ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-315 |
109-195 |
-0-120 |
-0.3% |
108-025 |
| High |
109-315 |
109-205 |
-0-110 |
-0.3% |
110-078 |
| Low |
109-142 |
109-070 |
-0-072 |
-0.2% |
107-315 |
| Close |
109-178 |
109-092 |
-0-085 |
-0.2% |
110-028 |
| Range |
0-172 |
0-135 |
-0-038 |
-21.7% |
2-082 |
| ATR |
0-133 |
0-134 |
0-000 |
0.1% |
0-000 |
| Volume |
2,850 |
16,891 |
14,041 |
492.7% |
11,347 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-208 |
110-125 |
109-167 |
|
| R3 |
110-072 |
109-310 |
109-130 |
|
| R2 |
109-258 |
109-258 |
109-117 |
|
| R1 |
109-175 |
109-175 |
109-105 |
109-149 |
| PP |
109-122 |
109-122 |
109-122 |
109-109 |
| S1 |
109-040 |
109-040 |
109-080 |
109-014 |
| S2 |
108-308 |
108-308 |
109-068 |
|
| S3 |
108-172 |
108-225 |
109-055 |
|
| S4 |
108-038 |
108-090 |
109-018 |
|
|
| 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 |
108-190 |
2-068 |
2.0% |
0-234 |
0.7% |
31% |
False |
False |
7,109 |
| 10 |
110-258 |
107-228 |
3-030 |
2.8% |
0-168 |
0.5% |
51% |
False |
False |
3,621 |
| 20 |
110-258 |
107-100 |
3-158 |
3.2% |
0-113 |
0.3% |
57% |
False |
False |
1,814 |
| 40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-073 |
0.2% |
65% |
False |
False |
907 |
| 60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-049 |
0.1% |
71% |
False |
False |
604 |
| 80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-036 |
0.1% |
71% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-139 |
|
2.618 |
110-238 |
|
1.618 |
110-103 |
|
1.000 |
110-020 |
|
0.618 |
109-288 |
|
HIGH |
109-205 |
|
0.618 |
109-153 |
|
0.500 |
109-138 |
|
0.382 |
109-122 |
|
LOW |
109-070 |
|
0.618 |
108-307 |
|
1.000 |
108-255 |
|
1.618 |
108-172 |
|
2.618 |
108-037 |
|
4.250 |
107-136 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-138 |
110-004 |
| PP |
109-122 |
109-247 |
| S1 |
109-108 |
109-170 |
|