ECBOT 5 Year T-Note Future March 2025
Trading Metrics calculated at close of trading on 27-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
110-098 |
110-180 |
0-082 |
0.2% |
110-190 |
High |
110-098 |
110-180 |
0-082 |
0.2% |
110-215 |
Low |
110-098 |
110-180 |
0-082 |
0.2% |
110-098 |
Close |
110-098 |
110-180 |
0-082 |
0.2% |
110-180 |
Range |
|
|
|
|
|
ATR |
0-051 |
0-053 |
0-002 |
4.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-180 |
110-180 |
110-180 |
|
R3 |
110-180 |
110-180 |
110-180 |
|
R2 |
110-180 |
110-180 |
110-180 |
|
R1 |
110-180 |
110-180 |
110-180 |
110-180 |
PP |
110-180 |
110-180 |
110-180 |
110-180 |
S1 |
110-180 |
110-180 |
110-180 |
110-180 |
S2 |
110-180 |
110-180 |
110-180 |
|
S3 |
110-180 |
110-180 |
110-180 |
|
S4 |
110-180 |
110-180 |
110-180 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-197 |
111-146 |
110-245 |
|
R3 |
111-079 |
111-028 |
110-212 |
|
R2 |
110-282 |
110-282 |
110-202 |
|
R1 |
110-231 |
110-231 |
110-191 |
110-198 |
PP |
110-164 |
110-164 |
110-164 |
110-148 |
S1 |
110-113 |
110-113 |
110-169 |
110-080 |
S2 |
110-047 |
110-047 |
110-158 |
|
S3 |
109-249 |
109-316 |
110-148 |
|
S4 |
109-132 |
109-198 |
110-115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-215 |
110-098 |
0-118 |
0.3% |
0-000 |
0.0% |
70% |
False |
False |
|
10 |
111-012 |
110-098 |
0-235 |
0.7% |
0-000 |
0.0% |
35% |
False |
False |
|
20 |
111-012 |
109-228 |
1-105 |
1.2% |
0-000 |
0.0% |
64% |
False |
False |
|
40 |
111-012 |
109-165 |
1-168 |
1.4% |
0-000 |
0.0% |
69% |
False |
False |
|
60 |
111-012 |
107-220 |
3-112 |
3.0% |
0-000 |
0.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-180 |
2.618 |
110-180 |
1.618 |
110-180 |
1.000 |
110-180 |
0.618 |
110-180 |
HIGH |
110-180 |
0.618 |
110-180 |
0.500 |
110-180 |
0.382 |
110-180 |
LOW |
110-180 |
0.618 |
110-180 |
1.000 |
110-180 |
1.618 |
110-180 |
2.618 |
110-180 |
4.250 |
110-180 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
110-180 |
110-166 |
PP |
110-180 |
110-152 |
S1 |
110-180 |
110-139 |
|