ECBOT 5 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 03-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
109-018 |
108-270 |
-0-068 |
-0.2% |
109-072 |
High |
109-020 |
109-078 |
0-058 |
0.2% |
109-120 |
Low |
108-260 |
108-258 |
-0-002 |
0.0% |
108-260 |
Close |
108-278 |
109-038 |
0-080 |
0.2% |
108-278 |
Range |
0-080 |
0-140 |
0-060 |
75.0% |
0-180 |
ATR |
0-123 |
0-124 |
0-001 |
1.0% |
0-000 |
Volume |
25,835 |
9,376 |
-16,459 |
-63.7% |
11,005,678 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-118 |
110-058 |
109-114 |
|
R3 |
109-298 |
109-238 |
109-076 |
|
R2 |
109-158 |
109-158 |
109-063 |
|
R1 |
109-098 |
109-098 |
109-050 |
109-128 |
PP |
109-018 |
109-018 |
109-018 |
109-032 |
S1 |
108-278 |
108-278 |
109-025 |
108-308 |
S2 |
108-198 |
108-198 |
109-012 |
|
S3 |
108-058 |
108-138 |
108-319 |
|
S4 |
107-238 |
107-318 |
108-280 |
|
|
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 |
109-090 |
108-258 |
0-152 |
0.4% |
0-090 |
0.3% |
66% |
False |
True |
1,241,478 |
10 |
109-130 |
108-232 |
0-218 |
0.6% |
0-105 |
0.3% |
57% |
False |
False |
2,085,726 |
20 |
109-178 |
108-168 |
1-010 |
0.9% |
0-124 |
0.4% |
58% |
False |
False |
1,750,673 |
40 |
110-102 |
106-250 |
3-172 |
3.2% |
0-128 |
0.4% |
66% |
False |
False |
1,634,938 |
60 |
110-102 |
105-302 |
4-120 |
4.0% |
0-128 |
0.4% |
73% |
False |
False |
1,516,644 |
80 |
110-102 |
105-088 |
5-015 |
4.6% |
0-123 |
0.4% |
76% |
False |
False |
1,418,630 |
100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-121 |
0.3% |
78% |
False |
False |
1,135,211 |
120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-103 |
0.3% |
78% |
False |
False |
946,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-032 |
2.618 |
110-124 |
1.618 |
109-304 |
1.000 |
109-218 |
0.618 |
109-164 |
HIGH |
109-078 |
0.618 |
109-024 |
0.500 |
109-008 |
0.382 |
108-311 |
LOW |
108-258 |
0.618 |
108-171 |
1.000 |
108-118 |
1.618 |
108-031 |
2.618 |
107-211 |
4.250 |
106-302 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
109-028 |
109-028 |
PP |
109-018 |
109-018 |
S1 |
109-008 |
109-009 |
|