ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 22-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-208 |
109-250 |
0-042 |
0.1% |
109-060 |
High |
109-312 |
109-270 |
-0-042 |
-0.1% |
109-292 |
Low |
109-172 |
109-128 |
-0-045 |
-0.1% |
109-042 |
Close |
109-278 |
109-152 |
-0-125 |
-0.4% |
109-095 |
Range |
0-140 |
0-142 |
0-002 |
1.8% |
0-250 |
ATR |
0-132 |
0-133 |
0-001 |
1.0% |
0-000 |
Volume |
772,306 |
2,056,112 |
1,283,806 |
166.2% |
185,706 |
|
Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-291 |
110-204 |
109-231 |
|
R3 |
110-148 |
110-062 |
109-192 |
|
R2 |
110-006 |
110-006 |
109-179 |
|
R1 |
109-239 |
109-239 |
109-166 |
109-211 |
PP |
109-183 |
109-183 |
109-183 |
109-169 |
S1 |
109-097 |
109-097 |
109-139 |
109-069 |
S2 |
109-041 |
109-041 |
109-126 |
|
S3 |
108-218 |
108-274 |
109-113 |
|
S4 |
108-076 |
108-132 |
109-074 |
|
|
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 |
109-045 |
0-268 |
0.8% |
0-116 |
0.3% |
40% |
False |
False |
635,297 |
10 |
109-312 |
109-042 |
0-270 |
0.8% |
0-123 |
0.4% |
41% |
False |
False |
335,593 |
20 |
110-258 |
107-238 |
3-020 |
2.8% |
0-151 |
0.4% |
57% |
False |
False |
170,176 |
40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-106 |
0.3% |
69% |
False |
False |
85,090 |
60 |
110-258 |
105-212 |
5-045 |
4.7% |
0-073 |
0.2% |
74% |
False |
False |
56,727 |
80 |
110-258 |
105-162 |
5-095 |
4.8% |
0-054 |
0.2% |
75% |
False |
False |
42,545 |
100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-044 |
0.1% |
75% |
False |
False |
34,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-236 |
2.618 |
111-003 |
1.618 |
110-181 |
1.000 |
110-092 |
0.618 |
110-038 |
HIGH |
109-270 |
0.618 |
109-216 |
0.500 |
109-199 |
0.382 |
109-182 |
LOW |
109-128 |
0.618 |
109-039 |
1.000 |
108-305 |
1.618 |
108-217 |
2.618 |
108-074 |
4.250 |
107-162 |
|
|
Fisher Pivots for day following 22-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-199 |
109-202 |
PP |
109-183 |
109-186 |
S1 |
109-168 |
109-169 |
|