ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
110-015 |
109-315 |
-0-020 |
-0.1% |
108-025 |
| High |
110-258 |
109-315 |
-0-262 |
-0.7% |
110-078 |
| Low |
109-262 |
109-142 |
-0-120 |
-0.3% |
107-315 |
| Close |
110-000 |
109-178 |
-0-142 |
-0.4% |
110-028 |
| Range |
0-315 |
0-172 |
-0-142 |
-45.2% |
2-082 |
| ATR |
0-130 |
0-133 |
0-003 |
2.6% |
0-000 |
| Volume |
5,046 |
2,850 |
-2,196 |
-43.5% |
11,347 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-089 |
110-306 |
109-272 |
|
| R3 |
110-237 |
110-133 |
109-225 |
|
| R2 |
110-064 |
110-064 |
109-209 |
|
| R1 |
109-281 |
109-281 |
109-193 |
109-246 |
| PP |
109-212 |
109-212 |
109-212 |
109-194 |
| S1 |
109-108 |
109-108 |
109-162 |
109-074 |
| S2 |
109-039 |
109-039 |
109-146 |
|
| S3 |
108-187 |
108-256 |
109-130 |
|
| S4 |
108-014 |
108-083 |
109-083 |
|
|
| 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 |
108-052 |
2-205 |
2.4% |
0-244 |
0.7% |
53% |
False |
False |
3,773 |
| 10 |
110-258 |
107-215 |
3-042 |
2.9% |
0-164 |
0.5% |
60% |
False |
False |
1,937 |
| 20 |
110-258 |
107-100 |
3-158 |
3.2% |
0-108 |
0.3% |
64% |
False |
False |
969 |
| 40 |
110-258 |
106-100 |
4-158 |
4.1% |
0-070 |
0.2% |
72% |
False |
False |
485 |
| 60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-046 |
0.1% |
76% |
False |
False |
323 |
| 80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-035 |
0.1% |
76% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-088 |
|
2.618 |
111-127 |
|
1.618 |
110-274 |
|
1.000 |
110-168 |
|
0.618 |
110-102 |
|
HIGH |
109-315 |
|
0.618 |
109-249 |
|
0.500 |
109-229 |
|
0.382 |
109-208 |
|
LOW |
109-142 |
|
0.618 |
109-036 |
|
1.000 |
108-290 |
|
1.618 |
108-183 |
|
2.618 |
108-011 |
|
4.250 |
107-049 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-229 |
109-292 |
| PP |
109-212 |
109-254 |
| S1 |
109-195 |
109-216 |
|