ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-070 |
109-178 |
0-108 |
0.3% |
109-072 |
| High |
109-182 |
109-245 |
0-062 |
0.2% |
109-120 |
| Low |
109-058 |
109-152 |
0-095 |
0.3% |
108-260 |
| Close |
109-168 |
109-208 |
0-040 |
0.1% |
108-278 |
| Range |
0-125 |
0-092 |
-0-032 |
-26.0% |
0-180 |
| ATR |
0-126 |
0-123 |
-0-002 |
-1.9% |
0-000 |
| Volume |
7,773 |
866 |
-6,907 |
-88.9% |
11,005,678 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-159 |
110-116 |
109-258 |
|
| R3 |
110-067 |
110-023 |
109-233 |
|
| R2 |
109-294 |
109-294 |
109-224 |
|
| R1 |
109-251 |
109-251 |
109-216 |
109-272 |
| PP |
109-202 |
109-202 |
109-202 |
109-212 |
| S1 |
109-158 |
109-158 |
109-199 |
109-180 |
| S2 |
109-109 |
109-109 |
109-191 |
|
| S3 |
109-017 |
109-066 |
109-182 |
|
| S4 |
108-244 |
108-293 |
109-157 |
|
|
| 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 |
109-245 |
108-258 |
0-308 |
0.9% |
0-108 |
0.3% |
88% |
True |
False |
87,993 |
| 10 |
109-245 |
108-258 |
0-308 |
0.9% |
0-102 |
0.3% |
88% |
True |
False |
1,763,912 |
| 20 |
109-245 |
108-168 |
1-078 |
1.1% |
0-119 |
0.3% |
91% |
True |
False |
1,553,610 |
| 40 |
110-102 |
106-280 |
3-142 |
3.1% |
0-130 |
0.4% |
80% |
False |
False |
1,587,882 |
| 60 |
110-102 |
105-312 |
4-110 |
4.0% |
0-126 |
0.4% |
85% |
False |
False |
1,472,433 |
| 80 |
110-102 |
105-088 |
5-015 |
4.6% |
0-124 |
0.4% |
87% |
False |
False |
1,418,528 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-121 |
0.3% |
88% |
False |
False |
1,135,248 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-105 |
0.3% |
88% |
False |
False |
946,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-318 |
|
2.618 |
110-167 |
|
1.618 |
110-075 |
|
1.000 |
110-018 |
|
0.618 |
109-302 |
|
HIGH |
109-245 |
|
0.618 |
109-210 |
|
0.500 |
109-199 |
|
0.382 |
109-188 |
|
LOW |
109-152 |
|
0.618 |
109-095 |
|
1.000 |
109-060 |
|
1.618 |
109-003 |
|
2.618 |
108-230 |
|
4.250 |
108-079 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-205 |
109-169 |
| PP |
109-202 |
109-130 |
| S1 |
109-199 |
109-091 |
|