ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-002 |
106-295 |
-0-028 |
-0.1% |
106-110 |
| High |
107-015 |
106-318 |
-0-018 |
-0.1% |
107-018 |
| Low |
106-272 |
106-250 |
-0-022 |
-0.1% |
106-018 |
| Close |
107-002 |
106-295 |
-0-028 |
-0.1% |
107-012 |
| Range |
0-062 |
0-068 |
0-005 |
8.0% |
1-000 |
| ATR |
0-127 |
0-123 |
-0-004 |
-3.1% |
0-000 |
| Volume |
919,815 |
1,032,400 |
112,585 |
12.2% |
5,093,871 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-170 |
107-140 |
107-012 |
|
| R3 |
107-102 |
107-072 |
106-314 |
|
| R2 |
107-035 |
107-035 |
106-307 |
|
| R1 |
107-005 |
107-005 |
106-301 |
107-009 |
| PP |
106-288 |
106-288 |
106-288 |
106-289 |
| S1 |
106-258 |
106-258 |
106-289 |
106-261 |
| S2 |
106-220 |
106-220 |
106-283 |
|
| S3 |
106-152 |
106-190 |
106-276 |
|
| S4 |
106-085 |
106-122 |
106-258 |
|
|
| 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 |
106-052 |
0-285 |
0.8% |
0-122 |
0.4% |
85% |
False |
False |
1,102,612 |
| 10 |
107-018 |
106-018 |
1-000 |
0.9% |
0-119 |
0.3% |
87% |
False |
False |
1,218,464 |
| 20 |
107-065 |
105-302 |
1-082 |
1.2% |
0-118 |
0.3% |
78% |
False |
False |
1,246,619 |
| 40 |
107-065 |
105-088 |
1-298 |
1.8% |
0-118 |
0.3% |
85% |
False |
False |
1,227,805 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-116 |
0.3% |
88% |
False |
False |
819,226 |
| 80 |
107-192 |
104-302 |
2-210 |
2.5% |
0-092 |
0.3% |
74% |
False |
False |
614,450 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-075 |
0.2% |
63% |
False |
False |
491,560 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-063 |
0.2% |
43% |
False |
False |
409,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-284 |
|
2.618 |
107-174 |
|
1.618 |
107-107 |
|
1.000 |
107-065 |
|
0.618 |
107-039 |
|
HIGH |
106-318 |
|
0.618 |
106-292 |
|
0.500 |
106-284 |
|
0.382 |
106-276 |
|
LOW |
106-250 |
|
0.618 |
106-208 |
|
1.000 |
106-182 |
|
1.618 |
106-141 |
|
2.618 |
106-073 |
|
4.250 |
105-283 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-291 |
106-270 |
| PP |
106-288 |
106-246 |
| S1 |
106-284 |
106-221 |
|