ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-058 |
106-095 |
0-038 |
0.1% |
106-255 |
| High |
106-130 |
106-232 |
0-102 |
0.3% |
106-310 |
| Low |
106-052 |
106-065 |
0-012 |
0.0% |
106-112 |
| Close |
106-095 |
106-208 |
0-112 |
0.3% |
106-185 |
| Range |
0-078 |
0-168 |
0-090 |
116.1% |
0-198 |
| ATR |
0-121 |
0-124 |
0-003 |
2.7% |
0-000 |
| Volume |
1,036,389 |
1,212,199 |
175,810 |
17.0% |
5,925,695 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-031 |
107-287 |
106-300 |
|
| R3 |
107-183 |
107-119 |
106-254 |
|
| R2 |
107-016 |
107-016 |
106-238 |
|
| R1 |
106-272 |
106-272 |
106-223 |
106-304 |
| PP |
106-168 |
106-168 |
106-168 |
106-184 |
| S1 |
106-104 |
106-104 |
106-192 |
106-136 |
| S2 |
106-001 |
106-001 |
106-177 |
|
| S3 |
105-153 |
105-257 |
106-161 |
|
| S4 |
104-306 |
105-089 |
106-115 |
|
|
| 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% |
0-131 |
0.4% |
70% |
False |
False |
1,352,607 |
| 10 |
107-010 |
106-018 |
0-312 |
0.9% |
0-108 |
0.3% |
61% |
False |
False |
1,165,740 |
| 20 |
107-065 |
105-302 |
1-082 |
1.2% |
0-124 |
0.4% |
56% |
False |
False |
1,306,655 |
| 40 |
107-065 |
105-088 |
1-298 |
1.8% |
0-114 |
0.3% |
71% |
False |
False |
1,146,786 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-114 |
0.3% |
75% |
False |
False |
764,859 |
| 80 |
107-308 |
104-302 |
3-005 |
2.8% |
0-088 |
0.3% |
56% |
False |
False |
573,645 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-072 |
0.2% |
54% |
False |
False |
458,916 |
| 120 |
109-188 |
104-302 |
4-205 |
4.4% |
0-060 |
0.2% |
37% |
False |
False |
382,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-304 |
|
2.618 |
108-031 |
|
1.618 |
107-184 |
|
1.000 |
107-080 |
|
0.618 |
107-016 |
|
HIGH |
106-232 |
|
0.618 |
106-169 |
|
0.500 |
106-149 |
|
0.382 |
106-129 |
|
LOW |
106-065 |
|
0.618 |
105-281 |
|
1.000 |
105-218 |
|
1.618 |
105-114 |
|
2.618 |
104-266 |
|
4.250 |
103-313 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-188 |
106-180 |
| PP |
106-168 |
106-152 |
| S1 |
106-149 |
106-125 |
|