ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-118 |
107-135 |
0-018 |
0.1% |
107-002 |
| High |
107-182 |
107-192 |
0-010 |
0.0% |
107-182 |
| Low |
107-068 |
107-092 |
0-025 |
0.1% |
106-250 |
| Close |
107-162 |
107-142 |
-0-020 |
-0.1% |
107-162 |
| Range |
0-115 |
0-100 |
-0-015 |
-13.0% |
0-252 |
| ATR |
0-125 |
0-123 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,207,902 |
1,272,547 |
64,645 |
5.4% |
5,842,835 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-122 |
108-072 |
107-198 |
|
| R3 |
108-022 |
107-292 |
107-170 |
|
| R2 |
107-242 |
107-242 |
107-161 |
|
| R1 |
107-192 |
107-192 |
107-152 |
107-218 |
| PP |
107-142 |
107-142 |
107-142 |
107-155 |
| S1 |
107-092 |
107-092 |
107-133 |
107-118 |
| S2 |
107-042 |
107-042 |
107-124 |
|
| S3 |
106-262 |
106-312 |
107-115 |
|
| S4 |
106-162 |
106-212 |
107-088 |
|
|
| 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 |
107-192 |
106-250 |
0-262 |
0.8% |
0-111 |
0.3% |
81% |
True |
False |
1,239,113 |
| 10 |
107-192 |
106-018 |
1-175 |
1.4% |
0-122 |
0.4% |
90% |
True |
False |
1,220,925 |
| 20 |
107-192 |
106-018 |
1-175 |
1.4% |
0-114 |
0.3% |
90% |
True |
False |
1,201,968 |
| 40 |
107-192 |
105-088 |
2-105 |
2.2% |
0-119 |
0.3% |
93% |
True |
False |
1,355,001 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-115 |
0.3% |
94% |
True |
False |
905,205 |
| 80 |
107-192 |
104-302 |
2-210 |
2.5% |
0-098 |
0.3% |
94% |
True |
False |
678,990 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-080 |
0.2% |
80% |
False |
False |
543,192 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-067 |
0.2% |
54% |
False |
False |
452,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-298 |
|
2.618 |
108-134 |
|
1.618 |
108-034 |
|
1.000 |
107-292 |
|
0.618 |
107-254 |
|
HIGH |
107-192 |
|
0.618 |
107-154 |
|
0.500 |
107-142 |
|
0.382 |
107-131 |
|
LOW |
107-092 |
|
0.618 |
107-031 |
|
1.000 |
106-312 |
|
1.618 |
106-251 |
|
2.618 |
106-151 |
|
4.250 |
105-308 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-142 |
107-120 |
| PP |
107-142 |
107-098 |
| S1 |
107-142 |
107-076 |
|