ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-060 |
109-152 |
0-092 |
0.3% |
110-015 |
| High |
109-165 |
109-252 |
0-088 |
0.2% |
110-258 |
| Low |
109-045 |
109-128 |
0-082 |
0.2% |
109-002 |
| Close |
109-150 |
109-242 |
0-092 |
0.3% |
109-082 |
| Range |
0-120 |
0-125 |
0-005 |
4.2% |
1-255 |
| ATR |
0-135 |
0-134 |
-0-001 |
-0.5% |
0-000 |
| Volume |
15,185 |
24,467 |
9,282 |
61.1% |
53,953 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-262 |
110-218 |
109-311 |
|
| R3 |
110-138 |
110-092 |
109-277 |
|
| R2 |
110-012 |
110-012 |
109-265 |
|
| R1 |
109-288 |
109-288 |
109-254 |
109-310 |
| PP |
109-208 |
109-208 |
109-208 |
109-219 |
| S1 |
109-162 |
109-162 |
109-231 |
109-185 |
| S2 |
109-082 |
109-082 |
109-220 |
|
| S3 |
108-278 |
109-038 |
109-208 |
|
| S4 |
108-152 |
108-232 |
109-174 |
|
|
| 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 |
109-252 |
109-002 |
0-250 |
0.7% |
0-135 |
0.4% |
96% |
True |
False |
17,141 |
| 10 |
110-258 |
108-052 |
2-205 |
2.4% |
0-190 |
0.5% |
60% |
False |
False |
10,457 |
| 20 |
110-258 |
107-188 |
3-070 |
2.9% |
0-121 |
0.3% |
67% |
False |
False |
5,254 |
| 40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-086 |
0.2% |
76% |
False |
False |
2,627 |
| 60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-058 |
0.2% |
80% |
False |
False |
1,751 |
| 80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-043 |
0.1% |
80% |
False |
False |
1,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-144 |
|
2.618 |
110-260 |
|
1.618 |
110-135 |
|
1.000 |
110-058 |
|
0.618 |
110-010 |
|
HIGH |
109-252 |
|
0.618 |
109-205 |
|
0.500 |
109-190 |
|
0.382 |
109-175 |
|
LOW |
109-128 |
|
0.618 |
109-050 |
|
1.000 |
109-002 |
|
1.618 |
108-245 |
|
2.618 |
108-120 |
|
4.250 |
107-236 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-225 |
109-211 |
| PP |
109-208 |
109-180 |
| S1 |
109-190 |
109-149 |
|