ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-045 |
108-302 |
-0-062 |
-0.2% |
107-192 |
| High |
109-060 |
109-062 |
0-002 |
0.0% |
109-245 |
| Low |
108-228 |
108-168 |
-0-060 |
-0.2% |
107-170 |
| Close |
108-258 |
108-205 |
-0-052 |
-0.2% |
109-190 |
| Range |
0-152 |
0-215 |
0-062 |
41.0% |
2-075 |
| ATR |
0-155 |
0-159 |
0-004 |
2.8% |
0-000 |
| Volume |
1,743,028 |
1,753,936 |
10,908 |
0.6% |
9,705,432 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-257 |
110-126 |
109-003 |
|
| R3 |
110-042 |
109-231 |
108-264 |
|
| R2 |
109-147 |
109-147 |
108-244 |
|
| R1 |
109-016 |
109-016 |
108-225 |
108-294 |
| PP |
108-252 |
108-252 |
108-252 |
108-231 |
| S1 |
108-121 |
108-121 |
108-185 |
108-079 |
| S2 |
108-037 |
108-037 |
108-166 |
|
| S3 |
107-142 |
107-226 |
108-146 |
|
| S4 |
106-247 |
107-011 |
108-087 |
|
|
| 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 |
108-168 |
1-255 |
1.7% |
0-254 |
0.7% |
7% |
False |
True |
2,416,843 |
| 10 |
110-102 |
107-075 |
3-028 |
2.8% |
0-191 |
0.6% |
46% |
False |
False |
1,986,277 |
| 20 |
110-102 |
107-032 |
3-070 |
3.0% |
0-142 |
0.4% |
48% |
False |
False |
1,618,639 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-133 |
0.4% |
61% |
False |
False |
1,451,618 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-128 |
0.4% |
67% |
False |
False |
1,402,655 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-122 |
0.4% |
69% |
False |
False |
1,052,574 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-105 |
0.3% |
69% |
False |
False |
842,115 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-089 |
0.3% |
69% |
False |
False |
701,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-016 |
|
2.618 |
110-305 |
|
1.618 |
110-090 |
|
1.000 |
109-278 |
|
0.618 |
109-195 |
|
HIGH |
109-062 |
|
0.618 |
108-300 |
|
0.500 |
108-275 |
|
0.382 |
108-250 |
|
LOW |
108-168 |
|
0.618 |
108-035 |
|
1.000 |
107-272 |
|
1.618 |
107-140 |
|
2.618 |
106-245 |
|
4.250 |
105-214 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-275 |
109-004 |
| PP |
108-252 |
108-284 |
| S1 |
108-228 |
108-245 |
|