ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-068 |
108-222 |
-0-165 |
-0.5% |
108-232 |
| High |
109-075 |
108-298 |
-0-098 |
-0.3% |
109-178 |
| Low |
108-188 |
108-192 |
0-005 |
0.0% |
108-188 |
| Close |
108-208 |
108-242 |
0-035 |
0.1% |
108-242 |
| Range |
0-208 |
0-105 |
-0-102 |
-49.4% |
0-310 |
| ATR |
0-156 |
0-152 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,704,928 |
1,175,243 |
-529,685 |
-31.1% |
6,475,407 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-239 |
109-186 |
108-300 |
|
| R3 |
109-134 |
109-081 |
108-271 |
|
| R2 |
109-029 |
109-029 |
108-262 |
|
| R1 |
108-296 |
108-296 |
108-252 |
109-002 |
| PP |
108-244 |
108-244 |
108-244 |
108-258 |
| S1 |
108-191 |
108-191 |
108-233 |
108-218 |
| S2 |
108-139 |
108-139 |
108-223 |
|
| S3 |
108-034 |
108-086 |
108-214 |
|
| S4 |
107-249 |
107-301 |
108-185 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-279 |
111-091 |
109-093 |
|
| R3 |
110-289 |
110-101 |
109-008 |
|
| R2 |
109-299 |
109-299 |
108-299 |
|
| R1 |
109-111 |
109-111 |
108-271 |
109-205 |
| PP |
108-309 |
108-309 |
108-309 |
109-036 |
| S1 |
108-121 |
108-121 |
108-214 |
108-215 |
| S2 |
107-319 |
107-319 |
108-186 |
|
| S3 |
107-009 |
107-131 |
108-157 |
|
| S4 |
106-019 |
106-141 |
108-072 |
|
|
| 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% |
0-146 |
0.4% |
18% |
False |
False |
1,295,081 |
| 10 |
110-102 |
108-168 |
1-255 |
1.7% |
0-169 |
0.5% |
13% |
False |
False |
1,646,572 |
| 20 |
110-102 |
107-032 |
3-070 |
3.0% |
0-155 |
0.4% |
51% |
False |
False |
1,625,222 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-131 |
0.4% |
63% |
False |
False |
1,410,920 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-131 |
0.4% |
69% |
False |
False |
1,518,403 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-123 |
0.4% |
71% |
False |
False |
1,146,437 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-113 |
0.3% |
71% |
False |
False |
917,243 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-095 |
0.3% |
71% |
False |
False |
764,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-104 |
|
2.618 |
109-252 |
|
1.618 |
109-147 |
|
1.000 |
109-082 |
|
0.618 |
109-042 |
|
HIGH |
108-298 |
|
0.618 |
108-257 |
|
0.500 |
108-245 |
|
0.382 |
108-233 |
|
LOW |
108-192 |
|
0.618 |
108-128 |
|
1.000 |
108-088 |
|
1.618 |
108-023 |
|
2.618 |
107-238 |
|
4.250 |
107-066 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-245 |
109-022 |
| PP |
108-244 |
108-309 |
| S1 |
108-243 |
108-276 |
|