ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 21-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-105 |
109-208 |
0-102 |
0.3% |
109-060 |
High |
109-208 |
109-312 |
0-105 |
0.3% |
109-292 |
Low |
109-092 |
109-172 |
0-080 |
0.2% |
109-042 |
Close |
109-190 |
109-278 |
0-088 |
0.2% |
109-095 |
Range |
0-115 |
0-140 |
0-025 |
21.7% |
0-250 |
ATR |
0-131 |
0-132 |
0-001 |
0.5% |
0-000 |
Volume |
205,237 |
772,306 |
567,069 |
276.3% |
185,706 |
|
Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-034 |
110-296 |
110-034 |
|
R3 |
110-214 |
110-156 |
109-316 |
|
R2 |
110-074 |
110-074 |
109-303 |
|
R1 |
110-016 |
110-016 |
109-290 |
110-045 |
PP |
109-254 |
109-254 |
109-254 |
109-269 |
S1 |
109-196 |
109-196 |
109-265 |
109-225 |
S2 |
109-114 |
109-114 |
109-252 |
|
S3 |
108-294 |
109-056 |
109-239 |
|
S4 |
108-154 |
108-236 |
109-200 |
|
|
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 |
109-312 |
109-042 |
0-270 |
0.8% |
0-130 |
0.4% |
87% |
True |
False |
239,466 |
10 |
109-312 |
109-002 |
0-310 |
0.9% |
0-130 |
0.4% |
89% |
True |
False |
131,122 |
20 |
110-258 |
107-228 |
3-030 |
2.8% |
0-149 |
0.4% |
70% |
False |
False |
67,372 |
40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-103 |
0.3% |
78% |
False |
False |
33,687 |
60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-070 |
0.2% |
82% |
False |
False |
22,458 |
80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-053 |
0.1% |
82% |
False |
False |
16,844 |
100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-042 |
0.1% |
82% |
False |
False |
13,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-268 |
2.618 |
111-039 |
1.618 |
110-219 |
1.000 |
110-132 |
0.618 |
110-079 |
HIGH |
109-312 |
0.618 |
109-259 |
0.500 |
109-242 |
0.382 |
109-226 |
LOW |
109-172 |
0.618 |
109-086 |
1.000 |
109-032 |
1.618 |
108-266 |
2.618 |
108-126 |
4.250 |
107-218 |
|
|
Fisher Pivots for day following 21-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-266 |
109-248 |
PP |
109-254 |
109-218 |
S1 |
109-242 |
109-189 |
|