ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-302 |
108-210 |
-0-092 |
-0.3% |
109-192 |
| High |
109-062 |
108-295 |
-0-088 |
-0.3% |
110-102 |
| Low |
108-168 |
108-208 |
0-040 |
0.1% |
108-168 |
| Close |
108-205 |
108-242 |
0-038 |
0.1% |
108-242 |
| Range |
0-215 |
0-088 |
-0-128 |
-59.3% |
1-255 |
| ATR |
0-159 |
0-154 |
-0-005 |
-3.1% |
0-000 |
| Volume |
1,753,936 |
1,037,337 |
-716,599 |
-40.9% |
9,990,318 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-191 |
109-144 |
108-291 |
|
| R3 |
109-103 |
109-057 |
108-267 |
|
| R2 |
109-016 |
109-016 |
108-259 |
|
| R1 |
108-289 |
108-289 |
108-251 |
108-312 |
| PP |
108-248 |
108-248 |
108-248 |
108-260 |
| S1 |
108-202 |
108-202 |
108-234 |
108-225 |
| S2 |
108-161 |
108-161 |
108-226 |
|
| S3 |
108-073 |
108-114 |
108-218 |
|
| S4 |
107-306 |
108-027 |
108-194 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-189 |
113-151 |
109-239 |
|
| R3 |
112-254 |
111-216 |
109-081 |
|
| R2 |
110-319 |
110-319 |
109-028 |
|
| R1 |
109-281 |
109-281 |
108-295 |
109-172 |
| PP |
109-064 |
109-064 |
109-064 |
109-010 |
| S1 |
108-026 |
108-026 |
108-190 |
107-238 |
| S2 |
107-129 |
107-129 |
108-137 |
|
| S3 |
105-194 |
106-091 |
108-084 |
|
| S4 |
103-259 |
104-156 |
107-246 |
|
|
| 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% |
0-192 |
0.6% |
13% |
False |
False |
1,998,063 |
| 10 |
110-102 |
107-170 |
2-252 |
2.6% |
0-188 |
0.5% |
44% |
False |
False |
1,969,575 |
| 20 |
110-102 |
107-032 |
3-070 |
3.0% |
0-140 |
0.4% |
51% |
False |
False |
1,610,111 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-129 |
0.4% |
63% |
False |
False |
1,420,321 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-127 |
0.4% |
69% |
False |
False |
1,419,631 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-122 |
0.4% |
71% |
False |
False |
1,065,525 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-106 |
0.3% |
71% |
False |
False |
852,489 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-089 |
0.3% |
71% |
False |
False |
710,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-027 |
|
2.618 |
109-204 |
|
1.618 |
109-117 |
|
1.000 |
109-062 |
|
0.618 |
109-029 |
|
HIGH |
108-295 |
|
0.618 |
108-262 |
|
0.500 |
108-251 |
|
0.382 |
108-241 |
|
LOW |
108-208 |
|
0.618 |
108-153 |
|
1.000 |
108-120 |
|
1.618 |
108-066 |
|
2.618 |
107-298 |
|
4.250 |
107-156 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-251 |
108-275 |
| PP |
108-248 |
108-264 |
| S1 |
108-245 |
108-253 |
|