ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-250 |
109-160 |
-0-090 |
-0.3% |
109-078 |
| High |
109-270 |
109-272 |
0-002 |
0.0% |
109-312 |
| Low |
109-128 |
109-148 |
0-020 |
0.1% |
109-065 |
| Close |
109-152 |
109-258 |
0-105 |
0.3% |
109-258 |
| Range |
0-142 |
0-125 |
-0-018 |
-12.3% |
0-248 |
| ATR |
0-133 |
0-133 |
-0-001 |
-0.4% |
0-000 |
| Volume |
2,056,112 |
2,427,748 |
371,636 |
18.1% |
5,580,217 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-281 |
110-234 |
110-006 |
|
| R3 |
110-156 |
110-109 |
109-292 |
|
| R2 |
110-031 |
110-031 |
109-280 |
|
| R1 |
109-304 |
109-304 |
109-269 |
110-008 |
| PP |
109-226 |
109-226 |
109-226 |
109-238 |
| S1 |
109-179 |
109-179 |
109-246 |
109-202 |
| S2 |
109-101 |
109-101 |
109-235 |
|
| S3 |
108-296 |
109-054 |
109-223 |
|
| S4 |
108-171 |
108-249 |
109-189 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-314 |
111-213 |
110-074 |
|
| R3 |
111-067 |
110-286 |
110-006 |
|
| R2 |
110-139 |
110-139 |
109-303 |
|
| R1 |
110-038 |
110-038 |
109-280 |
110-089 |
| PP |
109-212 |
109-212 |
109-212 |
109-237 |
| S1 |
109-111 |
109-111 |
109-235 |
109-161 |
| S2 |
108-284 |
108-284 |
109-212 |
|
| S3 |
108-037 |
108-183 |
109-189 |
|
| S4 |
107-109 |
107-256 |
109-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-312 |
109-065 |
0-248 |
0.7% |
0-120 |
0.3% |
78% |
False |
False |
1,116,043 |
| 10 |
109-312 |
109-042 |
0-270 |
0.8% |
0-127 |
0.4% |
80% |
False |
False |
576,592 |
| 20 |
110-258 |
107-315 |
2-262 |
2.6% |
0-153 |
0.4% |
65% |
False |
False |
291,561 |
| 40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-108 |
0.3% |
77% |
False |
False |
145,784 |
| 60 |
110-258 |
105-305 |
4-272 |
4.4% |
0-075 |
0.2% |
79% |
False |
False |
97,189 |
| 80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-056 |
0.2% |
81% |
False |
False |
72,892 |
| 100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-045 |
0.1% |
81% |
False |
False |
58,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-164 |
|
2.618 |
110-280 |
|
1.618 |
110-155 |
|
1.000 |
110-078 |
|
0.618 |
110-030 |
|
HIGH |
109-272 |
|
0.618 |
109-225 |
|
0.500 |
109-210 |
|
0.382 |
109-195 |
|
LOW |
109-148 |
|
0.618 |
109-070 |
|
1.000 |
109-022 |
|
1.618 |
108-265 |
|
2.618 |
108-140 |
|
4.250 |
107-256 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-242 |
109-245 |
| PP |
109-226 |
109-232 |
| S1 |
109-210 |
109-220 |
|