ECBOT 5 Year T-Note Future March 2025
Trading Metrics calculated at close of trading on 24-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
110-190 |
110-215 |
0-025 |
0.1% |
111-012 |
High |
110-190 |
110-215 |
0-025 |
0.1% |
111-012 |
Low |
110-190 |
110-215 |
0-025 |
0.1% |
110-180 |
Close |
110-190 |
110-215 |
0-025 |
0.1% |
110-205 |
Range |
|
|
|
|
|
ATR |
0-052 |
0-050 |
-0-002 |
-3.7% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-215 |
110-215 |
110-215 |
|
R3 |
110-215 |
110-215 |
110-215 |
|
R2 |
110-215 |
110-215 |
110-215 |
|
R1 |
110-215 |
110-215 |
110-215 |
110-215 |
PP |
110-215 |
110-215 |
110-215 |
110-215 |
S1 |
110-215 |
110-215 |
110-215 |
110-215 |
S2 |
110-215 |
110-215 |
110-215 |
|
S3 |
110-215 |
110-215 |
110-215 |
|
S4 |
110-215 |
110-215 |
110-215 |
|
|
Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-057 |
111-283 |
110-289 |
|
R3 |
111-224 |
111-131 |
110-247 |
|
R2 |
111-072 |
111-072 |
110-233 |
|
R1 |
110-298 |
110-298 |
110-219 |
110-269 |
PP |
110-239 |
110-239 |
110-239 |
110-224 |
S1 |
110-146 |
110-146 |
110-191 |
110-116 |
S2 |
110-087 |
110-087 |
110-177 |
|
S3 |
109-254 |
109-313 |
110-163 |
|
S4 |
109-102 |
109-161 |
110-121 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-230 |
110-180 |
0-050 |
0.1% |
0-000 |
0.0% |
70% |
False |
False |
|
10 |
111-012 |
110-180 |
0-152 |
0.4% |
0-000 |
0.0% |
23% |
False |
False |
|
20 |
111-012 |
109-228 |
1-105 |
1.2% |
0-000 |
0.0% |
72% |
False |
False |
|
40 |
111-012 |
108-190 |
2-142 |
2.2% |
0-000 |
0.0% |
85% |
False |
False |
|
60 |
111-012 |
106-288 |
4-045 |
3.7% |
0-000 |
0.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-215 |
2.618 |
110-215 |
1.618 |
110-215 |
1.000 |
110-215 |
0.618 |
110-215 |
HIGH |
110-215 |
0.618 |
110-215 |
0.500 |
110-215 |
0.382 |
110-215 |
LOW |
110-215 |
0.618 |
110-215 |
1.000 |
110-215 |
1.618 |
110-215 |
2.618 |
110-215 |
4.250 |
110-215 |
|
|
Fisher Pivots for day following 24-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
110-215 |
110-211 |
PP |
110-215 |
110-207 |
S1 |
110-215 |
110-202 |
|