ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-185 |
107-002 |
0-138 |
0.4% |
106-110 |
| High |
107-018 |
107-015 |
-0-002 |
0.0% |
107-018 |
| Low |
106-105 |
106-272 |
0-168 |
0.5% |
106-018 |
| Close |
107-012 |
107-002 |
-0-010 |
0.0% |
107-012 |
| Range |
0-232 |
0-062 |
-0-170 |
-73.1% |
1-000 |
| ATR |
0-132 |
0-127 |
-0-005 |
-3.8% |
0-000 |
| Volume |
1,312,260 |
919,815 |
-392,445 |
-29.9% |
5,093,871 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-178 |
107-152 |
107-037 |
|
| R3 |
107-115 |
107-090 |
107-020 |
|
| R2 |
107-052 |
107-052 |
107-014 |
|
| R1 |
107-028 |
107-028 |
107-008 |
107-034 |
| PP |
106-310 |
106-310 |
106-310 |
106-313 |
| S1 |
106-285 |
106-285 |
106-317 |
106-291 |
| S2 |
106-248 |
106-248 |
106-311 |
|
| S3 |
106-185 |
106-222 |
106-305 |
|
| S4 |
106-122 |
106-160 |
106-288 |
|
|
| 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% |
0-134 |
0.4% |
95% |
False |
False |
1,202,737 |
| 10 |
107-018 |
106-018 |
1-000 |
0.9% |
0-118 |
0.3% |
95% |
False |
False |
1,193,938 |
| 20 |
107-065 |
105-302 |
1-082 |
1.2% |
0-129 |
0.4% |
84% |
False |
False |
1,280,056 |
| 40 |
107-065 |
105-088 |
1-298 |
1.8% |
0-118 |
0.3% |
90% |
False |
False |
1,202,323 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-116 |
0.3% |
91% |
False |
False |
802,060 |
| 80 |
107-192 |
104-302 |
2-210 |
2.5% |
0-091 |
0.3% |
78% |
False |
False |
601,545 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-075 |
0.2% |
66% |
False |
False |
481,236 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-063 |
0.2% |
45% |
False |
False |
401,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-281 |
|
2.618 |
107-179 |
|
1.618 |
107-116 |
|
1.000 |
107-078 |
|
0.618 |
107-054 |
|
HIGH |
107-015 |
|
0.618 |
106-311 |
|
0.500 |
106-304 |
|
0.382 |
106-296 |
|
LOW |
106-272 |
|
0.618 |
106-234 |
|
1.000 |
106-210 |
|
1.618 |
106-171 |
|
2.618 |
106-109 |
|
4.250 |
106-007 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-316 |
106-282 |
| PP |
106-310 |
106-242 |
| S1 |
106-304 |
106-201 |
|