ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-295 |
106-298 |
0-002 |
0.0% |
106-110 |
| High |
106-318 |
107-012 |
0-015 |
0.0% |
107-018 |
| Low |
106-250 |
106-275 |
0-025 |
0.1% |
106-018 |
| Close |
106-295 |
106-302 |
0-008 |
0.0% |
107-012 |
| Range |
0-068 |
0-058 |
-0-010 |
-14.8% |
1-000 |
| ATR |
0-123 |
0-119 |
-0-005 |
-3.8% |
0-000 |
| Volume |
1,032,400 |
858,496 |
-173,904 |
-16.8% |
5,093,871 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-156 |
107-127 |
107-014 |
|
| R3 |
107-098 |
107-069 |
106-318 |
|
| R2 |
107-041 |
107-041 |
106-313 |
|
| R1 |
107-012 |
107-012 |
106-308 |
107-026 |
| PP |
106-303 |
106-303 |
106-303 |
106-311 |
| S1 |
106-274 |
106-274 |
106-297 |
106-289 |
| S2 |
106-246 |
106-246 |
106-292 |
|
| S3 |
106-188 |
106-217 |
106-287 |
|
| S4 |
106-131 |
106-159 |
106-271 |
|
|
| 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 |
106-065 |
0-272 |
0.8% |
0-118 |
0.3% |
87% |
False |
False |
1,067,034 |
| 10 |
107-018 |
106-018 |
1-000 |
0.9% |
0-118 |
0.3% |
89% |
False |
False |
1,203,236 |
| 20 |
107-065 |
105-312 |
1-072 |
1.1% |
0-119 |
0.3% |
79% |
False |
False |
1,241,535 |
| 40 |
107-065 |
105-088 |
1-298 |
1.8% |
0-117 |
0.3% |
87% |
False |
False |
1,249,174 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-115 |
0.3% |
89% |
False |
False |
833,492 |
| 80 |
107-192 |
104-302 |
2-210 |
2.5% |
0-093 |
0.3% |
75% |
False |
False |
625,182 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-076 |
0.2% |
64% |
False |
False |
500,145 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-064 |
0.2% |
43% |
False |
False |
416,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-257 |
|
2.618 |
107-163 |
|
1.618 |
107-106 |
|
1.000 |
107-070 |
|
0.618 |
107-048 |
|
HIGH |
107-012 |
|
0.618 |
106-311 |
|
0.500 |
106-304 |
|
0.382 |
106-297 |
|
LOW |
106-275 |
|
0.618 |
106-239 |
|
1.000 |
106-218 |
|
1.618 |
106-182 |
|
2.618 |
106-124 |
|
4.250 |
106-031 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-304 |
106-299 |
| PP |
106-303 |
106-296 |
| S1 |
106-303 |
106-292 |
|