 |
-0-065 |
-0.2% |
110-080 |
| High |
110-068 |
109-312 |
-0-075 |
-0.2% |
110-132 |
| Low |
109-272 |
109-192 |
-0-080 |
-0.2% |
109-285 |
| Close |
109-312 |
109-192 |
-0-120 |
-0.3% |
110-080 |
| Range |
0-115 |
0-120 |
0-005 |
4.3% |
0-168 |
| ATR |
0-123 |
0-123 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,135,029 |
1,349,555 |
214,526 |
18.9% |
6,217,985 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-272 |
110-192 |
109-258 |
|
| R3 |
110-152 |
110-072 |
109-226 |
|
| R2 |
110-032 |
110-032 |
109-214 |
|
| R1 |
109-272 |
109-272 |
109-204 |
109-252 |
| PP |
109-232 |
109-232 |
109-232 |
109-222 |
| S1 |
109-152 |
109-152 |
109-182 |
109-132 |
| S2 |
109-112 |
109-112 |
109-170 |
|
| S3 |
108-312 |
109-032 |
109-160 |
|
| S4 |
108-192 |
108-232 |
109-126 |
|
|
| 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 |
109-192 |
0-242 |
0.7% |
0-125 |
0.4% |
0% |
False |
True |
1,409,398 |
| 10 |
110-132 |
109-192 |
0-260 |
0.7% |
0-118 |
0.3% |
0% |
False |
True |
1,305,839 |
| 20 |
110-288 |
109-192 |
1-095 |
1.2% |
0-126 |
0.4% |
0% |
False |
True |
1,383,369 |
| 40 |
110-288 |
109-002 |
1-285 |
1.7% |
0-123 |
0.4% |
31% |
False |
False |
1,265,572 |
| 60 |
110-288 |
107-100 |
3-188 |
3.3% |
0-120 |
0.3% |
64% |
False |
False |
844,319 |
| 80 |
110-288 |
106-162 |
4-125 |
4.0% |
0-098 |
0.3% |
70% |
False |
False |
633,239 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-078 |
0.2% |
75% |
False |
False |
506,591 |
| 120 |
110-288 |
105-162 |
5-125 |
4.9% |
0-065 |
0.2% |
76% |
False |
False |
422,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-182 |
|
2.618 |
110-307 |
|
1.618 |
110-187 |
|
1.000 |
110-112 |
|
0.618 |
110-067 |
|
HIGH |
109-312 |
|
0.618 |
109-267 |
|
0.500 |
109-252 |
|
0.382 |
109-238 |
|
LOW |
109-192 |
|
0.618 |
109-118 |
|
1.000 |
109-072 |
|
1.618 |
108-318 |
|
2.618 |
108-198 |
|
4.250 |
108-002 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-252 |
109-314 |
| PP |
109-232 |
109-273 |
| S1 |
109-212 |
109-233 |
|