ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 20-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-078 |
109-105 |
0-028 |
0.1% |
109-060 |
High |
109-142 |
109-208 |
0-065 |
0.2% |
109-292 |
Low |
109-065 |
109-092 |
0-028 |
0.1% |
109-042 |
Close |
109-110 |
109-190 |
0-080 |
0.2% |
109-095 |
Range |
0-078 |
0-115 |
0-038 |
48.4% |
0-250 |
ATR |
0-133 |
0-131 |
-0-001 |
-0.9% |
0-000 |
Volume |
118,814 |
205,237 |
86,423 |
72.7% |
185,706 |
|
Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-188 |
110-144 |
109-253 |
|
R3 |
110-073 |
110-029 |
109-222 |
|
R2 |
109-278 |
109-278 |
109-211 |
|
R1 |
109-234 |
109-234 |
109-201 |
109-256 |
PP |
109-163 |
109-163 |
109-163 |
109-174 |
S1 |
109-119 |
109-119 |
109-179 |
109-141 |
S2 |
109-048 |
109-048 |
109-169 |
|
S3 |
108-253 |
109-004 |
109-158 |
|
S4 |
108-138 |
108-209 |
109-127 |
|
|
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% |
0-124 |
0.4% |
59% |
False |
False |
94,021 |
10 |
109-292 |
109-002 |
0-290 |
0.8% |
0-129 |
0.4% |
65% |
False |
False |
55,581 |
20 |
110-258 |
107-215 |
3-042 |
2.9% |
0-146 |
0.4% |
61% |
False |
False |
28,759 |
40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-100 |
0.3% |
72% |
False |
False |
14,380 |
60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-068 |
0.2% |
76% |
False |
False |
9,586 |
80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-051 |
0.1% |
77% |
False |
False |
7,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-056 |
2.618 |
110-189 |
1.618 |
110-074 |
1.000 |
110-002 |
0.618 |
109-279 |
HIGH |
109-208 |
0.618 |
109-164 |
0.500 |
109-150 |
0.382 |
109-136 |
LOW |
109-092 |
0.618 |
109-021 |
1.000 |
108-298 |
1.618 |
108-226 |
2.618 |
108-111 |
4.250 |
107-244 |
|
|
Fisher Pivots for day following 20-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-177 |
109-169 |
PP |
109-163 |
109-148 |
S1 |
109-150 |
109-126 |
|