ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-108 |
107-072 |
-0-035 |
-0.1% |
107-135 |
| High |
107-115 |
107-125 |
0-010 |
0.0% |
107-220 |
| Low |
107-032 |
107-062 |
0-030 |
0.1% |
107-075 |
| Close |
107-062 |
107-102 |
0-040 |
0.1% |
107-090 |
| Range |
0-082 |
0-062 |
-0-020 |
-24.2% |
0-145 |
| ATR |
0-110 |
0-107 |
-0-003 |
-3.1% |
0-000 |
| Volume |
887,713 |
810,209 |
-77,504 |
-8.7% |
6,173,184 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-284 |
107-256 |
107-137 |
|
| R3 |
107-222 |
107-193 |
107-120 |
|
| R2 |
107-159 |
107-159 |
107-114 |
|
| R1 |
107-131 |
107-131 |
107-108 |
107-145 |
| PP |
107-097 |
107-097 |
107-097 |
107-104 |
| S1 |
107-068 |
107-068 |
107-097 |
107-082 |
| S2 |
107-034 |
107-034 |
107-091 |
|
| S3 |
106-292 |
107-006 |
107-085 |
|
| S4 |
106-229 |
106-263 |
107-068 |
|
|
| 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 |
107-218 |
107-032 |
0-185 |
0.5% |
0-076 |
0.2% |
38% |
False |
False |
1,014,584 |
| 10 |
107-220 |
106-275 |
0-265 |
0.8% |
0-096 |
0.3% |
56% |
False |
False |
1,176,172 |
| 20 |
107-220 |
106-018 |
1-202 |
1.5% |
0-108 |
0.3% |
78% |
False |
False |
1,197,318 |
| 40 |
107-220 |
105-088 |
2-132 |
2.2% |
0-116 |
0.3% |
85% |
False |
False |
1,410,242 |
| 60 |
107-220 |
105-012 |
2-208 |
2.5% |
0-112 |
0.3% |
86% |
False |
False |
1,015,138 |
| 80 |
107-220 |
104-302 |
2-238 |
2.6% |
0-104 |
0.3% |
87% |
False |
False |
761,472 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-083 |
0.2% |
76% |
False |
False |
609,178 |
| 120 |
109-182 |
104-302 |
4-200 |
4.3% |
0-071 |
0.2% |
51% |
False |
False |
507,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-071 |
|
2.618 |
107-289 |
|
1.618 |
107-226 |
|
1.000 |
107-188 |
|
0.618 |
107-164 |
|
HIGH |
107-125 |
|
0.618 |
107-101 |
|
0.500 |
107-094 |
|
0.382 |
107-086 |
|
LOW |
107-062 |
|
0.618 |
107-024 |
|
1.000 |
107-000 |
|
1.618 |
106-281 |
|
2.618 |
106-219 |
|
4.250 |
106-117 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-100 |
107-102 |
| PP |
107-097 |
107-102 |
| S1 |
107-094 |
107-101 |
|