ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
109-308 |
109-200 |
-0-108 |
-0.3% |
110-080 |
| High |
109-312 |
109-222 |
-0-090 |
-0.3% |
110-115 |
| Low |
109-192 |
108-240 |
-0-272 |
-0.8% |
108-240 |
| Close |
109-192 |
108-248 |
-0-265 |
-0.8% |
108-248 |
| Range |
0-120 |
0-302 |
0-182 |
152.1% |
1-195 |
| ATR |
0-123 |
0-136 |
0-013 |
10.5% |
0-000 |
| Volume |
1,349,555 |
2,232,032 |
882,477 |
65.4% |
7,935,576 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-291 |
111-092 |
109-094 |
|
| R3 |
110-308 |
110-109 |
109-011 |
|
| R2 |
110-006 |
110-006 |
108-303 |
|
| R1 |
109-127 |
109-127 |
108-275 |
109-075 |
| PP |
109-023 |
109-023 |
109-023 |
108-318 |
| S1 |
108-144 |
108-144 |
108-220 |
108-092 |
| S2 |
108-041 |
108-041 |
108-192 |
|
| S3 |
107-058 |
107-162 |
108-164 |
|
| S4 |
106-076 |
106-179 |
108-081 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-039 |
113-018 |
109-211 |
|
| R3 |
112-164 |
111-143 |
109-069 |
|
| R2 |
110-289 |
110-289 |
109-022 |
|
| R1 |
109-268 |
109-268 |
108-295 |
109-181 |
| PP |
109-094 |
109-094 |
109-094 |
109-051 |
| S1 |
108-073 |
108-073 |
108-200 |
107-306 |
| S2 |
107-219 |
107-219 |
108-153 |
|
| S3 |
106-024 |
106-198 |
108-106 |
|
| S4 |
104-149 |
105-003 |
107-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-115 |
108-240 |
1-195 |
1.5% |
0-161 |
0.5% |
1% |
False |
True |
1,587,115 |
| 10 |
110-132 |
108-240 |
1-212 |
1.5% |
0-137 |
0.4% |
1% |
False |
True |
1,415,356 |
| 20 |
110-288 |
108-240 |
2-048 |
2.0% |
0-127 |
0.4% |
1% |
False |
True |
1,371,175 |
| 40 |
110-288 |
108-240 |
2-048 |
2.0% |
0-125 |
0.4% |
1% |
False |
True |
1,321,087 |
| 60 |
110-288 |
107-188 |
3-100 |
3.0% |
0-122 |
0.3% |
36% |
False |
False |
881,519 |
| 80 |
110-288 |
106-162 |
4-125 |
4.0% |
0-102 |
0.3% |
52% |
False |
False |
661,140 |
| 100 |
110-288 |
105-212 |
5-075 |
4.8% |
0-081 |
0.2% |
59% |
False |
False |
528,912 |
| 120 |
110-288 |
105-162 |
5-125 |
5.0% |
0-068 |
0.2% |
61% |
False |
False |
440,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-228 |
|
2.618 |
112-054 |
|
1.618 |
111-072 |
|
1.000 |
110-205 |
|
0.618 |
110-089 |
|
HIGH |
109-222 |
|
0.618 |
109-107 |
|
0.500 |
109-071 |
|
0.382 |
109-036 |
|
LOW |
108-240 |
|
0.618 |
108-053 |
|
1.000 |
107-258 |
|
1.618 |
107-071 |
|
2.618 |
106-088 |
|
4.250 |
104-234 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-071 |
109-154 |
| PP |
109-023 |
109-078 |
| S1 |
108-295 |
109-003 |
|