ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 19-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-062 |
109-078 |
0-015 |
0.0% |
109-060 |
High |
109-152 |
109-142 |
-0-010 |
0.0% |
109-292 |
Low |
109-045 |
109-065 |
0-020 |
0.1% |
109-042 |
Close |
109-095 |
109-110 |
0-015 |
0.0% |
109-095 |
Range |
0-108 |
0-078 |
-0-030 |
-27.9% |
0-250 |
ATR |
0-137 |
0-133 |
-0-004 |
-3.1% |
0-000 |
Volume |
24,020 |
118,814 |
94,794 |
394.6% |
185,706 |
|
Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-018 |
109-302 |
109-153 |
|
R3 |
109-261 |
109-224 |
109-131 |
|
R2 |
109-183 |
109-183 |
109-124 |
|
R1 |
109-147 |
109-147 |
109-117 |
109-165 |
PP |
109-106 |
109-106 |
109-106 |
109-115 |
S1 |
109-069 |
109-069 |
109-103 |
109-088 |
S2 |
109-028 |
109-028 |
109-096 |
|
S3 |
108-271 |
108-312 |
109-089 |
|
S4 |
108-193 |
108-234 |
109-067 |
|
|
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% |
0-126 |
0.4% |
27% |
False |
False |
57,867 |
10 |
109-315 |
109-002 |
0-312 |
0.9% |
0-135 |
0.4% |
34% |
False |
False |
35,342 |
20 |
110-258 |
107-215 |
3-042 |
2.9% |
0-141 |
0.4% |
53% |
False |
False |
18,497 |
40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-097 |
0.3% |
66% |
False |
False |
9,249 |
60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-066 |
0.2% |
72% |
False |
False |
6,166 |
80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-049 |
0.1% |
72% |
False |
False |
4,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-152 |
2.618 |
110-025 |
1.618 |
109-268 |
1.000 |
109-220 |
0.618 |
109-190 |
HIGH |
109-142 |
0.618 |
109-113 |
0.500 |
109-104 |
0.382 |
109-095 |
LOW |
109-065 |
0.618 |
109-017 |
1.000 |
108-308 |
1.618 |
108-260 |
2.618 |
108-182 |
4.250 |
108-056 |
|
|
Fisher Pivots for day following 19-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-108 |
109-146 |
PP |
109-106 |
109-134 |
S1 |
109-104 |
109-122 |
|