ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-132 |
108-100 |
-0-032 |
-0.1% |
108-228 |
| High |
108-132 |
108-192 |
0-060 |
0.2% |
108-245 |
| Low |
108-055 |
108-095 |
0-040 |
0.1% |
107-305 |
| Close |
108-075 |
108-175 |
0-100 |
0.3% |
108-160 |
| Range |
0-078 |
0-098 |
0-020 |
25.8% |
0-260 |
| ATR |
0-128 |
0-127 |
-0-001 |
-0.6% |
0-000 |
| Volume |
356,687 |
1,018,077 |
661,390 |
185.4% |
6,985,453 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-127 |
109-088 |
108-229 |
|
| R3 |
109-029 |
108-311 |
108-202 |
|
| R2 |
108-252 |
108-252 |
108-193 |
|
| R1 |
108-213 |
108-213 |
108-184 |
108-232 |
| PP |
108-154 |
108-154 |
108-154 |
108-164 |
| S1 |
108-116 |
108-116 |
108-166 |
108-135 |
| S2 |
108-057 |
108-057 |
108-157 |
|
| S3 |
107-279 |
108-018 |
108-148 |
|
| S4 |
107-182 |
107-241 |
108-121 |
|
|
| 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 |
108-218 |
107-305 |
0-232 |
0.7% |
0-111 |
0.3% |
82% |
False |
False |
1,099,636 |
| 10 |
110-068 |
107-305 |
2-082 |
2.1% |
0-128 |
0.4% |
26% |
False |
False |
1,326,927 |
| 20 |
110-230 |
107-305 |
2-245 |
2.5% |
0-124 |
0.4% |
21% |
False |
False |
1,345,164 |
| 40 |
110-288 |
107-305 |
2-302 |
2.7% |
0-123 |
0.4% |
20% |
False |
False |
1,526,847 |
| 60 |
110-288 |
107-215 |
3-072 |
3.0% |
0-129 |
0.4% |
27% |
False |
False |
1,024,063 |
| 80 |
110-288 |
106-162 |
4-125 |
4.0% |
0-110 |
0.3% |
46% |
False |
False |
768,048 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-089 |
0.3% |
55% |
False |
False |
614,438 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-074 |
0.2% |
56% |
False |
False |
512,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-287 |
|
2.618 |
109-128 |
|
1.618 |
109-030 |
|
1.000 |
108-290 |
|
0.618 |
108-253 |
|
HIGH |
108-192 |
|
0.618 |
108-155 |
|
0.500 |
108-144 |
|
0.382 |
108-132 |
|
LOW |
108-095 |
|
0.618 |
108-035 |
|
1.000 |
107-318 |
|
1.618 |
107-257 |
|
2.618 |
107-160 |
|
4.250 |
107-001 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-165 |
108-158 |
| PP |
108-154 |
108-141 |
| S1 |
108-144 |
108-124 |
|