ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-232 |
108-310 |
0-078 |
0.2% |
109-192 |
| High |
108-318 |
109-085 |
0-088 |
0.3% |
110-102 |
| Low |
108-200 |
108-278 |
0-078 |
0.2% |
108-168 |
| Close |
108-302 |
109-070 |
0-088 |
0.3% |
108-242 |
| Range |
0-118 |
0-128 |
0-010 |
8.5% |
1-255 |
| ATR |
0-151 |
0-150 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,056,752 |
1,118,767 |
62,015 |
5.9% |
9,990,318 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-100 |
110-052 |
109-140 |
|
| R3 |
109-292 |
109-245 |
109-105 |
|
| R2 |
109-165 |
109-165 |
109-093 |
|
| R1 |
109-118 |
109-118 |
109-082 |
109-141 |
| PP |
109-038 |
109-038 |
109-038 |
109-049 |
| S1 |
108-310 |
108-310 |
109-058 |
109-014 |
| S2 |
108-230 |
108-230 |
109-047 |
|
| S3 |
108-102 |
108-182 |
109-035 |
|
| S4 |
107-295 |
108-055 |
109-000 |
|
|
| 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 |
109-085 |
108-168 |
0-238 |
0.7% |
0-140 |
0.4% |
94% |
True |
False |
1,341,964 |
| 10 |
110-102 |
107-215 |
2-208 |
2.4% |
0-197 |
0.6% |
58% |
False |
False |
1,978,754 |
| 20 |
110-102 |
107-032 |
3-070 |
2.9% |
0-143 |
0.4% |
66% |
False |
False |
1,578,977 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-128 |
0.4% |
74% |
False |
False |
1,383,797 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-126 |
0.4% |
78% |
False |
False |
1,454,393 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-122 |
0.3% |
80% |
False |
False |
1,092,719 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-108 |
0.3% |
80% |
False |
False |
874,244 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-091 |
0.3% |
80% |
False |
False |
728,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-307 |
|
2.618 |
110-099 |
|
1.618 |
109-291 |
|
1.000 |
109-212 |
|
0.618 |
109-164 |
|
HIGH |
109-085 |
|
0.618 |
109-036 |
|
0.500 |
109-021 |
|
0.382 |
109-006 |
|
LOW |
108-278 |
|
0.618 |
108-199 |
|
1.000 |
108-150 |
|
1.618 |
108-071 |
|
2.618 |
107-264 |
|
4.250 |
107-056 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-054 |
109-041 |
| PP |
109-038 |
109-012 |
| S1 |
109-021 |
108-302 |
|