ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
109-222 |
110-035 |
0-132 |
0.4% |
109-258 |
| High |
110-040 |
110-095 |
0-055 |
0.2% |
109-305 |
| Low |
109-210 |
109-312 |
0-102 |
0.3% |
109-110 |
| Close |
110-018 |
110-050 |
0-032 |
0.1% |
109-128 |
| Range |
0-150 |
0-102 |
-0-048 |
-31.7% |
0-195 |
| ATR |
0-123 |
0-122 |
-0-001 |
-1.2% |
0-000 |
| Volume |
1,684,613 |
1,431,200 |
-253,413 |
-15.0% |
12,576,700 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-033 |
110-304 |
110-106 |
|
| R3 |
110-251 |
110-202 |
110-078 |
|
| R2 |
110-148 |
110-148 |
110-069 |
|
| R1 |
110-099 |
110-099 |
110-059 |
110-124 |
| PP |
110-046 |
110-046 |
110-046 |
110-058 |
| S1 |
109-317 |
109-317 |
110-041 |
110-021 |
| S2 |
109-263 |
109-263 |
110-031 |
|
| S3 |
109-161 |
109-214 |
110-022 |
|
| S4 |
109-058 |
109-112 |
109-314 |
|
|
| 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 |
110-095 |
109-100 |
0-315 |
0.9% |
0-122 |
0.3% |
86% |
True |
False |
1,465,569 |
| 10 |
110-095 |
109-100 |
0-315 |
0.9% |
0-110 |
0.3% |
86% |
True |
False |
2,164,425 |
| 20 |
110-095 |
109-002 |
1-092 |
1.2% |
0-120 |
0.3% |
89% |
True |
False |
1,147,774 |
| 40 |
110-258 |
107-100 |
3-158 |
3.2% |
0-117 |
0.3% |
81% |
False |
False |
574,794 |
| 60 |
110-258 |
106-162 |
4-095 |
3.9% |
0-089 |
0.3% |
85% |
False |
False |
383,196 |
| 80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-066 |
0.2% |
87% |
False |
False |
287,397 |
| 100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-053 |
0.2% |
88% |
False |
False |
229,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-211 |
|
2.618 |
111-043 |
|
1.618 |
110-261 |
|
1.000 |
110-198 |
|
0.618 |
110-158 |
|
HIGH |
110-095 |
|
0.618 |
110-056 |
|
0.500 |
110-044 |
|
0.382 |
110-032 |
|
LOW |
109-312 |
|
0.618 |
109-249 |
|
1.000 |
109-210 |
|
1.618 |
109-147 |
|
2.618 |
109-044 |
|
4.250 |
108-197 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-048 |
110-012 |
| PP |
110-046 |
109-295 |
| S1 |
110-044 |
109-258 |
|