ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-082 |
109-068 |
-0-015 |
0.0% |
109-192 |
| High |
109-178 |
109-075 |
-0-102 |
-0.3% |
110-102 |
| Low |
109-008 |
108-188 |
-0-140 |
-0.4% |
108-168 |
| Close |
109-088 |
108-208 |
-0-200 |
-0.6% |
108-242 |
| Range |
0-170 |
0-208 |
0-038 |
22.1% |
1-255 |
| ATR |
0-151 |
0-156 |
0-005 |
3.3% |
0-000 |
| Volume |
1,419,717 |
1,704,928 |
285,211 |
20.1% |
9,990,318 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-246 |
110-114 |
109-002 |
|
| R3 |
110-038 |
109-227 |
108-265 |
|
| R2 |
109-151 |
109-151 |
108-246 |
|
| R1 |
109-019 |
109-019 |
108-227 |
108-301 |
| PP |
108-263 |
108-263 |
108-263 |
108-244 |
| S1 |
108-132 |
108-132 |
108-188 |
108-094 |
| S2 |
108-056 |
108-056 |
108-169 |
|
| S3 |
107-168 |
107-244 |
108-150 |
|
| S4 |
106-281 |
107-037 |
108-093 |
|
|
| 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 |
108-188 |
0-310 |
0.9% |
0-142 |
0.4% |
6% |
False |
True |
1,267,500 |
| 10 |
110-102 |
108-168 |
1-255 |
1.7% |
0-198 |
0.6% |
7% |
False |
False |
1,842,172 |
| 20 |
110-102 |
107-032 |
3-070 |
3.0% |
0-155 |
0.4% |
48% |
False |
False |
1,619,660 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-131 |
0.4% |
61% |
False |
False |
1,407,872 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-130 |
0.4% |
67% |
False |
False |
1,503,246 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-124 |
0.4% |
69% |
False |
False |
1,131,746 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-112 |
0.3% |
69% |
False |
False |
905,490 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-095 |
0.3% |
69% |
False |
False |
754,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-317 |
|
2.618 |
110-298 |
|
1.618 |
110-091 |
|
1.000 |
109-282 |
|
0.618 |
109-203 |
|
HIGH |
109-075 |
|
0.618 |
108-316 |
|
0.500 |
108-291 |
|
0.382 |
108-267 |
|
LOW |
108-188 |
|
0.618 |
108-059 |
|
1.000 |
107-300 |
|
1.618 |
107-172 |
|
2.618 |
106-284 |
|
4.250 |
105-266 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-291 |
109-022 |
| PP |
108-263 |
108-298 |
| S1 |
108-235 |
108-252 |
|