ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-222 |
108-245 |
0-022 |
0.1% |
108-232 |
| High |
108-298 |
108-285 |
-0-012 |
0.0% |
109-178 |
| Low |
108-192 |
108-212 |
0-020 |
0.1% |
108-188 |
| Close |
108-242 |
108-252 |
0-010 |
0.0% |
108-242 |
| Range |
0-105 |
0-072 |
-0-032 |
-31.0% |
0-310 |
| ATR |
0-152 |
0-147 |
-0-006 |
-3.7% |
0-000 |
| Volume |
1,175,243 |
939,627 |
-235,616 |
-20.0% |
6,475,407 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-148 |
109-112 |
108-292 |
|
| R3 |
109-075 |
109-040 |
108-272 |
|
| R2 |
109-002 |
109-002 |
108-266 |
|
| R1 |
108-288 |
108-288 |
108-259 |
108-305 |
| PP |
108-250 |
108-250 |
108-250 |
108-259 |
| S1 |
108-215 |
108-215 |
108-246 |
108-232 |
| S2 |
108-178 |
108-178 |
108-239 |
|
| S3 |
108-105 |
108-142 |
108-233 |
|
| S4 |
108-032 |
108-070 |
108-213 |
|
|
| 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% |
0-136 |
0.4% |
21% |
False |
False |
1,271,656 |
| 10 |
109-178 |
108-168 |
1-010 |
0.9% |
0-143 |
0.4% |
26% |
False |
False |
1,415,621 |
| 20 |
110-102 |
107-062 |
3-040 |
2.9% |
0-155 |
0.4% |
51% |
False |
False |
1,627,818 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-131 |
0.4% |
64% |
False |
False |
1,411,991 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-130 |
0.4% |
70% |
False |
False |
1,518,398 |
| 80 |
110-102 |
104-302 |
5-120 |
4.9% |
0-124 |
0.4% |
72% |
False |
False |
1,158,181 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-114 |
0.3% |
72% |
False |
False |
926,639 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-096 |
0.3% |
72% |
False |
False |
772,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-273 |
|
2.618 |
109-155 |
|
1.618 |
109-082 |
|
1.000 |
109-038 |
|
0.618 |
109-010 |
|
HIGH |
108-285 |
|
0.618 |
108-257 |
|
0.500 |
108-249 |
|
0.382 |
108-240 |
|
LOW |
108-212 |
|
0.618 |
108-168 |
|
1.000 |
108-140 |
|
1.618 |
108-095 |
|
2.618 |
108-023 |
|
4.250 |
107-224 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-251 |
108-291 |
| PP |
108-250 |
108-278 |
| S1 |
108-249 |
108-265 |
|