ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 09-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-155 |
109-052 |
-0-102 |
-0.3% |
110-015 |
High |
109-215 |
109-135 |
-0-080 |
-0.2% |
110-258 |
Low |
109-002 |
109-052 |
0-050 |
0.1% |
109-002 |
Close |
109-040 |
109-082 |
0-042 |
0.1% |
109-082 |
Range |
0-212 |
0-082 |
-0-130 |
-61.2% |
1-255 |
ATR |
0-139 |
0-136 |
-0-003 |
-2.3% |
0-000 |
Volume |
11,406 |
17,760 |
6,354 |
55.7% |
53,953 |
|
Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-018 |
109-292 |
109-128 |
|
R3 |
109-255 |
109-210 |
109-105 |
|
R2 |
109-172 |
109-172 |
109-098 |
|
R1 |
109-128 |
109-128 |
109-090 |
109-150 |
PP |
109-090 |
109-090 |
109-090 |
109-101 |
S1 |
109-045 |
109-045 |
109-075 |
109-068 |
S2 |
109-008 |
109-008 |
109-067 |
|
S3 |
108-245 |
108-282 |
109-060 |
|
S4 |
108-162 |
108-200 |
109-037 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-026 |
113-309 |
110-079 |
|
R3 |
113-091 |
112-054 |
109-241 |
|
R2 |
111-156 |
111-156 |
109-188 |
|
R1 |
110-119 |
110-119 |
109-135 |
110-010 |
PP |
109-221 |
109-221 |
109-221 |
109-166 |
S1 |
108-184 |
108-184 |
109-030 |
108-075 |
S2 |
107-286 |
107-286 |
108-297 |
|
S3 |
106-031 |
106-249 |
108-244 |
|
S4 |
104-096 |
104-314 |
108-086 |
|
|
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% |
0-184 |
0.5% |
14% |
False |
False |
10,790 |
10 |
110-258 |
107-315 |
2-262 |
2.6% |
0-178 |
0.5% |
45% |
False |
False |
6,530 |
20 |
110-258 |
107-188 |
3-070 |
2.9% |
0-114 |
0.3% |
52% |
False |
False |
3,271 |
40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-080 |
0.2% |
64% |
False |
False |
1,636 |
60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-054 |
0.2% |
70% |
False |
False |
1,090 |
80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-040 |
0.1% |
71% |
False |
False |
818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-166 |
2.618 |
110-031 |
1.618 |
109-268 |
1.000 |
109-218 |
0.618 |
109-186 |
HIGH |
109-135 |
0.618 |
109-103 |
0.500 |
109-094 |
0.382 |
109-084 |
LOW |
109-052 |
0.618 |
109-002 |
1.000 |
108-290 |
1.618 |
108-239 |
2.618 |
108-157 |
4.250 |
108-022 |
|
|
Fisher Pivots for day following 09-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-094 |
109-109 |
PP |
109-090 |
109-100 |
S1 |
109-086 |
109-091 |
|