ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-192 |
108-120 |
-0-072 |
-0.2% |
108-132 |
| High |
108-198 |
108-162 |
-0-035 |
-0.1% |
108-228 |
| Low |
108-092 |
108-092 |
0-000 |
0.0% |
108-055 |
| Close |
108-108 |
108-148 |
0-040 |
0.1% |
108-148 |
| Range |
0-105 |
0-070 |
-0-035 |
-33.3% |
0-172 |
| ATR |
0-121 |
0-117 |
-0-004 |
-3.0% |
0-000 |
| Volume |
1,092,594 |
852,579 |
-240,015 |
-22.0% |
4,255,025 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-024 |
108-316 |
108-186 |
|
| R3 |
108-274 |
108-246 |
108-167 |
|
| R2 |
108-204 |
108-204 |
108-160 |
|
| R1 |
108-176 |
108-176 |
108-154 |
108-190 |
| PP |
108-134 |
108-134 |
108-134 |
108-141 |
| S1 |
108-106 |
108-106 |
108-141 |
108-120 |
| S2 |
108-064 |
108-064 |
108-135 |
|
| S3 |
107-314 |
108-036 |
108-128 |
|
| S4 |
107-244 |
107-286 |
108-109 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-021 |
109-257 |
108-242 |
|
| R3 |
109-168 |
109-084 |
108-195 |
|
| R2 |
108-316 |
108-316 |
108-179 |
|
| R1 |
108-232 |
108-232 |
108-163 |
108-274 |
| PP |
108-143 |
108-143 |
108-143 |
108-164 |
| S1 |
108-059 |
108-059 |
108-132 |
108-101 |
| S2 |
107-291 |
107-291 |
108-116 |
|
| S3 |
107-118 |
107-207 |
108-100 |
|
| S4 |
106-266 |
107-034 |
108-053 |
|
|
| 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% |
54% |
False |
False |
851,005 |
| 10 |
108-245 |
107-305 |
0-260 |
0.7% |
0-098 |
0.3% |
63% |
False |
False |
1,124,047 |
| 20 |
110-132 |
107-305 |
2-148 |
2.3% |
0-118 |
0.3% |
21% |
False |
False |
1,279,323 |
| 40 |
110-288 |
107-305 |
2-302 |
2.7% |
0-119 |
0.3% |
17% |
False |
False |
1,523,012 |
| 60 |
110-288 |
107-238 |
3-050 |
2.9% |
0-130 |
0.4% |
23% |
False |
False |
1,072,067 |
| 80 |
110-288 |
106-162 |
4-125 |
4.0% |
0-113 |
0.3% |
44% |
False |
False |
804,051 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-091 |
0.3% |
53% |
False |
False |
643,241 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-076 |
0.2% |
55% |
False |
False |
536,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-140 |
|
2.618 |
109-026 |
|
1.618 |
108-276 |
|
1.000 |
108-232 |
|
0.618 |
108-206 |
|
HIGH |
108-162 |
|
0.618 |
108-136 |
|
0.500 |
108-128 |
|
0.382 |
108-119 |
|
LOW |
108-092 |
|
0.618 |
108-049 |
|
1.000 |
108-022 |
|
1.618 |
107-299 |
|
2.618 |
107-229 |
|
4.250 |
107-115 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-141 |
108-160 |
| PP |
108-134 |
108-156 |
| S1 |
108-128 |
108-152 |
|