ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-110 |
106-058 |
-0-052 |
-0.2% |
106-255 |
| High |
106-148 |
106-130 |
-0-018 |
-0.1% |
106-310 |
| Low |
106-018 |
106-052 |
0-035 |
0.1% |
106-112 |
| Close |
106-038 |
106-095 |
0-058 |
0.2% |
106-185 |
| Range |
0-130 |
0-078 |
-0-052 |
-40.4% |
0-198 |
| ATR |
0-123 |
0-121 |
-0-002 |
-1.8% |
0-000 |
| Volume |
1,533,023 |
1,036,389 |
-496,634 |
-32.4% |
5,925,695 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-005 |
106-288 |
106-138 |
|
| R3 |
106-248 |
106-210 |
106-116 |
|
| R2 |
106-170 |
106-170 |
106-109 |
|
| R1 |
106-132 |
106-132 |
106-102 |
106-151 |
| PP |
106-092 |
106-092 |
106-092 |
106-102 |
| S1 |
106-055 |
106-055 |
106-088 |
106-074 |
| S2 |
106-015 |
106-015 |
106-081 |
|
| S3 |
105-258 |
105-298 |
106-074 |
|
| S4 |
105-180 |
105-220 |
106-052 |
|
|
| 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 |
106-290 |
106-018 |
0-272 |
0.8% |
0-119 |
0.3% |
28% |
False |
False |
1,339,439 |
| 10 |
107-022 |
106-018 |
1-005 |
1.0% |
0-105 |
0.3% |
24% |
False |
False |
1,154,109 |
| 20 |
107-065 |
105-302 |
1-082 |
1.2% |
0-123 |
0.4% |
28% |
False |
False |
1,323,191 |
| 40 |
107-065 |
105-088 |
1-298 |
1.8% |
0-111 |
0.3% |
53% |
False |
False |
1,116,515 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-112 |
0.3% |
60% |
False |
False |
744,656 |
| 80 |
108-028 |
104-302 |
3-045 |
3.0% |
0-085 |
0.3% |
43% |
False |
False |
558,492 |
| 100 |
108-032 |
104-302 |
3-050 |
3.0% |
0-070 |
0.2% |
43% |
False |
False |
446,794 |
| 120 |
109-188 |
104-302 |
4-205 |
4.4% |
0-059 |
0.2% |
29% |
False |
False |
372,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-139 |
|
2.618 |
107-013 |
|
1.618 |
106-255 |
|
1.000 |
106-208 |
|
0.618 |
106-178 |
|
HIGH |
106-130 |
|
0.618 |
106-100 |
|
0.500 |
106-091 |
|
0.382 |
106-082 |
|
LOW |
106-052 |
|
0.618 |
106-005 |
|
1.000 |
105-295 |
|
1.618 |
105-247 |
|
2.618 |
105-170 |
|
4.250 |
105-043 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-094 |
106-154 |
| PP |
106-092 |
106-134 |
| S1 |
106-091 |
106-115 |
|