ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-150 |
108-132 |
-0-018 |
-0.1% |
108-228 |
| High |
108-168 |
108-132 |
-0-035 |
-0.1% |
108-245 |
| Low |
108-092 |
108-055 |
-0-038 |
-0.1% |
107-305 |
| Close |
108-160 |
108-075 |
-0-085 |
-0.2% |
108-160 |
| Range |
0-075 |
0-078 |
0-002 |
3.3% |
0-260 |
| ATR |
0-129 |
0-128 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,034,594 |
356,687 |
-677,907 |
-65.5% |
6,985,453 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-000 |
108-275 |
108-118 |
|
| R3 |
108-242 |
108-198 |
108-096 |
|
| R2 |
108-165 |
108-165 |
108-089 |
|
| R1 |
108-120 |
108-120 |
108-082 |
108-104 |
| PP |
108-088 |
108-088 |
108-088 |
108-079 |
| S1 |
108-042 |
108-042 |
108-068 |
108-026 |
| S2 |
108-010 |
108-010 |
108-061 |
|
| S3 |
107-252 |
107-285 |
108-054 |
|
| S4 |
107-175 |
107-208 |
108-032 |
|
|
| 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 |
108-232 |
107-305 |
0-248 |
0.7% |
0-109 |
0.3% |
36% |
False |
False |
1,113,177 |
| 10 |
110-115 |
107-305 |
2-130 |
2.2% |
0-132 |
0.4% |
12% |
False |
False |
1,378,546 |
| 20 |
110-250 |
107-305 |
2-265 |
2.6% |
0-124 |
0.4% |
10% |
False |
False |
1,353,977 |
| 40 |
110-288 |
107-305 |
2-302 |
2.7% |
0-123 |
0.4% |
10% |
False |
False |
1,504,365 |
| 60 |
110-288 |
107-188 |
3-100 |
3.1% |
0-128 |
0.4% |
20% |
False |
False |
1,007,095 |
| 80 |
110-288 |
106-162 |
4-125 |
4.1% |
0-109 |
0.3% |
39% |
False |
False |
755,322 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-088 |
0.3% |
49% |
False |
False |
604,257 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-073 |
0.2% |
51% |
False |
False |
503,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-142 |
|
2.618 |
109-015 |
|
1.618 |
108-258 |
|
1.000 |
108-210 |
|
0.618 |
108-180 |
|
HIGH |
108-132 |
|
0.618 |
108-103 |
|
0.500 |
108-094 |
|
0.382 |
108-085 |
|
LOW |
108-055 |
|
0.618 |
108-007 |
|
1.000 |
107-298 |
|
1.618 |
107-250 |
|
2.618 |
107-172 |
|
4.250 |
107-046 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-094 |
108-076 |
| PP |
108-088 |
108-076 |
| S1 |
108-081 |
108-075 |
|