ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
107-280 |
107-210 |
-0-070 |
-0.2% |
108-132 |
| High |
107-298 |
107-300 |
0-002 |
0.0% |
108-228 |
| Low |
107-205 |
107-208 |
0-002 |
0.0% |
108-055 |
| Close |
107-212 |
107-262 |
0-050 |
0.1% |
108-148 |
| Range |
0-092 |
0-092 |
0-000 |
0.0% |
0-172 |
| ATR |
0-115 |
0-113 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,101,203 |
1,220,757 |
119,554 |
10.9% |
4,255,025 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-214 |
108-171 |
107-313 |
|
| R3 |
108-122 |
108-078 |
107-288 |
|
| R2 |
108-029 |
108-029 |
107-279 |
|
| R1 |
107-306 |
107-306 |
107-271 |
108-008 |
| PP |
107-257 |
107-257 |
107-257 |
107-268 |
| S1 |
107-213 |
107-213 |
107-254 |
107-235 |
| S2 |
107-164 |
107-164 |
107-246 |
|
| S3 |
107-072 |
107-121 |
107-237 |
|
| S4 |
106-299 |
107-028 |
107-212 |
|
|
| 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 |
108-162 |
107-205 |
0-278 |
0.8% |
0-096 |
0.3% |
21% |
False |
False |
1,095,738 |
| 10 |
108-228 |
107-205 |
1-022 |
1.0% |
0-089 |
0.3% |
17% |
False |
False |
991,573 |
| 20 |
110-115 |
107-205 |
2-230 |
2.5% |
0-116 |
0.3% |
7% |
False |
False |
1,266,902 |
| 40 |
110-288 |
107-205 |
3-082 |
3.0% |
0-120 |
0.3% |
6% |
False |
False |
1,332,157 |
| 60 |
110-288 |
107-205 |
3-082 |
3.0% |
0-130 |
0.4% |
6% |
False |
False |
1,149,158 |
| 80 |
110-288 |
106-310 |
3-298 |
3.6% |
0-114 |
0.3% |
22% |
False |
False |
861,877 |
| 100 |
110-288 |
106-100 |
4-188 |
4.3% |
0-095 |
0.3% |
33% |
False |
False |
689,502 |
| 120 |
110-288 |
105-212 |
5-075 |
4.9% |
0-079 |
0.2% |
41% |
False |
False |
574,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-053 |
|
2.618 |
108-222 |
|
1.618 |
108-130 |
|
1.000 |
108-072 |
|
0.618 |
108-037 |
|
HIGH |
107-300 |
|
0.618 |
107-265 |
|
0.500 |
107-254 |
|
0.382 |
107-243 |
|
LOW |
107-208 |
|
0.618 |
107-150 |
|
1.000 |
107-115 |
|
1.618 |
107-058 |
|
2.618 |
106-285 |
|
4.250 |
106-134 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-260 |
107-278 |
| PP |
107-257 |
107-272 |
| S1 |
107-254 |
107-268 |
|