ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 03-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
109-195 |
109-128 |
-0-068 |
-0.2% |
109-258 |
High |
109-198 |
109-265 |
0-068 |
0.2% |
109-305 |
Low |
109-110 |
109-100 |
-0-010 |
0.0% |
109-110 |
Close |
109-128 |
109-205 |
0-078 |
0.2% |
109-128 |
Range |
0-088 |
0-165 |
0-078 |
88.6% |
0-195 |
ATR |
0-118 |
0-121 |
0-003 |
2.9% |
0-000 |
Volume |
1,434,060 |
1,467,884 |
33,824 |
2.4% |
12,576,700 |
|
Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-045 |
110-290 |
109-296 |
|
R3 |
110-200 |
110-125 |
109-250 |
|
R2 |
110-035 |
110-035 |
109-235 |
|
R1 |
109-280 |
109-280 |
109-220 |
109-318 |
PP |
109-190 |
109-190 |
109-190 |
109-209 |
S1 |
109-115 |
109-115 |
109-190 |
109-152 |
S2 |
109-025 |
109-025 |
109-175 |
|
S3 |
108-180 |
108-270 |
109-160 |
|
S4 |
108-015 |
108-105 |
109-114 |
|
|
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 |
109-268 |
109-100 |
0-168 |
0.5% |
0-100 |
0.3% |
63% |
False |
True |
1,988,150 |
10 |
109-312 |
109-092 |
0-220 |
0.6% |
0-111 |
0.3% |
51% |
False |
False |
1,950,598 |
20 |
109-315 |
109-002 |
0-312 |
0.9% |
0-123 |
0.4% |
65% |
False |
False |
992,970 |
40 |
110-258 |
107-070 |
3-188 |
3.3% |
0-112 |
0.3% |
68% |
False |
False |
496,898 |
60 |
110-258 |
106-100 |
4-158 |
4.1% |
0-084 |
0.2% |
74% |
False |
False |
331,266 |
80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-063 |
0.2% |
77% |
False |
False |
248,449 |
100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-051 |
0.1% |
78% |
False |
False |
198,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-006 |
2.618 |
111-057 |
1.618 |
110-212 |
1.000 |
110-110 |
0.618 |
110-047 |
HIGH |
109-265 |
0.618 |
109-202 |
0.500 |
109-182 |
0.382 |
109-163 |
LOW |
109-100 |
0.618 |
108-318 |
1.000 |
108-255 |
1.618 |
108-153 |
2.618 |
107-308 |
4.250 |
107-039 |
|
|
Fisher Pivots for day following 03-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
109-198 |
109-198 |
PP |
109-190 |
109-190 |
S1 |
109-182 |
109-182 |
|