ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-218 |
106-110 |
-0-108 |
-0.3% |
106-255 |
| High |
106-290 |
106-148 |
-0-142 |
-0.4% |
106-310 |
| Low |
106-112 |
106-018 |
-0-095 |
-0.3% |
106-112 |
| Close |
106-185 |
106-038 |
-0-148 |
-0.4% |
106-185 |
| Range |
0-178 |
0-130 |
-0-048 |
-26.8% |
0-198 |
| ATR |
0-120 |
0-123 |
0-003 |
2.8% |
0-000 |
| Volume |
1,861,893 |
1,533,023 |
-328,870 |
-17.7% |
5,925,695 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-138 |
107-058 |
106-109 |
|
| R3 |
107-008 |
106-248 |
106-073 |
|
| R2 |
106-198 |
106-198 |
106-061 |
|
| R1 |
106-118 |
106-118 |
106-049 |
106-092 |
| PP |
106-068 |
106-068 |
106-068 |
106-055 |
| S1 |
105-308 |
105-308 |
106-026 |
105-282 |
| S2 |
105-258 |
105-258 |
106-014 |
|
| S3 |
105-128 |
105-178 |
106-002 |
|
| S4 |
104-318 |
105-048 |
105-286 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-155 |
108-048 |
106-294 |
|
| R3 |
107-278 |
107-170 |
106-239 |
|
| R2 |
107-080 |
107-080 |
106-221 |
|
| R1 |
106-292 |
106-292 |
106-203 |
106-248 |
| PP |
106-202 |
106-202 |
106-202 |
106-180 |
| S1 |
106-095 |
106-095 |
106-167 |
106-050 |
| S2 |
106-005 |
106-005 |
106-149 |
|
| S3 |
105-128 |
105-218 |
106-131 |
|
| S4 |
104-250 |
105-020 |
106-076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-310 |
106-018 |
0-292 |
0.9% |
0-117 |
0.3% |
7% |
False |
True |
1,334,316 |
| 10 |
107-022 |
106-018 |
1-005 |
1.0% |
0-107 |
0.3% |
6% |
False |
True |
1,157,048 |
| 20 |
107-065 |
105-280 |
1-105 |
1.3% |
0-126 |
0.4% |
18% |
False |
False |
1,336,875 |
| 40 |
107-065 |
105-088 |
1-298 |
1.8% |
0-116 |
0.3% |
44% |
False |
False |
1,090,696 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-111 |
0.3% |
52% |
False |
False |
727,383 |
| 80 |
108-028 |
104-302 |
3-045 |
3.0% |
0-084 |
0.2% |
37% |
False |
False |
545,537 |
| 100 |
108-122 |
104-302 |
3-140 |
3.2% |
0-069 |
0.2% |
34% |
False |
False |
436,430 |
| 120 |
109-188 |
104-302 |
4-205 |
4.4% |
0-058 |
0.2% |
25% |
False |
False |
363,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-060 |
|
2.618 |
107-168 |
|
1.618 |
107-038 |
|
1.000 |
106-278 |
|
0.618 |
106-228 |
|
HIGH |
106-148 |
|
0.618 |
106-098 |
|
0.500 |
106-082 |
|
0.382 |
106-067 |
|
LOW |
106-018 |
|
0.618 |
105-257 |
|
1.000 |
105-208 |
|
1.618 |
105-127 |
|
2.618 |
104-317 |
|
4.250 |
104-105 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-082 |
106-154 |
| PP |
106-068 |
106-115 |
| S1 |
106-052 |
106-076 |
|