ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-195 |
109-155 |
-0-040 |
-0.1% |
108-025 |
| High |
109-205 |
109-215 |
0-010 |
0.0% |
110-078 |
| Low |
109-070 |
109-002 |
-0-068 |
-0.2% |
107-315 |
| Close |
109-092 |
109-040 |
-0-052 |
-0.2% |
110-028 |
| Range |
0-135 |
0-212 |
0-078 |
57.4% |
2-082 |
| ATR |
0-134 |
0-139 |
0-006 |
4.2% |
0-000 |
| Volume |
16,891 |
11,406 |
-5,485 |
-32.5% |
11,347 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-083 |
110-274 |
109-157 |
|
| R3 |
110-191 |
110-062 |
109-098 |
|
| R2 |
109-298 |
109-298 |
109-079 |
|
| R1 |
109-169 |
109-169 |
109-059 |
109-128 |
| PP |
109-086 |
109-086 |
109-086 |
109-065 |
| S1 |
108-277 |
108-277 |
109-021 |
108-235 |
| S2 |
108-193 |
108-193 |
109-001 |
|
| S3 |
107-301 |
108-064 |
108-302 |
|
| S4 |
107-088 |
107-172 |
108-243 |
|
|
| 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 |
109-002 |
1-255 |
1.6% |
0-245 |
0.7% |
7% |
False |
True |
8,814 |
| 10 |
110-258 |
107-238 |
3-020 |
2.8% |
0-179 |
0.5% |
45% |
False |
False |
4,760 |
| 20 |
110-258 |
107-188 |
3-070 |
2.9% |
0-115 |
0.3% |
48% |
False |
False |
2,384 |
| 40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-078 |
0.2% |
61% |
False |
False |
1,192 |
| 60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-052 |
0.1% |
67% |
False |
False |
794 |
| 80 |
110-258 |
105-162 |
5-095 |
4.9% |
0-039 |
0.1% |
68% |
False |
False |
596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-158 |
|
2.618 |
111-131 |
|
1.618 |
110-239 |
|
1.000 |
110-108 |
|
0.618 |
110-026 |
|
HIGH |
109-215 |
|
0.618 |
109-134 |
|
0.500 |
109-109 |
|
0.382 |
109-084 |
|
LOW |
109-002 |
|
0.618 |
108-191 |
|
1.000 |
108-110 |
|
1.618 |
107-299 |
|
2.618 |
107-086 |
|
4.250 |
106-059 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-109 |
109-159 |
| PP |
109-086 |
109-119 |
| S1 |
109-063 |
109-080 |
|