ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-205 |
107-152 |
-0-052 |
-0.2% |
107-135 |
| High |
107-212 |
107-170 |
-0-042 |
-0.1% |
107-220 |
| Low |
107-145 |
107-075 |
-0-070 |
-0.2% |
107-075 |
| Close |
107-170 |
107-090 |
-0-080 |
-0.2% |
107-090 |
| Range |
0-068 |
0-095 |
0-028 |
40.7% |
0-145 |
| ATR |
0-114 |
0-112 |
-0-001 |
-1.2% |
0-000 |
| Volume |
1,119,632 |
1,064,003 |
-55,629 |
-5.0% |
6,173,184 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-077 |
108-018 |
107-142 |
|
| R3 |
107-302 |
107-243 |
107-116 |
|
| R2 |
107-207 |
107-207 |
107-107 |
|
| R1 |
107-148 |
107-148 |
107-099 |
107-130 |
| PP |
107-112 |
107-112 |
107-112 |
107-102 |
| S1 |
107-053 |
107-053 |
107-081 |
107-035 |
| S2 |
107-017 |
107-017 |
107-073 |
|
| S3 |
106-242 |
106-278 |
107-064 |
|
| S4 |
106-147 |
106-183 |
107-038 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-243 |
108-152 |
107-170 |
|
| R3 |
108-098 |
108-007 |
107-130 |
|
| R2 |
107-273 |
107-273 |
107-117 |
|
| R1 |
107-182 |
107-182 |
107-103 |
107-155 |
| PP |
107-128 |
107-128 |
107-128 |
107-115 |
| S1 |
107-037 |
107-037 |
107-077 |
107-010 |
| S2 |
106-303 |
106-303 |
107-063 |
|
| S3 |
106-158 |
106-212 |
107-050 |
|
| S4 |
106-013 |
106-067 |
107-010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-220 |
107-075 |
0-145 |
0.4% |
0-085 |
0.2% |
10% |
False |
True |
1,234,636 |
| 10 |
107-220 |
106-250 |
0-290 |
0.8% |
0-094 |
0.3% |
55% |
False |
False |
1,201,601 |
| 20 |
107-220 |
106-018 |
1-202 |
1.5% |
0-107 |
0.3% |
75% |
False |
False |
1,196,617 |
| 40 |
107-220 |
105-088 |
2-132 |
2.3% |
0-118 |
0.3% |
83% |
False |
False |
1,464,993 |
| 60 |
107-220 |
104-302 |
2-238 |
2.6% |
0-113 |
0.3% |
85% |
False |
False |
986,842 |
| 80 |
107-220 |
104-302 |
2-238 |
2.6% |
0-102 |
0.3% |
85% |
False |
False |
740,248 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-084 |
0.2% |
74% |
False |
False |
592,198 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-070 |
0.2% |
51% |
False |
False |
493,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-254 |
|
2.618 |
108-099 |
|
1.618 |
108-004 |
|
1.000 |
107-265 |
|
0.618 |
107-229 |
|
HIGH |
107-170 |
|
0.618 |
107-134 |
|
0.500 |
107-122 |
|
0.382 |
107-111 |
|
LOW |
107-075 |
|
0.618 |
107-016 |
|
1.000 |
106-300 |
|
1.618 |
106-241 |
|
2.618 |
106-146 |
|
4.250 |
105-311 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-122 |
107-146 |
| PP |
107-112 |
107-128 |
| S1 |
107-101 |
107-109 |
|