ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
110-035 |
110-055 |
0-020 |
0.1% |
109-128 |
| High |
110-095 |
110-208 |
0-112 |
0.3% |
110-208 |
| Low |
109-312 |
109-250 |
-0-062 |
-0.2% |
109-100 |
| Close |
110-050 |
110-130 |
0-080 |
0.2% |
110-130 |
| Range |
0-102 |
0-278 |
0-175 |
170.7% |
1-108 |
| ATR |
0-122 |
0-133 |
0-011 |
9.1% |
0-000 |
| Volume |
1,431,200 |
2,475,922 |
1,044,722 |
73.0% |
7,059,619 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-282 |
112-163 |
110-283 |
|
| R3 |
112-004 |
111-206 |
110-206 |
|
| R2 |
111-047 |
111-047 |
110-181 |
|
| R1 |
110-248 |
110-248 |
110-155 |
110-308 |
| PP |
110-089 |
110-089 |
110-089 |
110-119 |
| S1 |
109-291 |
109-291 |
110-105 |
110-030 |
| S2 |
109-132 |
109-132 |
110-079 |
|
| S3 |
108-174 |
109-013 |
110-054 |
|
| S4 |
107-217 |
108-056 |
109-297 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-042 |
113-193 |
111-045 |
|
| R3 |
112-254 |
112-086 |
110-248 |
|
| R2 |
111-147 |
111-147 |
110-208 |
|
| R1 |
110-298 |
110-298 |
110-169 |
111-062 |
| PP |
110-039 |
110-039 |
110-039 |
110-081 |
| S1 |
109-191 |
109-191 |
110-091 |
109-275 |
| S2 |
108-252 |
108-252 |
110-052 |
|
| S3 |
107-144 |
108-083 |
110-012 |
|
| S4 |
106-037 |
106-296 |
109-215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-208 |
109-100 |
1-108 |
1.2% |
0-156 |
0.4% |
82% |
True |
False |
1,698,735 |
| 10 |
110-208 |
109-100 |
1-108 |
1.2% |
0-124 |
0.4% |
82% |
True |
False |
2,206,406 |
| 20 |
110-208 |
109-042 |
1-165 |
1.4% |
0-123 |
0.3% |
84% |
True |
False |
1,271,000 |
| 40 |
110-258 |
107-188 |
3-070 |
2.9% |
0-119 |
0.3% |
88% |
False |
False |
636,692 |
| 60 |
110-258 |
106-162 |
4-095 |
3.9% |
0-093 |
0.3% |
91% |
False |
False |
424,461 |
| 80 |
110-258 |
105-212 |
5-045 |
4.7% |
0-070 |
0.2% |
92% |
False |
False |
318,346 |
| 100 |
110-258 |
105-162 |
5-095 |
4.8% |
0-056 |
0.2% |
92% |
False |
False |
254,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-107 |
|
2.618 |
112-294 |
|
1.618 |
112-016 |
|
1.000 |
111-165 |
|
0.618 |
111-059 |
|
HIGH |
110-208 |
|
0.618 |
110-101 |
|
0.500 |
110-069 |
|
0.382 |
110-036 |
|
LOW |
109-250 |
|
0.618 |
109-079 |
|
1.000 |
108-292 |
|
1.618 |
108-121 |
|
2.618 |
107-164 |
|
4.250 |
106-031 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-110 |
110-103 |
| PP |
110-089 |
110-076 |
| S1 |
110-069 |
110-049 |
|