ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 30-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
109-232 |
109-195 |
-0-038 |
-0.1% |
109-258 |
High |
109-262 |
109-198 |
-0-065 |
-0.2% |
109-305 |
Low |
109-158 |
109-110 |
-0-048 |
-0.1% |
109-110 |
Close |
109-192 |
109-128 |
-0-065 |
-0.2% |
109-128 |
Range |
0-105 |
0-088 |
-0-018 |
-16.7% |
0-195 |
ATR |
0-120 |
0-118 |
-0-002 |
-1.9% |
0-000 |
Volume |
1,310,090 |
1,434,060 |
123,970 |
9.5% |
12,576,700 |
|
Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-088 |
110-035 |
109-176 |
|
R3 |
110-000 |
109-268 |
109-152 |
|
R2 |
109-232 |
109-232 |
109-144 |
|
R1 |
109-180 |
109-180 |
109-136 |
109-162 |
PP |
109-145 |
109-145 |
109-145 |
109-136 |
S1 |
109-092 |
109-092 |
109-119 |
109-075 |
S2 |
109-058 |
109-058 |
109-111 |
|
S3 |
108-290 |
109-005 |
109-103 |
|
S4 |
108-202 |
108-238 |
109-079 |
|
|
Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-126 |
111-002 |
109-235 |
|
R3 |
110-251 |
110-127 |
109-181 |
|
R2 |
110-056 |
110-056 |
109-163 |
|
R1 |
109-252 |
109-252 |
109-145 |
109-216 |
PP |
109-181 |
109-181 |
109-181 |
109-163 |
S1 |
109-057 |
109-057 |
109-110 |
109-021 |
S2 |
108-306 |
108-306 |
109-092 |
|
S3 |
108-111 |
108-182 |
109-074 |
|
S4 |
107-236 |
107-307 |
109-020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-305 |
109-110 |
0-195 |
0.6% |
0-084 |
0.2% |
9% |
False |
True |
2,515,340 |
10 |
109-312 |
109-065 |
0-248 |
0.7% |
0-102 |
0.3% |
25% |
False |
False |
1,815,691 |
20 |
110-258 |
109-002 |
1-255 |
1.6% |
0-130 |
0.4% |
22% |
False |
False |
919,828 |
40 |
110-258 |
107-070 |
3-188 |
3.3% |
0-108 |
0.3% |
61% |
False |
False |
460,201 |
60 |
110-258 |
106-100 |
4-158 |
4.1% |
0-082 |
0.2% |
69% |
False |
False |
306,801 |
80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-061 |
0.2% |
73% |
False |
False |
230,101 |
100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-049 |
0.1% |
73% |
False |
False |
184,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-249 |
2.618 |
110-107 |
1.618 |
110-019 |
1.000 |
109-285 |
0.618 |
109-252 |
HIGH |
109-198 |
0.618 |
109-164 |
0.500 |
109-154 |
0.382 |
109-143 |
LOW |
109-110 |
0.618 |
109-056 |
1.000 |
109-022 |
1.618 |
108-288 |
2.618 |
108-201 |
4.250 |
108-058 |
|
|
Fisher Pivots for day following 30-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
109-154 |
109-189 |
PP |
109-145 |
109-168 |
S1 |
109-136 |
109-148 |
|