ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-120 |
108-142 |
0-022 |
0.1% |
108-132 |
| High |
108-162 |
108-148 |
-0-015 |
0.0% |
108-228 |
| Low |
108-092 |
107-318 |
-0-095 |
-0.3% |
108-055 |
| Close |
108-148 |
108-012 |
-0-135 |
-0.4% |
108-148 |
| Range |
0-070 |
0-150 |
0-080 |
114.3% |
0-172 |
| ATR |
0-117 |
0-119 |
0-002 |
2.0% |
0-000 |
| Volume |
852,579 |
1,060,666 |
208,087 |
24.4% |
4,255,025 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-182 |
109-088 |
108-095 |
|
| R3 |
109-032 |
108-258 |
108-054 |
|
| R2 |
108-202 |
108-202 |
108-040 |
|
| R1 |
108-108 |
108-108 |
108-026 |
108-080 |
| PP |
108-052 |
108-052 |
108-052 |
108-039 |
| S1 |
107-278 |
107-278 |
107-319 |
107-250 |
| S2 |
107-222 |
107-222 |
107-305 |
|
| S3 |
107-072 |
107-128 |
107-291 |
|
| S4 |
106-242 |
106-298 |
107-250 |
|
|
| 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 |
107-318 |
0-230 |
0.7% |
0-096 |
0.3% |
7% |
False |
True |
991,800 |
| 10 |
108-232 |
107-305 |
0-248 |
0.7% |
0-102 |
0.3% |
11% |
False |
False |
1,052,488 |
| 20 |
110-132 |
107-305 |
2-148 |
2.3% |
0-120 |
0.3% |
3% |
False |
False |
1,279,635 |
| 40 |
110-288 |
107-305 |
2-302 |
2.7% |
0-120 |
0.3% |
3% |
False |
False |
1,488,835 |
| 60 |
110-288 |
107-305 |
2-302 |
2.7% |
0-131 |
0.4% |
3% |
False |
False |
1,089,743 |
| 80 |
110-288 |
106-162 |
4-125 |
4.1% |
0-114 |
0.3% |
35% |
False |
False |
817,309 |
| 100 |
110-288 |
105-305 |
4-302 |
4.6% |
0-093 |
0.3% |
42% |
False |
False |
653,847 |
| 120 |
110-288 |
105-212 |
5-075 |
4.8% |
0-077 |
0.2% |
45% |
False |
False |
544,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-145 |
|
2.618 |
109-220 |
|
1.618 |
109-070 |
|
1.000 |
108-298 |
|
0.618 |
108-240 |
|
HIGH |
108-148 |
|
0.618 |
108-090 |
|
0.500 |
108-072 |
|
0.382 |
108-055 |
|
LOW |
107-318 |
|
0.618 |
107-225 |
|
1.000 |
107-168 |
|
1.618 |
107-075 |
|
2.618 |
106-245 |
|
4.250 |
106-000 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-072 |
108-098 |
| PP |
108-052 |
108-069 |
| S1 |
108-032 |
108-041 |
|