ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-100 |
108-180 |
0-080 |
0.2% |
108-228 |
| High |
108-192 |
108-228 |
0-035 |
0.1% |
108-245 |
| Low |
108-095 |
108-170 |
0-075 |
0.2% |
107-305 |
| Close |
108-175 |
108-195 |
0-020 |
0.1% |
108-160 |
| Range |
0-098 |
0-058 |
-0-040 |
-41.0% |
0-260 |
| ATR |
0-127 |
0-122 |
-0-005 |
-3.9% |
0-000 |
| Volume |
1,018,077 |
935,088 |
-82,989 |
-8.2% |
6,985,453 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-050 |
109-020 |
108-227 |
|
| R3 |
108-312 |
108-282 |
108-211 |
|
| R2 |
108-255 |
108-255 |
108-206 |
|
| R1 |
108-225 |
108-225 |
108-200 |
108-240 |
| PP |
108-198 |
108-198 |
108-198 |
108-205 |
| S1 |
108-168 |
108-168 |
108-190 |
108-182 |
| S2 |
108-140 |
108-140 |
108-184 |
|
| S3 |
108-082 |
108-110 |
108-179 |
|
| S4 |
108-025 |
108-052 |
108-163 |
|
|
| 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 |
108-228 |
107-305 |
0-242 |
0.7% |
0-098 |
0.3% |
87% |
True |
False |
1,057,603 |
| 10 |
109-312 |
107-305 |
2-008 |
1.9% |
0-123 |
0.4% |
32% |
False |
False |
1,306,933 |
| 20 |
110-140 |
107-305 |
2-155 |
2.3% |
0-120 |
0.3% |
26% |
False |
False |
1,314,582 |
| 40 |
110-288 |
107-305 |
2-302 |
2.7% |
0-122 |
0.3% |
22% |
False |
False |
1,545,093 |
| 60 |
110-288 |
107-215 |
3-072 |
3.0% |
0-130 |
0.4% |
29% |
False |
False |
1,039,648 |
| 80 |
110-288 |
106-162 |
4-125 |
4.0% |
0-111 |
0.3% |
48% |
False |
False |
779,736 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-089 |
0.3% |
56% |
False |
False |
623,789 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-074 |
0.2% |
58% |
False |
False |
519,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-152 |
|
2.618 |
109-058 |
|
1.618 |
109-001 |
|
1.000 |
108-285 |
|
0.618 |
108-263 |
|
HIGH |
108-228 |
|
0.618 |
108-206 |
|
0.500 |
108-199 |
|
0.382 |
108-192 |
|
LOW |
108-170 |
|
0.618 |
108-134 |
|
1.000 |
108-112 |
|
1.618 |
108-077 |
|
2.618 |
108-019 |
|
4.250 |
107-246 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-199 |
108-177 |
| PP |
108-198 |
108-159 |
| S1 |
108-196 |
108-141 |
|