ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-310 |
109-082 |
0-092 |
0.3% |
109-192 |
| High |
109-085 |
109-178 |
0-092 |
0.3% |
110-102 |
| Low |
108-278 |
109-008 |
0-050 |
0.1% |
108-168 |
| Close |
109-070 |
109-088 |
0-018 |
0.1% |
108-242 |
| Range |
0-128 |
0-170 |
0-042 |
33.3% |
1-255 |
| ATR |
0-150 |
0-151 |
0-001 |
1.0% |
0-000 |
| Volume |
1,118,767 |
1,419,717 |
300,950 |
26.9% |
9,990,318 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-281 |
110-194 |
109-181 |
|
| R3 |
110-111 |
110-024 |
109-134 |
|
| R2 |
109-261 |
109-261 |
109-119 |
|
| R1 |
109-174 |
109-174 |
109-103 |
109-218 |
| PP |
109-091 |
109-091 |
109-091 |
109-112 |
| S1 |
109-004 |
109-004 |
109-072 |
109-048 |
| S2 |
108-241 |
108-241 |
109-056 |
|
| S3 |
108-071 |
108-154 |
109-041 |
|
| S4 |
107-221 |
107-304 |
108-314 |
|
|
| 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 |
109-178 |
108-168 |
1-010 |
0.9% |
0-144 |
0.4% |
73% |
True |
False |
1,277,301 |
| 10 |
110-102 |
108-022 |
2-080 |
2.1% |
0-195 |
0.6% |
53% |
False |
False |
1,895,778 |
| 20 |
110-102 |
107-032 |
3-070 |
2.9% |
0-148 |
0.4% |
67% |
False |
False |
1,590,395 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-130 |
0.4% |
75% |
False |
False |
1,392,646 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-127 |
0.4% |
79% |
False |
False |
1,477,066 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-122 |
0.3% |
81% |
False |
False |
1,110,436 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-110 |
0.3% |
81% |
False |
False |
888,441 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-093 |
0.3% |
81% |
False |
False |
740,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-260 |
|
2.618 |
110-303 |
|
1.618 |
110-133 |
|
1.000 |
110-028 |
|
0.618 |
109-283 |
|
HIGH |
109-178 |
|
0.618 |
109-113 |
|
0.500 |
109-092 |
|
0.382 |
109-072 |
|
LOW |
109-008 |
|
0.618 |
108-222 |
|
1.000 |
108-158 |
|
1.618 |
108-052 |
|
2.618 |
107-202 |
|
4.250 |
106-245 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-092 |
109-068 |
| PP |
109-091 |
109-048 |
| S1 |
109-089 |
109-029 |
|