ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-245 |
108-255 |
0-010 |
0.0% |
108-232 |
| High |
108-285 |
109-025 |
0-060 |
0.2% |
109-178 |
| Low |
108-212 |
108-232 |
0-020 |
0.1% |
108-188 |
| Close |
108-252 |
109-010 |
0-078 |
0.2% |
108-242 |
| Range |
0-072 |
0-112 |
0-040 |
55.2% |
0-310 |
| ATR |
0-147 |
0-144 |
-0-002 |
-1.7% |
0-000 |
| Volume |
939,627 |
1,100,662 |
161,035 |
17.1% |
6,475,407 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-000 |
109-278 |
109-072 |
|
| R3 |
109-208 |
109-165 |
109-041 |
|
| R2 |
109-095 |
109-095 |
109-031 |
|
| R1 |
109-052 |
109-052 |
109-020 |
109-074 |
| PP |
108-302 |
108-302 |
108-302 |
108-313 |
| S1 |
108-260 |
108-260 |
109-000 |
108-281 |
| S2 |
108-190 |
108-190 |
108-309 |
|
| S3 |
108-078 |
108-148 |
108-299 |
|
| S4 |
107-285 |
108-035 |
108-268 |
|
|
| 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% |
0-134 |
0.4% |
46% |
False |
False |
1,268,035 |
| 10 |
109-178 |
108-168 |
1-010 |
0.9% |
0-137 |
0.4% |
49% |
False |
False |
1,304,999 |
| 20 |
110-102 |
107-072 |
3-030 |
2.8% |
0-157 |
0.5% |
58% |
False |
False |
1,642,340 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-132 |
0.4% |
70% |
False |
False |
1,419,829 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-130 |
0.4% |
74% |
False |
False |
1,487,608 |
| 80 |
110-102 |
105-012 |
5-090 |
4.8% |
0-123 |
0.4% |
76% |
False |
False |
1,171,939 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-115 |
0.3% |
76% |
False |
False |
937,646 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-096 |
0.3% |
76% |
False |
False |
781,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-183 |
|
2.618 |
110-000 |
|
1.618 |
109-207 |
|
1.000 |
109-138 |
|
0.618 |
109-095 |
|
HIGH |
109-025 |
|
0.618 |
108-302 |
|
0.500 |
108-289 |
|
0.382 |
108-275 |
|
LOW |
108-232 |
|
0.618 |
108-163 |
|
1.000 |
108-120 |
|
1.618 |
108-050 |
|
2.618 |
107-258 |
|
4.250 |
107-074 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-316 |
108-310 |
| PP |
108-302 |
108-289 |
| S1 |
108-289 |
108-269 |
|