ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-210 |
108-232 |
0-022 |
0.1% |
109-192 |
| High |
108-295 |
108-318 |
0-022 |
0.1% |
110-102 |
| Low |
108-208 |
108-200 |
-0-008 |
0.0% |
108-168 |
| Close |
108-242 |
108-302 |
0-060 |
0.2% |
108-242 |
| Range |
0-088 |
0-118 |
0-030 |
34.3% |
1-255 |
| ATR |
0-154 |
0-151 |
-0-003 |
-1.7% |
0-000 |
| Volume |
1,037,337 |
1,056,752 |
19,415 |
1.9% |
9,990,318 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-306 |
109-262 |
109-047 |
|
| R3 |
109-188 |
109-144 |
109-015 |
|
| R2 |
109-071 |
109-071 |
109-004 |
|
| R1 |
109-027 |
109-027 |
108-313 |
109-049 |
| PP |
108-273 |
108-273 |
108-273 |
108-284 |
| S1 |
108-229 |
108-229 |
108-292 |
108-251 |
| S2 |
108-156 |
108-156 |
108-281 |
|
| S3 |
108-038 |
108-112 |
108-270 |
|
| S4 |
107-241 |
107-314 |
108-238 |
|
|
| 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 |
109-160 |
108-168 |
0-312 |
0.9% |
0-150 |
0.4% |
43% |
False |
False |
1,559,586 |
| 10 |
110-102 |
107-170 |
2-252 |
2.6% |
0-193 |
0.6% |
51% |
False |
False |
1,984,067 |
| 20 |
110-102 |
107-032 |
3-070 |
3.0% |
0-141 |
0.4% |
57% |
False |
False |
1,599,321 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-128 |
0.4% |
68% |
False |
False |
1,400,645 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-126 |
0.4% |
73% |
False |
False |
1,436,441 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-122 |
0.3% |
74% |
False |
False |
1,078,734 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-107 |
0.3% |
74% |
False |
False |
863,056 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-090 |
0.3% |
74% |
False |
False |
719,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-177 |
|
2.618 |
109-305 |
|
1.618 |
109-188 |
|
1.000 |
109-115 |
|
0.618 |
109-070 |
|
HIGH |
108-318 |
|
0.618 |
108-273 |
|
0.500 |
108-259 |
|
0.382 |
108-245 |
|
LOW |
108-200 |
|
0.618 |
108-127 |
|
1.000 |
108-082 |
|
1.618 |
108-010 |
|
2.618 |
107-212 |
|
4.250 |
107-021 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-288 |
108-293 |
| PP |
108-273 |
108-284 |
| S1 |
108-259 |
108-275 |
|