ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-135 |
107-135 |
0-000 |
0.0% |
107-002 |
| High |
107-192 |
107-220 |
0-028 |
0.1% |
107-182 |
| Low |
107-092 |
107-132 |
0-040 |
0.1% |
106-250 |
| Close |
107-142 |
107-190 |
0-048 |
0.1% |
107-162 |
| Range |
0-100 |
0-088 |
-0-012 |
-12.5% |
0-252 |
| ATR |
0-123 |
0-120 |
-0-003 |
-2.1% |
0-000 |
| Volume |
1,272,547 |
1,525,638 |
253,091 |
19.9% |
5,842,835 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-123 |
108-084 |
107-238 |
|
| R3 |
108-036 |
107-317 |
107-214 |
|
| R2 |
107-268 |
107-268 |
107-206 |
|
| R1 |
107-229 |
107-229 |
107-198 |
107-249 |
| PP |
107-181 |
107-181 |
107-181 |
107-191 |
| S1 |
107-142 |
107-142 |
107-182 |
107-161 |
| S2 |
107-093 |
107-093 |
107-174 |
|
| S3 |
107-006 |
107-054 |
107-166 |
|
| S4 |
106-238 |
106-287 |
107-142 |
|
|
| 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 |
107-220 |
106-275 |
0-265 |
0.8% |
0-115 |
0.3% |
89% |
True |
False |
1,337,761 |
| 10 |
107-220 |
106-052 |
1-168 |
1.4% |
0-118 |
0.3% |
94% |
True |
False |
1,220,186 |
| 20 |
107-220 |
106-018 |
1-202 |
1.5% |
0-113 |
0.3% |
94% |
True |
False |
1,188,617 |
| 40 |
107-220 |
105-088 |
2-132 |
2.2% |
0-118 |
0.3% |
96% |
True |
False |
1,392,100 |
| 60 |
107-220 |
104-302 |
2-238 |
2.5% |
0-114 |
0.3% |
97% |
True |
False |
930,632 |
| 80 |
107-220 |
104-302 |
2-238 |
2.5% |
0-099 |
0.3% |
97% |
True |
False |
698,061 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-081 |
0.2% |
84% |
False |
False |
558,448 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-068 |
0.2% |
57% |
False |
False |
465,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-272 |
|
2.618 |
108-129 |
|
1.618 |
108-042 |
|
1.000 |
107-308 |
|
0.618 |
107-274 |
|
HIGH |
107-220 |
|
0.618 |
107-187 |
|
0.500 |
107-176 |
|
0.382 |
107-166 |
|
LOW |
107-132 |
|
0.618 |
107-078 |
|
1.000 |
107-045 |
|
1.618 |
106-311 |
|
2.618 |
106-223 |
|
4.250 |
106-081 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-185 |
107-175 |
| PP |
107-181 |
107-159 |
| S1 |
107-176 |
107-144 |
|