ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-152 |
109-240 |
0-088 |
0.2% |
110-015 |
| High |
109-252 |
109-292 |
0-040 |
0.1% |
110-258 |
| Low |
109-128 |
109-182 |
0-055 |
0.2% |
109-002 |
| Close |
109-242 |
109-268 |
0-025 |
0.1% |
109-082 |
| Range |
0-125 |
0-110 |
-0-015 |
-12.0% |
1-255 |
| ATR |
0-134 |
0-132 |
-0-002 |
-1.3% |
0-000 |
| Volume |
24,467 |
45,078 |
20,611 |
84.2% |
53,953 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-258 |
110-212 |
110-008 |
|
| R3 |
110-148 |
110-102 |
109-298 |
|
| R2 |
110-038 |
110-038 |
109-288 |
|
| R1 |
109-312 |
109-312 |
109-278 |
110-015 |
| PP |
109-248 |
109-248 |
109-248 |
109-259 |
| S1 |
109-202 |
109-202 |
109-257 |
109-225 |
| S2 |
109-138 |
109-138 |
109-247 |
|
| S3 |
109-028 |
109-092 |
109-237 |
|
| S4 |
108-238 |
108-302 |
109-207 |
|
|
| 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 |
109-292 |
109-002 |
0-290 |
0.8% |
0-130 |
0.4% |
91% |
True |
False |
22,779 |
| 10 |
110-258 |
108-190 |
2-068 |
2.0% |
0-182 |
0.5% |
56% |
False |
False |
14,944 |
| 20 |
110-258 |
107-188 |
3-070 |
2.9% |
0-124 |
0.4% |
70% |
False |
False |
7,508 |
| 40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-089 |
0.3% |
77% |
False |
False |
3,754 |
| 60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-059 |
0.2% |
81% |
False |
False |
2,503 |
| 80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-045 |
0.1% |
82% |
False |
False |
1,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-120 |
|
2.618 |
110-260 |
|
1.618 |
110-150 |
|
1.000 |
110-082 |
|
0.618 |
110-040 |
|
HIGH |
109-292 |
|
0.618 |
109-250 |
|
0.500 |
109-238 |
|
0.382 |
109-225 |
|
LOW |
109-182 |
|
0.618 |
109-115 |
|
1.000 |
109-072 |
|
1.618 |
109-005 |
|
2.618 |
108-215 |
|
4.250 |
108-035 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-258 |
109-235 |
| PP |
109-248 |
109-202 |
| S1 |
109-238 |
109-169 |
|