ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-228 |
108-172 |
-0-055 |
-0.2% |
110-080 |
| High |
108-245 |
108-232 |
-0-012 |
0.0% |
110-115 |
| Low |
108-140 |
108-145 |
0-005 |
0.0% |
108-240 |
| Close |
108-165 |
108-175 |
0-010 |
0.0% |
108-248 |
| Range |
0-105 |
0-088 |
-0-018 |
-16.7% |
1-195 |
| ATR |
0-134 |
0-130 |
-0-003 |
-2.5% |
0-000 |
| Volume |
1,776,255 |
1,085,779 |
-690,476 |
-38.9% |
8,128,016 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-127 |
109-078 |
108-223 |
|
| R3 |
109-039 |
108-311 |
108-199 |
|
| R2 |
108-272 |
108-272 |
108-191 |
|
| R1 |
108-223 |
108-223 |
108-183 |
108-248 |
| PP |
108-184 |
108-184 |
108-184 |
108-196 |
| S1 |
108-136 |
108-136 |
108-167 |
108-160 |
| S2 |
108-097 |
108-097 |
108-159 |
|
| S3 |
108-009 |
108-048 |
108-151 |
|
| S4 |
107-242 |
107-281 |
108-127 |
|
|
| 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 |
110-068 |
108-140 |
1-248 |
1.6% |
0-146 |
0.4% |
6% |
False |
False |
1,554,218 |
| 10 |
110-132 |
108-140 |
1-312 |
1.8% |
0-134 |
0.4% |
6% |
False |
False |
1,481,894 |
| 20 |
110-288 |
108-140 |
2-148 |
2.3% |
0-124 |
0.4% |
4% |
False |
False |
1,406,215 |
| 40 |
110-288 |
108-140 |
2-148 |
2.3% |
0-125 |
0.4% |
4% |
False |
False |
1,396,625 |
| 60 |
110-288 |
107-188 |
3-100 |
3.1% |
0-122 |
0.4% |
29% |
False |
False |
932,427 |
| 80 |
110-288 |
106-162 |
4-125 |
4.0% |
0-104 |
0.3% |
46% |
False |
False |
699,320 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-083 |
0.2% |
55% |
False |
False |
559,456 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-069 |
0.2% |
56% |
False |
False |
466,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-284 |
|
2.618 |
109-142 |
|
1.618 |
109-054 |
|
1.000 |
109-000 |
|
0.618 |
108-287 |
|
HIGH |
108-232 |
|
0.618 |
108-199 |
|
0.500 |
108-189 |
|
0.382 |
108-178 |
|
LOW |
108-145 |
|
0.618 |
108-091 |
|
1.000 |
108-058 |
|
1.618 |
108-003 |
|
2.618 |
107-236 |
|
4.250 |
107-093 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-189 |
109-021 |
| PP |
108-184 |
108-286 |
| S1 |
108-180 |
108-230 |
|