ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-022 |
109-068 |
0-045 |
0.1% |
108-232 |
| High |
109-130 |
109-090 |
-0-040 |
-0.1% |
109-178 |
| Low |
108-310 |
108-268 |
-0-042 |
-0.1% |
108-188 |
| Close |
109-095 |
108-292 |
-0-122 |
-0.4% |
108-242 |
| Range |
0-140 |
0-142 |
0-002 |
1.8% |
0-310 |
| ATR |
0-144 |
0-144 |
0-000 |
0.2% |
0-000 |
| Volume |
2,126,116 |
3,048,901 |
922,785 |
43.4% |
6,475,407 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-111 |
110-024 |
109-051 |
|
| R3 |
109-288 |
109-202 |
109-012 |
|
| R2 |
109-146 |
109-146 |
108-319 |
|
| R1 |
109-059 |
109-059 |
108-306 |
109-031 |
| PP |
109-003 |
109-003 |
109-003 |
108-309 |
| S1 |
108-237 |
108-237 |
108-279 |
108-209 |
| S2 |
108-181 |
108-181 |
108-266 |
|
| S3 |
108-038 |
108-094 |
108-253 |
|
| S4 |
107-216 |
107-272 |
108-214 |
|
|
| 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 |
109-130 |
108-192 |
0-258 |
0.7% |
0-114 |
0.3% |
39% |
False |
False |
1,678,109 |
| 10 |
109-178 |
108-188 |
0-310 |
0.9% |
0-128 |
0.4% |
34% |
False |
False |
1,472,805 |
| 20 |
110-102 |
107-075 |
3-028 |
2.8% |
0-160 |
0.5% |
54% |
False |
False |
1,729,541 |
| 40 |
110-102 |
106-018 |
4-085 |
3.9% |
0-135 |
0.4% |
67% |
False |
False |
1,495,276 |
| 60 |
110-102 |
105-088 |
5-015 |
4.6% |
0-131 |
0.4% |
72% |
False |
False |
1,456,991 |
| 80 |
110-102 |
105-012 |
5-090 |
4.8% |
0-125 |
0.4% |
73% |
False |
False |
1,236,616 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-117 |
0.3% |
74% |
False |
False |
989,396 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-098 |
0.3% |
74% |
False |
False |
824,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-056 |
|
2.618 |
110-143 |
|
1.618 |
110-001 |
|
1.000 |
109-232 |
|
0.618 |
109-178 |
|
HIGH |
109-090 |
|
0.618 |
109-036 |
|
0.500 |
109-019 |
|
0.382 |
109-002 |
|
LOW |
108-268 |
|
0.618 |
108-179 |
|
1.000 |
108-125 |
|
1.618 |
108-037 |
|
2.618 |
107-214 |
|
4.250 |
106-302 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-019 |
109-021 |
| PP |
109-003 |
109-005 |
| S1 |
108-308 |
108-309 |
|