ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-210 |
107-205 |
-0-005 |
0.0% |
107-002 |
| High |
107-218 |
107-212 |
-0-005 |
0.0% |
107-182 |
| Low |
107-142 |
107-145 |
0-002 |
0.0% |
106-250 |
| Close |
107-215 |
107-170 |
-0-045 |
-0.1% |
107-162 |
| Range |
0-075 |
0-068 |
-0-008 |
-10.0% |
0-252 |
| ATR |
0-117 |
0-114 |
-0-003 |
-2.9% |
0-000 |
| Volume |
1,191,364 |
1,119,632 |
-71,732 |
-6.0% |
5,842,835 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-058 |
108-022 |
107-207 |
|
| R3 |
107-311 |
107-274 |
107-189 |
|
| R2 |
107-243 |
107-243 |
107-182 |
|
| R1 |
107-207 |
107-207 |
107-176 |
107-191 |
| PP |
107-176 |
107-176 |
107-176 |
107-168 |
| S1 |
107-139 |
107-139 |
107-164 |
107-124 |
| S2 |
107-108 |
107-108 |
107-158 |
|
| S3 |
107-041 |
107-072 |
107-151 |
|
| S4 |
106-293 |
107-004 |
107-133 |
|
|
| 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 |
107-068 |
0-152 |
0.4% |
0-089 |
0.3% |
67% |
False |
False |
1,263,416 |
| 10 |
107-220 |
106-105 |
1-115 |
1.3% |
0-108 |
0.3% |
89% |
False |
False |
1,226,427 |
| 20 |
107-220 |
106-018 |
1-202 |
1.5% |
0-108 |
0.3% |
90% |
False |
False |
1,196,084 |
| 40 |
107-220 |
105-088 |
2-132 |
2.2% |
0-117 |
0.3% |
94% |
False |
False |
1,445,040 |
| 60 |
107-220 |
104-302 |
2-238 |
2.6% |
0-113 |
0.3% |
94% |
False |
False |
969,109 |
| 80 |
107-220 |
104-302 |
2-238 |
2.6% |
0-101 |
0.3% |
94% |
False |
False |
726,948 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-083 |
0.2% |
82% |
False |
False |
581,558 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-069 |
0.2% |
56% |
False |
False |
484,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-179 |
|
2.618 |
108-069 |
|
1.618 |
108-002 |
|
1.000 |
107-280 |
|
0.618 |
107-254 |
|
HIGH |
107-212 |
|
0.618 |
107-187 |
|
0.500 |
107-179 |
|
0.382 |
107-171 |
|
LOW |
107-145 |
|
0.618 |
107-103 |
|
1.000 |
107-078 |
|
1.618 |
107-036 |
|
2.618 |
106-288 |
|
4.250 |
106-178 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-179 |
107-176 |
| PP |
107-176 |
107-174 |
| S1 |
107-173 |
107-172 |
|