ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-135 |
107-210 |
0-075 |
0.2% |
107-002 |
| High |
107-220 |
107-218 |
-0-002 |
0.0% |
107-182 |
| Low |
107-132 |
107-142 |
0-010 |
0.0% |
106-250 |
| Close |
107-190 |
107-215 |
0-025 |
0.1% |
107-162 |
| Range |
0-088 |
0-075 |
-0-012 |
-14.3% |
0-252 |
| ATR |
0-120 |
0-117 |
-0-003 |
-2.7% |
0-000 |
| Volume |
1,525,638 |
1,191,364 |
-334,274 |
-21.9% |
5,842,835 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-097 |
108-071 |
107-256 |
|
| R3 |
108-022 |
107-316 |
107-236 |
|
| R2 |
107-267 |
107-267 |
107-229 |
|
| R1 |
107-241 |
107-241 |
107-222 |
107-254 |
| PP |
107-192 |
107-192 |
107-192 |
107-198 |
| S1 |
107-166 |
107-166 |
107-208 |
107-179 |
| S2 |
107-117 |
107-117 |
107-201 |
|
| S3 |
107-042 |
107-091 |
107-194 |
|
| S4 |
106-287 |
107-016 |
107-174 |
|
|
| 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 |
106-280 |
0-260 |
0.8% |
0-118 |
0.3% |
98% |
False |
False |
1,404,334 |
| 10 |
107-220 |
106-065 |
1-155 |
1.4% |
0-118 |
0.3% |
99% |
False |
False |
1,235,684 |
| 20 |
107-220 |
106-018 |
1-202 |
1.5% |
0-112 |
0.3% |
99% |
False |
False |
1,194,896 |
| 40 |
107-220 |
105-088 |
2-132 |
2.2% |
0-117 |
0.3% |
99% |
False |
False |
1,420,401 |
| 60 |
107-220 |
104-302 |
2-238 |
2.5% |
0-113 |
0.3% |
99% |
False |
False |
950,450 |
| 80 |
107-220 |
104-302 |
2-238 |
2.5% |
0-100 |
0.3% |
99% |
False |
False |
712,953 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-082 |
0.2% |
87% |
False |
False |
570,362 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-069 |
0.2% |
59% |
False |
False |
475,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-216 |
|
2.618 |
108-094 |
|
1.618 |
108-019 |
|
1.000 |
107-292 |
|
0.618 |
107-264 |
|
HIGH |
107-218 |
|
0.618 |
107-189 |
|
0.500 |
107-180 |
|
0.382 |
107-171 |
|
LOW |
107-142 |
|
0.618 |
107-096 |
|
1.000 |
107-068 |
|
1.618 |
107-021 |
|
2.618 |
106-266 |
|
4.250 |
106-144 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-203 |
107-195 |
| PP |
107-192 |
107-176 |
| S1 |
107-180 |
107-156 |
|