ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-298 |
106-305 |
0-008 |
0.0% |
106-110 |
| High |
107-012 |
107-175 |
0-162 |
0.5% |
107-018 |
| Low |
106-275 |
106-280 |
0-005 |
0.0% |
106-018 |
| Close |
106-302 |
107-142 |
0-160 |
0.5% |
107-012 |
| Range |
0-058 |
0-215 |
0-158 |
273.9% |
1-000 |
| ATR |
0-119 |
0-125 |
0-007 |
5.8% |
0-000 |
| Volume |
858,496 |
1,824,222 |
965,726 |
112.5% |
5,093,871 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-098 |
109-015 |
107-261 |
|
| R3 |
108-202 |
108-120 |
107-202 |
|
| R2 |
107-308 |
107-308 |
107-182 |
|
| R1 |
107-225 |
107-225 |
107-162 |
107-266 |
| PP |
107-092 |
107-092 |
107-092 |
107-113 |
| S1 |
107-010 |
107-010 |
107-123 |
107-051 |
| S2 |
106-198 |
106-198 |
107-103 |
|
| S3 |
105-302 |
106-115 |
107-083 |
|
| S4 |
105-088 |
105-220 |
107-024 |
|
|
| 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 |
107-175 |
106-105 |
1-070 |
1.1% |
0-127 |
0.4% |
92% |
True |
False |
1,189,438 |
| 10 |
107-175 |
106-018 |
1-158 |
1.4% |
0-129 |
0.4% |
93% |
True |
False |
1,271,022 |
| 20 |
107-175 |
106-018 |
1-158 |
1.4% |
0-124 |
0.4% |
93% |
True |
False |
1,284,596 |
| 40 |
107-175 |
105-088 |
2-088 |
2.1% |
0-121 |
0.4% |
96% |
True |
False |
1,294,663 |
| 60 |
107-175 |
104-302 |
2-192 |
2.4% |
0-116 |
0.3% |
96% |
True |
False |
863,886 |
| 80 |
107-192 |
104-302 |
2-210 |
2.5% |
0-095 |
0.3% |
94% |
False |
False |
647,984 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-078 |
0.2% |
80% |
False |
False |
518,387 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-066 |
0.2% |
54% |
False |
False |
431,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-129 |
|
2.618 |
109-098 |
|
1.618 |
108-203 |
|
1.000 |
108-070 |
|
0.618 |
107-308 |
|
HIGH |
107-175 |
|
0.618 |
107-093 |
|
0.500 |
107-068 |
|
0.382 |
107-042 |
|
LOW |
106-280 |
|
0.618 |
106-147 |
|
1.000 |
106-065 |
|
1.618 |
105-252 |
|
2.618 |
105-037 |
|
4.250 |
104-006 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-118 |
107-112 |
| PP |
107-092 |
107-082 |
| S1 |
107-068 |
107-052 |
|