ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-312 |
107-280 |
-0-032 |
-0.1% |
108-132 |
| High |
108-030 |
107-298 |
-0-052 |
-0.2% |
108-228 |
| Low |
107-275 |
107-205 |
-0-070 |
-0.2% |
108-055 |
| Close |
107-295 |
107-212 |
-0-082 |
-0.2% |
108-148 |
| Range |
0-075 |
0-092 |
0-018 |
23.3% |
0-172 |
| ATR |
0-116 |
0-115 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,243,486 |
1,101,203 |
-142,283 |
-11.4% |
4,255,025 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-196 |
108-137 |
107-263 |
|
| R3 |
108-103 |
108-044 |
107-238 |
|
| R2 |
108-011 |
108-011 |
107-229 |
|
| R1 |
107-272 |
107-272 |
107-221 |
107-255 |
| PP |
107-238 |
107-238 |
107-238 |
107-230 |
| S1 |
107-179 |
107-179 |
107-204 |
107-162 |
| S2 |
107-146 |
107-146 |
107-196 |
|
| S3 |
107-053 |
107-087 |
107-187 |
|
| S4 |
106-281 |
106-314 |
107-162 |
|
|
| 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 |
108-198 |
107-205 |
0-312 |
0.9% |
0-098 |
0.3% |
2% |
False |
True |
1,070,105 |
| 10 |
108-228 |
107-205 |
1-022 |
1.0% |
0-098 |
0.3% |
2% |
False |
True |
1,063,854 |
| 20 |
110-115 |
107-205 |
2-230 |
2.5% |
0-118 |
0.3% |
1% |
False |
True |
1,268,206 |
| 40 |
110-288 |
107-205 |
3-082 |
3.0% |
0-119 |
0.3% |
1% |
False |
True |
1,347,938 |
| 60 |
110-288 |
107-205 |
3-082 |
3.0% |
0-131 |
0.4% |
1% |
False |
True |
1,128,815 |
| 80 |
110-288 |
106-210 |
4-078 |
3.9% |
0-113 |
0.3% |
24% |
False |
False |
846,618 |
| 100 |
110-288 |
106-100 |
4-188 |
4.3% |
0-094 |
0.3% |
29% |
False |
False |
677,294 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-079 |
0.2% |
38% |
False |
False |
564,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-051 |
|
2.618 |
108-220 |
|
1.618 |
108-127 |
|
1.000 |
108-070 |
|
0.618 |
108-035 |
|
HIGH |
107-298 |
|
0.618 |
107-262 |
|
0.500 |
107-251 |
|
0.382 |
107-240 |
|
LOW |
107-205 |
|
0.618 |
107-148 |
|
1.000 |
107-112 |
|
1.618 |
107-055 |
|
2.618 |
106-283 |
|
4.250 |
106-132 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-251 |
108-016 |
| PP |
107-238 |
107-295 |
| S1 |
107-225 |
107-254 |
|