ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-152 |
107-108 |
-0-045 |
-0.1% |
107-135 |
| High |
107-170 |
107-115 |
-0-055 |
-0.2% |
107-220 |
| Low |
107-075 |
107-032 |
-0-042 |
-0.1% |
107-075 |
| Close |
107-090 |
107-062 |
-0-028 |
-0.1% |
107-090 |
| Range |
0-095 |
0-082 |
-0-012 |
-13.2% |
0-145 |
| ATR |
0-112 |
0-110 |
-0-002 |
-1.9% |
0-000 |
| Volume |
1,064,003 |
887,713 |
-176,290 |
-16.6% |
6,173,184 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-318 |
107-272 |
107-108 |
|
| R3 |
107-235 |
107-190 |
107-085 |
|
| R2 |
107-152 |
107-152 |
107-078 |
|
| R1 |
107-108 |
107-108 |
107-070 |
107-089 |
| PP |
107-070 |
107-070 |
107-070 |
107-061 |
| S1 |
107-025 |
107-025 |
107-055 |
107-006 |
| S2 |
106-308 |
106-308 |
107-047 |
|
| S3 |
106-225 |
106-262 |
107-040 |
|
| S4 |
106-142 |
106-180 |
107-017 |
|
|
| 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 |
107-032 |
0-188 |
0.5% |
0-082 |
0.2% |
16% |
False |
True |
1,157,670 |
| 10 |
107-220 |
106-250 |
0-290 |
0.8% |
0-096 |
0.3% |
46% |
False |
False |
1,198,391 |
| 20 |
107-220 |
106-018 |
1-202 |
1.5% |
0-107 |
0.3% |
70% |
False |
False |
1,196,164 |
| 40 |
107-220 |
105-088 |
2-132 |
2.3% |
0-118 |
0.3% |
80% |
False |
False |
1,463,689 |
| 60 |
107-220 |
104-302 |
2-238 |
2.6% |
0-114 |
0.3% |
82% |
False |
False |
1,001,635 |
| 80 |
107-220 |
104-302 |
2-238 |
2.6% |
0-103 |
0.3% |
82% |
False |
False |
751,344 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-084 |
0.2% |
72% |
False |
False |
601,075 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-070 |
0.2% |
49% |
False |
False |
500,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-146 |
|
2.618 |
108-011 |
|
1.618 |
107-248 |
|
1.000 |
107-198 |
|
0.618 |
107-166 |
|
HIGH |
107-115 |
|
0.618 |
107-083 |
|
0.500 |
107-074 |
|
0.382 |
107-064 |
|
LOW |
107-032 |
|
0.618 |
106-302 |
|
1.000 |
106-270 |
|
1.618 |
106-219 |
|
2.618 |
106-137 |
|
4.250 |
106-002 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-074 |
107-122 |
| PP |
107-070 |
107-102 |
| S1 |
107-066 |
107-082 |
|