ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-095 |
106-185 |
0-090 |
0.3% |
106-110 |
| High |
106-232 |
107-018 |
0-105 |
0.3% |
107-018 |
| Low |
106-065 |
106-105 |
0-040 |
0.1% |
106-018 |
| Close |
106-208 |
107-012 |
0-125 |
0.4% |
107-012 |
| Range |
0-168 |
0-232 |
0-065 |
38.8% |
1-000 |
| ATR |
0-124 |
0-132 |
0-008 |
6.2% |
0-000 |
| Volume |
1,212,199 |
1,312,260 |
100,061 |
8.3% |
5,093,871 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-316 |
108-237 |
107-140 |
|
| R3 |
108-083 |
108-004 |
107-076 |
|
| R2 |
107-171 |
107-171 |
107-055 |
|
| R1 |
107-092 |
107-092 |
107-034 |
107-131 |
| PP |
106-258 |
106-258 |
106-258 |
106-278 |
| S1 |
106-179 |
106-179 |
106-311 |
106-219 |
| S2 |
106-026 |
106-026 |
106-290 |
|
| S3 |
105-113 |
105-267 |
106-269 |
|
| S4 |
104-201 |
105-034 |
106-205 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-229 |
109-121 |
107-188 |
|
| R3 |
108-229 |
108-121 |
107-100 |
|
| R2 |
107-229 |
107-229 |
107-071 |
|
| R1 |
107-121 |
107-121 |
107-042 |
107-175 |
| PP |
106-229 |
106-229 |
106-229 |
106-256 |
| S1 |
106-121 |
106-121 |
106-303 |
106-175 |
| S2 |
105-229 |
105-229 |
106-274 |
|
| S3 |
104-229 |
105-121 |
106-244 |
|
| S4 |
103-229 |
104-121 |
106-156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-018 |
106-018 |
1-000 |
0.9% |
0-157 |
0.5% |
98% |
True |
False |
1,391,152 |
| 10 |
107-018 |
106-018 |
1-000 |
0.9% |
0-120 |
0.4% |
98% |
True |
False |
1,191,633 |
| 20 |
107-065 |
105-302 |
1-082 |
1.2% |
0-130 |
0.4% |
87% |
False |
False |
1,296,413 |
| 40 |
107-065 |
105-088 |
1-298 |
1.8% |
0-118 |
0.3% |
91% |
False |
False |
1,179,421 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-118 |
0.3% |
93% |
False |
False |
786,730 |
| 80 |
107-210 |
104-302 |
2-228 |
2.5% |
0-090 |
0.3% |
77% |
False |
False |
590,048 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-074 |
0.2% |
67% |
False |
False |
472,038 |
| 120 |
109-188 |
104-302 |
4-205 |
4.3% |
0-062 |
0.2% |
45% |
False |
False |
393,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-046 |
|
2.618 |
108-306 |
|
1.618 |
108-074 |
|
1.000 |
107-250 |
|
0.618 |
107-161 |
|
HIGH |
107-018 |
|
0.618 |
106-249 |
|
0.500 |
106-221 |
|
0.382 |
106-194 |
|
LOW |
106-105 |
|
0.618 |
105-281 |
|
1.000 |
105-192 |
|
1.618 |
105-049 |
|
2.618 |
104-136 |
|
4.250 |
103-077 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-295 |
106-287 |
| PP |
106-258 |
106-241 |
| S1 |
106-221 |
106-195 |
|