ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-180 |
108-192 |
0-012 |
0.0% |
108-228 |
| High |
108-228 |
108-198 |
-0-030 |
-0.1% |
108-245 |
| Low |
108-170 |
108-092 |
-0-078 |
-0.2% |
107-305 |
| Close |
108-195 |
108-108 |
-0-088 |
-0.3% |
108-160 |
| Range |
0-058 |
0-105 |
0-048 |
82.6% |
0-260 |
| ATR |
0-122 |
0-121 |
-0-001 |
-1.0% |
0-000 |
| Volume |
935,088 |
1,092,594 |
157,506 |
16.8% |
6,985,453 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-128 |
109-062 |
108-165 |
|
| R3 |
109-022 |
108-278 |
108-136 |
|
| R2 |
108-238 |
108-238 |
108-127 |
|
| R1 |
108-172 |
108-172 |
108-117 |
108-152 |
| PP |
108-132 |
108-132 |
108-132 |
108-122 |
| S1 |
108-068 |
108-068 |
108-098 |
108-048 |
| S2 |
108-028 |
108-028 |
108-088 |
|
| S3 |
107-242 |
107-282 |
108-079 |
|
| S4 |
107-138 |
107-178 |
108-050 |
|
|
| 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 |
108-055 |
0-172 |
0.5% |
0-082 |
0.2% |
30% |
False |
False |
887,408 |
| 10 |
109-222 |
107-305 |
1-238 |
1.6% |
0-121 |
0.3% |
22% |
False |
False |
1,281,237 |
| 20 |
110-132 |
107-305 |
2-148 |
2.3% |
0-119 |
0.3% |
16% |
False |
False |
1,293,538 |
| 40 |
110-288 |
107-305 |
2-302 |
2.7% |
0-121 |
0.3% |
13% |
False |
False |
1,553,100 |
| 60 |
110-288 |
107-228 |
3-060 |
2.9% |
0-130 |
0.4% |
20% |
False |
False |
1,057,857 |
| 80 |
110-288 |
106-162 |
4-125 |
4.1% |
0-112 |
0.3% |
42% |
False |
False |
793,394 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-090 |
0.3% |
51% |
False |
False |
634,715 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-075 |
0.2% |
52% |
False |
False |
528,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-004 |
|
2.618 |
109-152 |
|
1.618 |
109-047 |
|
1.000 |
108-302 |
|
0.618 |
108-262 |
|
HIGH |
108-198 |
|
0.618 |
108-157 |
|
0.500 |
108-145 |
|
0.382 |
108-133 |
|
LOW |
108-092 |
|
0.618 |
108-028 |
|
1.000 |
107-308 |
|
1.618 |
107-243 |
|
2.618 |
107-138 |
|
4.250 |
106-286 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-145 |
108-160 |
| PP |
108-132 |
108-142 |
| S1 |
108-120 |
108-125 |
|