ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-305 |
107-118 |
0-132 |
0.4% |
107-002 |
| High |
107-175 |
107-182 |
0-008 |
0.0% |
107-182 |
| Low |
106-280 |
107-068 |
0-108 |
0.3% |
106-250 |
| Close |
107-142 |
107-162 |
0-020 |
0.1% |
107-162 |
| Range |
0-215 |
0-115 |
-0-100 |
-46.5% |
0-252 |
| ATR |
0-125 |
0-125 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,824,222 |
1,207,902 |
-616,320 |
-33.8% |
5,842,835 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-162 |
108-118 |
107-226 |
|
| R3 |
108-048 |
108-002 |
107-194 |
|
| R2 |
107-252 |
107-252 |
107-184 |
|
| R1 |
107-208 |
107-208 |
107-173 |
107-230 |
| PP |
107-138 |
107-138 |
107-138 |
107-149 |
| S1 |
107-092 |
107-092 |
107-152 |
107-115 |
| S2 |
107-022 |
107-022 |
107-141 |
|
| S3 |
106-228 |
106-298 |
107-131 |
|
| S4 |
106-112 |
106-182 |
107-099 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-209 |
109-118 |
107-301 |
|
| R3 |
108-277 |
108-186 |
107-232 |
|
| R2 |
108-024 |
108-024 |
107-209 |
|
| R1 |
107-253 |
107-253 |
107-186 |
107-299 |
| PP |
107-092 |
107-092 |
107-092 |
107-114 |
| S1 |
107-001 |
107-001 |
107-139 |
107-046 |
| S2 |
106-159 |
106-159 |
107-116 |
|
| S3 |
105-227 |
106-068 |
107-093 |
|
| S4 |
104-294 |
105-136 |
107-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-182 |
106-250 |
0-252 |
0.7% |
0-104 |
0.3% |
92% |
True |
False |
1,168,567 |
| 10 |
107-182 |
106-018 |
1-165 |
1.4% |
0-130 |
0.4% |
96% |
True |
False |
1,279,859 |
| 20 |
107-182 |
106-018 |
1-165 |
1.4% |
0-117 |
0.3% |
96% |
True |
False |
1,230,531 |
| 40 |
107-182 |
105-088 |
2-095 |
2.1% |
0-121 |
0.4% |
97% |
True |
False |
1,324,392 |
| 60 |
107-182 |
104-302 |
2-200 |
2.4% |
0-116 |
0.3% |
98% |
True |
False |
883,996 |
| 80 |
107-192 |
104-302 |
2-210 |
2.5% |
0-097 |
0.3% |
96% |
False |
False |
663,083 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-079 |
0.2% |
82% |
False |
False |
530,466 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-066 |
0.2% |
55% |
False |
False |
442,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-031 |
|
2.618 |
108-164 |
|
1.618 |
108-049 |
|
1.000 |
107-298 |
|
0.618 |
107-254 |
|
HIGH |
107-182 |
|
0.618 |
107-139 |
|
0.500 |
107-125 |
|
0.382 |
107-111 |
|
LOW |
107-068 |
|
0.618 |
106-316 |
|
1.000 |
106-272 |
|
1.618 |
106-201 |
|
2.618 |
106-086 |
|
4.250 |
105-219 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-150 |
107-131 |
| PP |
107-138 |
107-100 |
| S1 |
107-125 |
107-069 |
|