ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-128 |
109-222 |
0-095 |
0.3% |
109-258 |
| High |
109-265 |
110-040 |
0-095 |
0.3% |
109-305 |
| Low |
109-100 |
109-210 |
0-110 |
0.3% |
109-110 |
| Close |
109-205 |
110-018 |
0-132 |
0.4% |
109-128 |
| Range |
0-165 |
0-150 |
-0-015 |
-9.1% |
0-195 |
| ATR |
0-121 |
0-123 |
0-002 |
2.0% |
0-000 |
| Volume |
1,467,884 |
1,684,613 |
216,729 |
14.8% |
12,576,700 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-112 |
111-055 |
110-100 |
|
| R3 |
110-282 |
110-225 |
110-059 |
|
| R2 |
110-132 |
110-132 |
110-045 |
|
| R1 |
110-075 |
110-075 |
110-031 |
110-104 |
| PP |
109-302 |
109-302 |
109-302 |
109-317 |
| S1 |
109-245 |
109-245 |
110-004 |
109-274 |
| S2 |
109-152 |
109-152 |
109-310 |
|
| S3 |
109-002 |
109-095 |
109-296 |
|
| S4 |
108-172 |
108-265 |
109-255 |
|
|
| 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 |
110-040 |
109-100 |
0-260 |
0.7% |
0-111 |
0.3% |
91% |
True |
False |
1,549,731 |
| 10 |
110-040 |
109-100 |
0-260 |
0.7% |
0-114 |
0.3% |
91% |
True |
False |
2,098,536 |
| 20 |
110-040 |
109-002 |
1-038 |
1.0% |
0-122 |
0.3% |
94% |
True |
False |
1,077,058 |
| 40 |
110-258 |
107-100 |
3-158 |
3.2% |
0-115 |
0.3% |
79% |
False |
False |
539,014 |
| 60 |
110-258 |
106-100 |
4-158 |
4.1% |
0-087 |
0.2% |
83% |
False |
False |
359,342 |
| 80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-065 |
0.2% |
85% |
False |
False |
269,507 |
| 100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-052 |
0.1% |
86% |
False |
False |
215,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-038 |
|
2.618 |
111-113 |
|
1.618 |
110-283 |
|
1.000 |
110-190 |
|
0.618 |
110-133 |
|
HIGH |
110-040 |
|
0.618 |
109-303 |
|
0.500 |
109-285 |
|
0.382 |
109-267 |
|
LOW |
109-210 |
|
0.618 |
109-117 |
|
1.000 |
109-060 |
|
1.618 |
108-287 |
|
2.618 |
108-137 |
|
4.250 |
107-212 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-000 |
109-302 |
| PP |
109-302 |
109-266 |
| S1 |
109-285 |
109-230 |
|