ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-200 |
108-098 |
-0-102 |
-0.3% |
110-080 |
| High |
108-218 |
108-168 |
-0-050 |
-0.1% |
110-115 |
| Low |
108-095 |
107-305 |
-0-110 |
-0.3% |
108-240 |
| Close |
108-112 |
108-105 |
-0-008 |
0.0% |
108-248 |
| Range |
0-122 |
0-182 |
0-060 |
49.0% |
1-195 |
| ATR |
0-130 |
0-134 |
0-004 |
2.9% |
0-000 |
| Volume |
1,145,256 |
1,943,569 |
798,313 |
69.7% |
8,128,016 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-313 |
109-232 |
108-205 |
|
| R3 |
109-131 |
109-049 |
108-155 |
|
| R2 |
108-268 |
108-268 |
108-138 |
|
| R1 |
108-187 |
108-187 |
108-122 |
108-228 |
| PP |
108-086 |
108-086 |
108-086 |
108-106 |
| S1 |
108-004 |
108-004 |
108-088 |
108-045 |
| S2 |
107-223 |
107-223 |
108-072 |
|
| S3 |
107-041 |
107-142 |
108-055 |
|
| S4 |
106-178 |
106-279 |
108-005 |
|
|
| 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 |
109-222 |
107-305 |
1-238 |
1.6% |
0-160 |
0.5% |
22% |
False |
True |
1,675,066 |
| 10 |
110-115 |
107-305 |
2-130 |
2.2% |
0-142 |
0.4% |
16% |
False |
True |
1,542,232 |
| 20 |
110-258 |
107-305 |
2-272 |
2.6% |
0-125 |
0.4% |
13% |
False |
True |
1,390,396 |
| 40 |
110-288 |
107-305 |
2-302 |
2.7% |
0-127 |
0.4% |
13% |
False |
True |
1,472,107 |
| 60 |
110-288 |
107-188 |
3-100 |
3.1% |
0-126 |
0.4% |
22% |
False |
False |
983,907 |
| 80 |
110-288 |
106-162 |
4-125 |
4.1% |
0-108 |
0.3% |
41% |
False |
False |
737,931 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-086 |
0.2% |
51% |
False |
False |
590,345 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-072 |
0.2% |
52% |
False |
False |
491,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-303 |
|
2.618 |
110-005 |
|
1.618 |
109-143 |
|
1.000 |
109-030 |
|
0.618 |
108-280 |
|
HIGH |
108-168 |
|
0.618 |
108-098 |
|
0.500 |
108-076 |
|
0.382 |
108-055 |
|
LOW |
107-305 |
|
0.618 |
107-192 |
|
1.000 |
107-122 |
|
1.618 |
107-010 |
|
2.618 |
106-147 |
|
4.250 |
105-169 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-095 |
108-109 |
| PP |
108-086 |
108-108 |
| S1 |
108-076 |
108-106 |
|