ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-178 |
109-212 |
0-035 |
0.1% |
108-270 |
| High |
109-245 |
110-045 |
0-120 |
0.3% |
110-045 |
| Low |
109-152 |
109-108 |
-0-045 |
-0.1% |
108-258 |
| Close |
109-208 |
109-280 |
0-072 |
0.2% |
109-280 |
| Range |
0-092 |
0-258 |
0-165 |
178.4% |
1-108 |
| ATR |
0-123 |
0-133 |
0-010 |
7.8% |
0-000 |
| Volume |
866 |
1,298 |
432 |
49.9% |
19,313 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-063 |
111-269 |
110-102 |
|
| R3 |
111-126 |
111-012 |
110-031 |
|
| R2 |
110-188 |
110-188 |
110-007 |
|
| R1 |
110-074 |
110-074 |
109-304 |
110-131 |
| PP |
109-251 |
109-251 |
109-251 |
109-279 |
| S1 |
109-137 |
109-137 |
109-256 |
109-194 |
| S2 |
108-313 |
108-313 |
109-233 |
|
| S3 |
108-056 |
108-199 |
109-209 |
|
| S4 |
107-118 |
107-262 |
109-138 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-197 |
113-026 |
110-195 |
|
| R3 |
112-089 |
111-238 |
110-078 |
|
| R2 |
110-302 |
110-302 |
110-038 |
|
| R1 |
110-131 |
110-131 |
109-319 |
110-216 |
| PP |
109-194 |
109-194 |
109-194 |
109-237 |
| S1 |
109-023 |
109-023 |
109-241 |
109-109 |
| S2 |
108-087 |
108-087 |
109-202 |
|
| S3 |
106-299 |
107-236 |
109-162 |
|
| S4 |
105-192 |
106-128 |
109-045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-045 |
108-258 |
1-108 |
1.2% |
0-139 |
0.4% |
80% |
True |
False |
9,029 |
| 10 |
110-045 |
108-258 |
1-108 |
1.2% |
0-113 |
0.3% |
80% |
True |
False |
1,459,152 |
| 20 |
110-045 |
108-188 |
1-178 |
1.4% |
0-121 |
0.3% |
83% |
True |
False |
1,465,978 |
| 40 |
110-102 |
107-032 |
3-070 |
2.9% |
0-131 |
0.4% |
86% |
False |
False |
1,542,309 |
| 60 |
110-102 |
106-018 |
4-085 |
3.9% |
0-129 |
0.4% |
90% |
False |
False |
1,456,405 |
| 80 |
110-102 |
105-088 |
5-015 |
4.6% |
0-126 |
0.4% |
91% |
False |
False |
1,418,486 |
| 100 |
110-102 |
104-302 |
5-120 |
4.9% |
0-122 |
0.3% |
92% |
False |
False |
1,135,255 |
| 120 |
110-102 |
104-302 |
5-120 |
4.9% |
0-107 |
0.3% |
92% |
False |
False |
946,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-179 |
|
2.618 |
112-079 |
|
1.618 |
111-142 |
|
1.000 |
110-302 |
|
0.618 |
110-204 |
|
HIGH |
110-045 |
|
0.618 |
109-267 |
|
0.500 |
109-236 |
|
0.382 |
109-206 |
|
LOW |
109-108 |
|
0.618 |
108-268 |
|
1.000 |
108-170 |
|
1.618 |
108-011 |
|
2.618 |
107-073 |
|
4.250 |
105-293 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-265 |
109-257 |
| PP |
109-251 |
109-234 |
| S1 |
109-236 |
109-211 |
|