ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-195 |
109-192 |
0-318 |
0.9% |
107-192 |
| High |
109-245 |
110-102 |
0-178 |
0.5% |
109-245 |
| Low |
108-168 |
109-095 |
0-248 |
0.7% |
107-170 |
| Close |
109-190 |
109-160 |
-0-030 |
-0.1% |
109-190 |
| Range |
1-078 |
1-008 |
-0-070 |
-17.6% |
2-075 |
| ATR |
0-140 |
0-153 |
0-013 |
9.6% |
0-000 |
| Volume |
3,131,238 |
3,249,140 |
117,902 |
3.8% |
9,705,432 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-248 |
112-052 |
110-020 |
|
| R3 |
111-241 |
111-044 |
109-250 |
|
| R2 |
110-233 |
110-233 |
109-220 |
|
| R1 |
110-037 |
110-037 |
109-190 |
109-291 |
| PP |
109-226 |
109-226 |
109-226 |
109-193 |
| S1 |
109-029 |
109-029 |
109-130 |
108-284 |
| S2 |
108-218 |
108-218 |
109-100 |
|
| S3 |
107-211 |
108-022 |
109-070 |
|
| S4 |
106-203 |
107-014 |
108-300 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-213 |
114-277 |
110-263 |
|
| R3 |
113-138 |
112-202 |
110-067 |
|
| R2 |
111-063 |
111-063 |
110-001 |
|
| R1 |
110-127 |
110-127 |
109-256 |
110-255 |
| PP |
108-308 |
108-308 |
108-308 |
109-052 |
| S1 |
108-052 |
108-052 |
109-124 |
108-180 |
| S2 |
106-233 |
106-233 |
109-059 |
|
| S3 |
104-158 |
105-297 |
108-313 |
|
| S4 |
102-083 |
103-222 |
108-117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-102 |
107-170 |
2-252 |
2.5% |
0-236 |
0.7% |
71% |
True |
False |
2,408,549 |
| 10 |
110-102 |
107-062 |
3-040 |
2.9% |
0-166 |
0.5% |
74% |
True |
False |
1,840,014 |
| 20 |
110-102 |
106-250 |
3-172 |
3.2% |
0-131 |
0.4% |
77% |
True |
False |
1,519,203 |
| 40 |
110-102 |
105-302 |
4-120 |
4.0% |
0-130 |
0.4% |
81% |
True |
False |
1,399,629 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-123 |
0.4% |
84% |
True |
False |
1,307,949 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-120 |
0.3% |
85% |
True |
False |
981,346 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-099 |
0.3% |
85% |
True |
False |
785,077 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-084 |
0.2% |
85% |
True |
False |
654,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-214 |
|
2.618 |
113-000 |
|
1.618 |
111-312 |
|
1.000 |
111-110 |
|
0.618 |
110-305 |
|
HIGH |
110-102 |
|
0.618 |
109-297 |
|
0.500 |
109-259 |
|
0.382 |
109-220 |
|
LOW |
109-095 |
|
0.618 |
108-213 |
|
1.000 |
108-088 |
|
1.618 |
107-205 |
|
2.618 |
106-198 |
|
4.250 |
104-303 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-259 |
109-128 |
| PP |
109-226 |
109-095 |
| S1 |
109-193 |
109-062 |
|