ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-240 |
109-242 |
0-002 |
0.0% |
110-015 |
| High |
109-292 |
109-250 |
-0-042 |
-0.1% |
110-258 |
| Low |
109-182 |
109-042 |
-0-140 |
-0.4% |
109-002 |
| Close |
109-268 |
109-060 |
-0-208 |
-0.6% |
109-082 |
| Range |
0-110 |
0-208 |
0-098 |
88.6% |
1-255 |
| ATR |
0-132 |
0-139 |
0-007 |
5.0% |
0-000 |
| Volume |
45,078 |
76,956 |
31,878 |
70.7% |
53,953 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-100 |
110-288 |
109-174 |
|
| R3 |
110-212 |
110-080 |
109-117 |
|
| R2 |
110-005 |
110-005 |
109-098 |
|
| R1 |
109-192 |
109-192 |
109-079 |
109-155 |
| PP |
109-118 |
109-118 |
109-118 |
109-099 |
| S1 |
108-305 |
108-305 |
109-041 |
108-268 |
| S2 |
108-230 |
108-230 |
109-022 |
|
| S3 |
108-022 |
108-098 |
109-003 |
|
| S4 |
107-135 |
107-210 |
108-266 |
|
|
| 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 |
109-042 |
0-250 |
0.7% |
0-129 |
0.4% |
7% |
False |
True |
35,889 |
| 10 |
110-258 |
109-002 |
1-255 |
1.6% |
0-187 |
0.5% |
10% |
False |
False |
22,351 |
| 20 |
110-258 |
107-188 |
3-070 |
2.9% |
0-135 |
0.4% |
50% |
False |
False |
11,355 |
| 40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-094 |
0.3% |
62% |
False |
False |
5,678 |
| 60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-063 |
0.2% |
69% |
False |
False |
3,785 |
| 80 |
110-258 |
105-162 |
5-095 |
4.9% |
0-047 |
0.1% |
69% |
False |
False |
2,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-172 |
|
2.618 |
111-153 |
|
1.618 |
110-266 |
|
1.000 |
110-138 |
|
0.618 |
110-058 |
|
HIGH |
109-250 |
|
0.618 |
109-171 |
|
0.500 |
109-146 |
|
0.382 |
109-122 |
|
LOW |
109-042 |
|
0.618 |
108-234 |
|
1.000 |
108-155 |
|
1.618 |
108-027 |
|
2.618 |
107-139 |
|
4.250 |
106-121 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-146 |
109-168 |
| PP |
109-118 |
109-132 |
| S1 |
109-089 |
109-096 |
|