ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
109-200 |
108-228 |
-0-292 |
-0.8% |
110-080 |
| High |
109-222 |
108-245 |
-0-298 |
-0.8% |
110-115 |
| Low |
108-240 |
108-140 |
-0-100 |
-0.3% |
108-240 |
| Close |
108-248 |
108-165 |
-0-082 |
-0.2% |
108-248 |
| Range |
0-302 |
0-105 |
-0-198 |
-65.3% |
1-195 |
| ATR |
0-136 |
0-134 |
-0-002 |
-1.5% |
0-000 |
| Volume |
2,424,472 |
1,776,255 |
-648,217 |
-26.7% |
8,128,016 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-178 |
109-117 |
108-223 |
|
| R3 |
109-073 |
109-012 |
108-194 |
|
| R2 |
108-288 |
108-288 |
108-184 |
|
| R1 |
108-227 |
108-227 |
108-175 |
108-205 |
| PP |
108-183 |
108-183 |
108-183 |
108-172 |
| S1 |
108-122 |
108-122 |
108-155 |
108-100 |
| S2 |
108-078 |
108-078 |
108-146 |
|
| S3 |
107-293 |
108-017 |
108-136 |
|
| S4 |
107-188 |
107-232 |
108-107 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-039 |
113-018 |
109-211 |
|
| R3 |
112-164 |
111-143 |
109-069 |
|
| R2 |
110-289 |
110-289 |
109-022 |
|
| R1 |
109-268 |
109-268 |
108-295 |
109-181 |
| PP |
109-094 |
109-094 |
109-094 |
109-051 |
| S1 |
108-073 |
108-073 |
108-200 |
107-306 |
| S2 |
107-219 |
107-219 |
108-153 |
|
| S3 |
106-024 |
106-198 |
108-106 |
|
| S4 |
104-149 |
105-003 |
107-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-115 |
108-140 |
1-295 |
1.8% |
0-156 |
0.4% |
4% |
False |
True |
1,643,916 |
| 10 |
110-132 |
108-140 |
1-312 |
1.8% |
0-137 |
0.4% |
4% |
False |
True |
1,506,782 |
| 20 |
110-288 |
108-140 |
2-148 |
2.3% |
0-127 |
0.4% |
3% |
False |
True |
1,418,150 |
| 40 |
110-288 |
108-140 |
2-148 |
2.3% |
0-126 |
0.4% |
3% |
False |
True |
1,369,861 |
| 60 |
110-288 |
107-188 |
3-100 |
3.1% |
0-122 |
0.4% |
28% |
False |
False |
914,331 |
| 80 |
110-288 |
106-162 |
4-125 |
4.0% |
0-103 |
0.3% |
46% |
False |
False |
685,748 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-082 |
0.2% |
54% |
False |
False |
548,598 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-069 |
0.2% |
56% |
False |
False |
457,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-051 |
|
2.618 |
109-200 |
|
1.618 |
109-095 |
|
1.000 |
109-030 |
|
0.618 |
108-310 |
|
HIGH |
108-245 |
|
0.618 |
108-205 |
|
0.500 |
108-192 |
|
0.382 |
108-180 |
|
LOW |
108-140 |
|
0.618 |
108-075 |
|
1.000 |
108-035 |
|
1.618 |
107-290 |
|
2.618 |
107-185 |
|
4.250 |
107-014 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-192 |
109-066 |
| PP |
108-183 |
108-312 |
| S1 |
108-174 |
108-239 |
|