ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-050 |
109-018 |
-0-032 |
-0.1% |
109-072 |
| High |
109-080 |
109-020 |
-0-060 |
-0.2% |
109-120 |
| Low |
108-298 |
108-260 |
-0-038 |
-0.1% |
108-260 |
| Close |
109-012 |
108-278 |
-0-055 |
-0.2% |
108-278 |
| Range |
0-102 |
0-080 |
-0-022 |
-22.0% |
0-180 |
| ATR |
0-126 |
0-123 |
-0-003 |
-2.6% |
0-000 |
| Volume |
396,119 |
25,835 |
-370,284 |
-93.5% |
11,005,678 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-212 |
109-165 |
109-002 |
|
| R3 |
109-132 |
109-085 |
108-300 |
|
| R2 |
109-052 |
109-052 |
108-292 |
|
| R1 |
109-005 |
109-005 |
108-285 |
108-309 |
| PP |
108-292 |
108-292 |
108-292 |
108-284 |
| S1 |
108-245 |
108-245 |
108-270 |
108-229 |
| S2 |
108-212 |
108-212 |
108-263 |
|
| S3 |
108-132 |
108-165 |
108-256 |
|
| S4 |
108-052 |
108-085 |
108-234 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-226 |
110-112 |
109-056 |
|
| R3 |
110-046 |
109-252 |
109-007 |
|
| R2 |
109-186 |
109-186 |
108-310 |
|
| R1 |
109-072 |
109-072 |
108-294 |
109-039 |
| PP |
109-006 |
109-006 |
109-006 |
108-309 |
| S1 |
108-212 |
108-212 |
108-261 |
108-179 |
| S2 |
108-146 |
108-146 |
108-244 |
|
| S3 |
107-286 |
108-032 |
108-228 |
|
| S4 |
107-106 |
107-172 |
108-178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-120 |
108-260 |
0-180 |
0.5% |
0-078 |
0.2% |
10% |
False |
True |
2,201,135 |
| 10 |
109-130 |
108-212 |
0-238 |
0.7% |
0-098 |
0.3% |
27% |
False |
False |
2,178,751 |
| 20 |
110-102 |
108-168 |
1-255 |
1.7% |
0-134 |
0.4% |
19% |
False |
False |
1,912,662 |
| 40 |
110-102 |
106-250 |
3-172 |
3.3% |
0-126 |
0.4% |
59% |
False |
False |
1,657,699 |
| 60 |
110-102 |
105-302 |
4-120 |
4.0% |
0-127 |
0.4% |
67% |
False |
False |
1,537,270 |
| 80 |
110-102 |
105-088 |
5-015 |
4.6% |
0-122 |
0.4% |
71% |
False |
False |
1,418,560 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-121 |
0.3% |
73% |
False |
False |
1,135,118 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-102 |
0.3% |
73% |
False |
False |
945,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-040 |
|
2.618 |
109-229 |
|
1.618 |
109-149 |
|
1.000 |
109-100 |
|
0.618 |
109-069 |
|
HIGH |
109-020 |
|
0.618 |
108-309 |
|
0.500 |
108-300 |
|
0.382 |
108-291 |
|
LOW |
108-260 |
|
0.618 |
108-211 |
|
1.000 |
108-180 |
|
1.618 |
108-131 |
|
2.618 |
108-051 |
|
4.250 |
107-240 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-300 |
109-015 |
| PP |
108-292 |
108-316 |
| S1 |
108-285 |
108-297 |
|