ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 16-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-242 |
109-062 |
-0-180 |
-0.5% |
109-060 |
High |
109-250 |
109-152 |
-0-098 |
-0.3% |
109-292 |
Low |
109-042 |
109-045 |
0-002 |
0.0% |
109-042 |
Close |
109-060 |
109-095 |
0-035 |
0.1% |
109-095 |
Range |
0-208 |
0-108 |
-0-100 |
-48.2% |
0-250 |
ATR |
0-139 |
0-137 |
-0-002 |
-1.6% |
0-000 |
Volume |
76,956 |
24,020 |
-52,936 |
-68.8% |
185,706 |
|
Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-100 |
110-045 |
109-154 |
|
R3 |
109-312 |
109-258 |
109-125 |
|
R2 |
109-205 |
109-205 |
109-115 |
|
R1 |
109-150 |
109-150 |
109-105 |
109-178 |
PP |
109-098 |
109-098 |
109-098 |
109-111 |
S1 |
109-042 |
109-042 |
109-085 |
109-070 |
S2 |
108-310 |
108-310 |
109-075 |
|
S3 |
108-202 |
108-255 |
109-065 |
|
S4 |
108-095 |
108-148 |
109-036 |
|
|
Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-253 |
111-104 |
109-232 |
|
R3 |
111-003 |
110-174 |
109-164 |
|
R2 |
110-073 |
110-073 |
109-141 |
|
R1 |
109-244 |
109-244 |
109-118 |
109-319 |
PP |
109-143 |
109-143 |
109-143 |
109-181 |
S1 |
108-314 |
108-314 |
109-072 |
109-069 |
S2 |
108-213 |
108-213 |
109-049 |
|
S3 |
107-283 |
108-064 |
109-026 |
|
S4 |
107-033 |
107-134 |
108-278 |
|
|
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% |
0-134 |
0.4% |
21% |
False |
False |
37,141 |
10 |
110-258 |
109-002 |
1-255 |
1.6% |
0-159 |
0.5% |
16% |
False |
False |
23,965 |
20 |
110-258 |
107-188 |
3-070 |
2.9% |
0-140 |
0.4% |
53% |
False |
False |
12,556 |
40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-095 |
0.3% |
65% |
False |
False |
6,279 |
60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-065 |
0.2% |
71% |
False |
False |
4,186 |
80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-048 |
0.1% |
72% |
False |
False |
3,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-289 |
2.618 |
110-114 |
1.618 |
110-006 |
1.000 |
109-260 |
0.618 |
109-219 |
HIGH |
109-152 |
0.618 |
109-111 |
0.500 |
109-099 |
0.382 |
109-086 |
LOW |
109-045 |
0.618 |
108-299 |
1.000 |
108-258 |
1.618 |
108-191 |
2.618 |
108-084 |
4.250 |
107-228 |
|
|
Fisher Pivots for day following 16-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-099 |
109-168 |
PP |
109-098 |
109-143 |
S1 |
109-096 |
109-119 |
|