ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-098 |
108-150 |
0-052 |
0.2% |
108-228 |
| High |
108-168 |
108-168 |
0-000 |
0.0% |
108-245 |
| Low |
107-305 |
108-092 |
0-108 |
0.3% |
107-305 |
| Close |
108-105 |
108-160 |
0-055 |
0.2% |
108-160 |
| Range |
0-182 |
0-075 |
-0-108 |
-58.9% |
0-260 |
| ATR |
0-134 |
0-129 |
-0-004 |
-3.1% |
0-000 |
| Volume |
1,943,569 |
1,034,594 |
-908,975 |
-46.8% |
6,985,453 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-045 |
109-018 |
108-201 |
|
| R3 |
108-290 |
108-262 |
108-181 |
|
| R2 |
108-215 |
108-215 |
108-174 |
|
| R1 |
108-188 |
108-188 |
108-167 |
108-201 |
| PP |
108-140 |
108-140 |
108-140 |
108-147 |
| S1 |
108-112 |
108-112 |
108-153 |
108-126 |
| S2 |
108-065 |
108-065 |
108-146 |
|
| S3 |
107-310 |
108-038 |
108-139 |
|
| S4 |
107-235 |
107-282 |
108-119 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-270 |
110-155 |
108-303 |
|
| R3 |
110-010 |
109-215 |
108-232 |
|
| R2 |
109-070 |
109-070 |
108-208 |
|
| R1 |
108-275 |
108-275 |
108-184 |
108-202 |
| PP |
108-130 |
108-130 |
108-130 |
108-094 |
| S1 |
108-015 |
108-015 |
108-136 |
107-262 |
| S2 |
107-190 |
107-190 |
108-112 |
|
| S3 |
106-250 |
107-075 |
108-088 |
|
| S4 |
105-310 |
106-135 |
108-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-245 |
107-305 |
0-260 |
0.7% |
0-114 |
0.3% |
67% |
False |
False |
1,397,090 |
| 10 |
110-115 |
107-305 |
2-130 |
2.2% |
0-138 |
0.4% |
23% |
False |
False |
1,511,346 |
| 20 |
110-258 |
107-305 |
2-272 |
2.6% |
0-124 |
0.4% |
19% |
False |
False |
1,381,852 |
| 40 |
110-288 |
107-305 |
2-302 |
2.7% |
0-123 |
0.4% |
19% |
False |
False |
1,496,048 |
| 60 |
110-288 |
107-188 |
3-100 |
3.1% |
0-127 |
0.4% |
28% |
False |
False |
1,001,151 |
| 80 |
110-288 |
106-162 |
4-125 |
4.0% |
0-109 |
0.3% |
45% |
False |
False |
750,863 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-087 |
0.3% |
54% |
False |
False |
600,690 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-073 |
0.2% |
56% |
False |
False |
500,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-166 |
|
2.618 |
109-044 |
|
1.618 |
108-289 |
|
1.000 |
108-242 |
|
0.618 |
108-214 |
|
HIGH |
108-168 |
|
0.618 |
108-139 |
|
0.500 |
108-130 |
|
0.382 |
108-121 |
|
LOW |
108-092 |
|
0.618 |
108-046 |
|
1.000 |
108-018 |
|
1.618 |
107-291 |
|
2.618 |
107-216 |
|
4.250 |
107-094 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-150 |
108-140 |
| PP |
108-140 |
108-121 |
| S1 |
108-130 |
108-101 |
|