ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
108-142 |
107-312 |
-0-150 |
-0.4% |
108-132 |
| High |
108-148 |
108-030 |
-0-118 |
-0.3% |
108-228 |
| Low |
107-318 |
107-275 |
-0-042 |
-0.1% |
108-055 |
| Close |
108-012 |
107-295 |
-0-038 |
-0.1% |
108-148 |
| Range |
0-150 |
0-075 |
-0-075 |
-50.0% |
0-172 |
| ATR |
0-119 |
0-116 |
-0-003 |
-2.7% |
0-000 |
| Volume |
1,060,666 |
1,243,486 |
182,820 |
17.2% |
4,255,025 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-212 |
108-168 |
108-016 |
|
| R3 |
108-137 |
108-093 |
107-316 |
|
| R2 |
108-062 |
108-062 |
107-309 |
|
| R1 |
108-018 |
108-018 |
107-302 |
108-002 |
| PP |
107-307 |
107-307 |
107-307 |
107-299 |
| S1 |
107-263 |
107-263 |
107-288 |
107-248 |
| S2 |
107-232 |
107-232 |
107-281 |
|
| S3 |
107-157 |
107-188 |
107-274 |
|
| S4 |
107-082 |
107-113 |
107-254 |
|
|
| 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 |
107-275 |
0-272 |
0.8% |
0-092 |
0.3% |
7% |
False |
True |
1,036,882 |
| 10 |
108-228 |
107-275 |
0-272 |
0.8% |
0-101 |
0.3% |
7% |
False |
True |
1,068,259 |
| 20 |
110-132 |
107-275 |
2-178 |
2.4% |
0-118 |
0.3% |
2% |
False |
True |
1,275,077 |
| 40 |
110-288 |
107-275 |
3-012 |
2.8% |
0-119 |
0.3% |
2% |
False |
True |
1,417,326 |
| 60 |
110-288 |
107-275 |
3-012 |
2.8% |
0-131 |
0.4% |
2% |
False |
True |
1,110,467 |
| 80 |
110-288 |
106-162 |
4-125 |
4.1% |
0-114 |
0.3% |
32% |
False |
False |
832,853 |
| 100 |
110-288 |
106-040 |
4-248 |
4.4% |
0-093 |
0.3% |
38% |
False |
False |
666,282 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-078 |
0.2% |
43% |
False |
False |
555,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-029 |
|
2.618 |
108-226 |
|
1.618 |
108-151 |
|
1.000 |
108-105 |
|
0.618 |
108-076 |
|
HIGH |
108-030 |
|
0.618 |
108-001 |
|
0.500 |
107-312 |
|
0.382 |
107-304 |
|
LOW |
107-275 |
|
0.618 |
107-229 |
|
1.000 |
107-200 |
|
1.618 |
107-154 |
|
2.618 |
107-079 |
|
4.250 |
106-276 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-312 |
108-059 |
| PP |
107-307 |
108-031 |
| S1 |
107-301 |
108-003 |
|