ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-135 |
109-045 |
-0-090 |
-0.3% |
107-192 |
| High |
109-160 |
109-060 |
-0-100 |
-0.3% |
109-245 |
| Low |
108-302 |
108-228 |
-0-075 |
-0.2% |
107-170 |
| Close |
109-022 |
108-258 |
-0-085 |
-0.2% |
109-190 |
| Range |
0-178 |
0-152 |
-0-025 |
-14.1% |
2-075 |
| ATR |
0-155 |
0-155 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,206,877 |
1,743,028 |
-463,849 |
-21.0% |
9,705,432 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-106 |
110-014 |
109-021 |
|
| R3 |
109-273 |
109-182 |
108-299 |
|
| R2 |
109-121 |
109-121 |
108-285 |
|
| R1 |
109-029 |
109-029 |
108-271 |
108-319 |
| PP |
108-288 |
108-288 |
108-288 |
108-273 |
| S1 |
108-197 |
108-197 |
108-244 |
108-166 |
| S2 |
108-136 |
108-136 |
108-230 |
|
| S3 |
107-303 |
108-044 |
108-216 |
|
| S4 |
107-151 |
107-212 |
108-174 |
|
|
| 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 |
108-022 |
2-080 |
2.1% |
0-246 |
0.7% |
33% |
False |
False |
2,514,256 |
| 10 |
110-102 |
107-075 |
3-028 |
2.8% |
0-182 |
0.5% |
51% |
False |
False |
1,979,482 |
| 20 |
110-102 |
106-280 |
3-142 |
3.2% |
0-142 |
0.4% |
56% |
False |
False |
1,622,153 |
| 40 |
110-102 |
105-312 |
4-110 |
4.0% |
0-130 |
0.4% |
65% |
False |
False |
1,431,844 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-125 |
0.4% |
70% |
False |
False |
1,373,501 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-121 |
0.3% |
72% |
False |
False |
1,030,657 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-103 |
0.3% |
72% |
False |
False |
824,576 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-087 |
0.2% |
72% |
False |
False |
687,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-068 |
|
2.618 |
110-139 |
|
1.618 |
109-307 |
|
1.000 |
109-212 |
|
0.618 |
109-154 |
|
HIGH |
109-060 |
|
0.618 |
109-002 |
|
0.500 |
108-304 |
|
0.382 |
108-286 |
|
LOW |
108-228 |
|
0.618 |
108-133 |
|
1.000 |
108-075 |
|
1.618 |
107-301 |
|
2.618 |
107-148 |
|
4.250 |
106-219 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-304 |
109-165 |
| PP |
108-288 |
109-089 |
| S1 |
108-273 |
109-013 |
|