ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 29-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-248 |
109-232 |
-0-015 |
0.0% |
109-078 |
High |
109-268 |
109-262 |
-0-005 |
0.0% |
109-312 |
Low |
109-220 |
109-158 |
-0-062 |
-0.2% |
109-065 |
Close |
109-230 |
109-192 |
-0-038 |
-0.1% |
109-258 |
Range |
0-048 |
0-105 |
0-058 |
121.1% |
0-248 |
ATR |
0-121 |
0-120 |
-0-001 |
-0.9% |
0-000 |
Volume |
1,852,011 |
1,310,090 |
-541,921 |
-29.3% |
5,580,217 |
|
Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-199 |
110-141 |
109-250 |
|
R3 |
110-094 |
110-036 |
109-221 |
|
R2 |
109-309 |
109-309 |
109-212 |
|
R1 |
109-251 |
109-251 |
109-202 |
109-228 |
PP |
109-204 |
109-204 |
109-204 |
109-192 |
S1 |
109-146 |
109-146 |
109-183 |
109-122 |
S2 |
109-099 |
109-099 |
109-173 |
|
S3 |
108-314 |
109-041 |
109-164 |
|
S4 |
108-209 |
108-256 |
109-135 |
|
|
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 |
109-148 |
0-158 |
0.4% |
0-092 |
0.3% |
29% |
False |
False |
2,714,077 |
10 |
109-312 |
109-045 |
0-268 |
0.8% |
0-104 |
0.3% |
55% |
False |
False |
1,674,687 |
20 |
110-258 |
109-002 |
1-255 |
1.6% |
0-146 |
0.4% |
33% |
False |
False |
848,519 |
40 |
110-258 |
106-310 |
3-268 |
3.5% |
0-110 |
0.3% |
69% |
False |
False |
424,350 |
60 |
110-258 |
106-100 |
4-158 |
4.1% |
0-080 |
0.2% |
73% |
False |
False |
282,900 |
80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-060 |
0.2% |
77% |
False |
False |
212,175 |
100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-048 |
0.1% |
77% |
False |
False |
169,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-069 |
2.618 |
110-217 |
1.618 |
110-112 |
1.000 |
110-048 |
0.618 |
110-007 |
HIGH |
109-262 |
0.618 |
109-222 |
0.500 |
109-210 |
0.382 |
109-198 |
LOW |
109-158 |
0.618 |
109-093 |
1.000 |
109-052 |
1.618 |
108-308 |
2.618 |
108-203 |
4.250 |
108-031 |
|
|
Fisher Pivots for day following 29-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-210 |
109-212 |
PP |
109-204 |
109-206 |
S1 |
109-198 |
109-199 |
|