ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-052 |
109-060 |
0-008 |
0.0% |
110-015 |
| High |
109-135 |
109-165 |
0-030 |
0.1% |
110-258 |
| Low |
109-052 |
109-045 |
-0-008 |
0.0% |
109-002 |
| Close |
109-082 |
109-150 |
0-068 |
0.2% |
109-082 |
| Range |
0-082 |
0-120 |
0-038 |
45.5% |
1-255 |
| ATR |
0-136 |
0-135 |
-0-001 |
-0.8% |
0-000 |
| Volume |
17,760 |
15,185 |
-2,575 |
-14.5% |
53,953 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-160 |
110-115 |
109-216 |
|
| R3 |
110-040 |
109-315 |
109-183 |
|
| R2 |
109-240 |
109-240 |
109-172 |
|
| R1 |
109-195 |
109-195 |
109-161 |
109-218 |
| PP |
109-120 |
109-120 |
109-120 |
109-131 |
| S1 |
109-075 |
109-075 |
109-139 |
109-098 |
| S2 |
109-000 |
109-000 |
109-128 |
|
| S3 |
108-200 |
108-275 |
109-117 |
|
| S4 |
108-080 |
108-155 |
109-084 |
|
|
| 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 |
109-315 |
109-002 |
0-312 |
0.9% |
0-144 |
0.4% |
47% |
False |
False |
12,818 |
| 10 |
110-258 |
107-315 |
2-262 |
2.6% |
0-185 |
0.5% |
53% |
False |
False |
8,038 |
| 20 |
110-258 |
107-188 |
3-070 |
2.9% |
0-117 |
0.3% |
58% |
False |
False |
4,031 |
| 40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-083 |
0.2% |
69% |
False |
False |
2,016 |
| 60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-056 |
0.2% |
74% |
False |
False |
1,344 |
| 80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-042 |
0.1% |
75% |
False |
False |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-035 |
|
2.618 |
110-159 |
|
1.618 |
110-039 |
|
1.000 |
109-285 |
|
0.618 |
109-239 |
|
HIGH |
109-165 |
|
0.618 |
109-119 |
|
0.500 |
109-105 |
|
0.382 |
109-091 |
|
LOW |
109-045 |
|
0.618 |
108-291 |
|
1.000 |
108-245 |
|
1.618 |
108-171 |
|
2.618 |
108-051 |
|
4.250 |
107-175 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-135 |
109-136 |
| PP |
109-120 |
109-122 |
| S1 |
109-105 |
109-109 |
|