ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
109-160 |
109-258 |
0-098 |
0.3% |
109-078 |
| High |
109-272 |
109-305 |
0-032 |
0.1% |
109-312 |
| Low |
109-148 |
109-218 |
0-070 |
0.2% |
109-065 |
| Close |
109-258 |
109-230 |
-0-028 |
-0.1% |
109-258 |
| Range |
0-125 |
0-088 |
-0-038 |
-30.0% |
0-248 |
| ATR |
0-133 |
0-129 |
-0-003 |
-2.4% |
0-000 |
| Volume |
2,427,748 |
4,103,833 |
1,676,085 |
69.0% |
5,580,217 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-193 |
110-139 |
109-278 |
|
| R3 |
110-106 |
110-052 |
109-254 |
|
| R2 |
110-018 |
110-018 |
109-246 |
|
| R1 |
109-284 |
109-284 |
109-238 |
109-268 |
| PP |
109-251 |
109-251 |
109-251 |
109-242 |
| S1 |
109-197 |
109-197 |
109-222 |
109-180 |
| S2 |
109-163 |
109-163 |
109-214 |
|
| S3 |
109-076 |
109-109 |
109-206 |
|
| S4 |
108-308 |
109-022 |
109-182 |
|
|
| 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 |
109-092 |
0-220 |
0.6% |
0-122 |
0.3% |
63% |
False |
False |
1,913,047 |
| 10 |
109-312 |
109-042 |
0-270 |
0.8% |
0-124 |
0.4% |
69% |
False |
False |
985,457 |
| 20 |
110-258 |
107-315 |
2-262 |
2.6% |
0-154 |
0.4% |
61% |
False |
False |
496,748 |
| 40 |
110-258 |
106-162 |
4-095 |
3.9% |
0-109 |
0.3% |
75% |
False |
False |
248,380 |
| 60 |
110-258 |
106-040 |
4-218 |
4.3% |
0-076 |
0.2% |
77% |
False |
False |
165,586 |
| 80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-057 |
0.2% |
79% |
False |
False |
124,190 |
| 100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-046 |
0.1% |
79% |
False |
False |
99,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-037 |
|
2.618 |
110-214 |
|
1.618 |
110-127 |
|
1.000 |
110-072 |
|
0.618 |
110-039 |
|
HIGH |
109-305 |
|
0.618 |
109-272 |
|
0.500 |
109-261 |
|
0.382 |
109-251 |
|
LOW |
109-218 |
|
0.618 |
109-163 |
|
1.000 |
109-130 |
|
1.618 |
109-076 |
|
2.618 |
108-308 |
|
4.250 |
108-166 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-261 |
109-225 |
| PP |
109-251 |
109-221 |
| S1 |
109-240 |
109-216 |
|