ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-228 |
109-248 |
0-020 |
0.1% |
109-078 |
High |
109-255 |
109-268 |
0-012 |
0.0% |
109-312 |
Low |
109-162 |
109-220 |
0-058 |
0.2% |
109-065 |
Close |
109-242 |
109-230 |
-0-012 |
0.0% |
109-258 |
Range |
0-092 |
0-048 |
-0-045 |
-48.6% |
0-248 |
ATR |
0-127 |
0-121 |
-0-006 |
-4.5% |
0-000 |
Volume |
3,876,706 |
1,852,011 |
-2,024,695 |
-52.2% |
5,580,217 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-062 |
110-033 |
109-256 |
|
R3 |
110-014 |
109-306 |
109-243 |
|
R2 |
109-287 |
109-287 |
109-239 |
|
R1 |
109-258 |
109-258 |
109-234 |
109-249 |
PP |
109-239 |
109-239 |
109-239 |
109-234 |
S1 |
109-211 |
109-211 |
109-226 |
109-201 |
S2 |
109-192 |
109-192 |
109-221 |
|
S3 |
109-144 |
109-163 |
109-217 |
|
S4 |
109-097 |
109-116 |
109-204 |
|
|
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 |
109-305 |
109-128 |
0-178 |
0.5% |
0-099 |
0.3% |
58% |
False |
False |
2,863,282 |
10 |
109-312 |
109-042 |
0-270 |
0.8% |
0-114 |
0.3% |
69% |
False |
False |
1,551,374 |
20 |
110-258 |
108-190 |
2-068 |
2.0% |
0-148 |
0.4% |
51% |
False |
False |
783,159 |
40 |
110-258 |
106-310 |
3-268 |
3.5% |
0-108 |
0.3% |
72% |
False |
False |
391,598 |
60 |
110-258 |
106-100 |
4-158 |
4.1% |
0-078 |
0.2% |
76% |
False |
False |
261,065 |
80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-059 |
0.2% |
79% |
False |
False |
195,799 |
100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-047 |
0.1% |
79% |
False |
False |
156,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-149 |
2.618 |
110-072 |
1.618 |
110-024 |
1.000 |
109-315 |
0.618 |
109-297 |
HIGH |
109-268 |
0.618 |
109-249 |
0.500 |
109-244 |
0.382 |
109-238 |
LOW |
109-220 |
0.618 |
109-191 |
1.000 |
109-172 |
1.618 |
109-143 |
2.618 |
109-096 |
4.250 |
109-018 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-244 |
109-234 |
PP |
109-239 |
109-232 |
S1 |
109-235 |
109-231 |
|