ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-052 |
110-015 |
0-282 |
0.8% |
108-025 |
| High |
110-078 |
110-258 |
0-180 |
0.5% |
110-078 |
| Low |
109-008 |
109-262 |
0-255 |
0.7% |
107-315 |
| Close |
110-028 |
110-000 |
-0-028 |
-0.1% |
110-028 |
| Range |
1-070 |
0-315 |
-0-075 |
-19.2% |
2-082 |
| ATR |
0-116 |
0-130 |
0-014 |
12.3% |
0-000 |
| Volume |
7,879 |
5,046 |
-2,833 |
-36.0% |
11,347 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-052 |
112-181 |
110-173 |
|
| R3 |
112-057 |
111-186 |
110-087 |
|
| R2 |
111-062 |
111-062 |
110-058 |
|
| R1 |
110-191 |
110-191 |
110-029 |
110-129 |
| PP |
110-067 |
110-067 |
110-067 |
110-036 |
| S1 |
109-196 |
109-196 |
109-291 |
109-134 |
| S2 |
109-072 |
109-072 |
109-262 |
|
| S3 |
108-077 |
108-201 |
109-233 |
|
| S4 |
107-082 |
107-206 |
109-147 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-068 |
115-130 |
111-105 |
|
| R3 |
113-305 |
113-048 |
110-226 |
|
| R2 |
111-222 |
111-222 |
110-160 |
|
| R1 |
110-285 |
110-285 |
110-094 |
111-094 |
| PP |
109-140 |
109-140 |
109-140 |
109-204 |
| S1 |
108-202 |
108-202 |
109-281 |
109-011 |
| S2 |
107-058 |
107-058 |
109-215 |
|
| S3 |
104-295 |
106-120 |
109-149 |
|
| S4 |
102-212 |
104-038 |
108-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-258 |
107-315 |
2-262 |
2.6% |
0-226 |
0.6% |
71% |
True |
False |
3,259 |
| 10 |
110-258 |
107-215 |
3-042 |
2.8% |
0-148 |
0.4% |
74% |
True |
False |
1,652 |
| 20 |
110-258 |
107-070 |
3-188 |
3.3% |
0-100 |
0.3% |
78% |
True |
False |
827 |
| 40 |
110-258 |
106-100 |
4-158 |
4.1% |
0-065 |
0.2% |
82% |
True |
False |
413 |
| 60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-043 |
0.1% |
84% |
True |
False |
275 |
| 80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-033 |
0.1% |
85% |
True |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-316 |
|
2.618 |
113-122 |
|
1.618 |
112-127 |
|
1.000 |
111-252 |
|
0.618 |
111-132 |
|
HIGH |
110-258 |
|
0.618 |
110-137 |
|
0.500 |
110-100 |
|
0.382 |
110-063 |
|
LOW |
109-262 |
|
0.618 |
109-068 |
|
1.000 |
108-268 |
|
1.618 |
108-073 |
|
2.618 |
107-078 |
|
4.250 |
105-204 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-100 |
109-288 |
| PP |
110-067 |
109-256 |
| S1 |
110-033 |
109-224 |
|