ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-080 |
107-080 |
0-000 |
0.0% |
107-135 |
| High |
107-180 |
107-205 |
0-025 |
0.1% |
107-220 |
| Low |
107-072 |
107-080 |
0-008 |
0.0% |
107-075 |
| Close |
107-095 |
107-095 |
0-000 |
0.0% |
107-090 |
| Range |
0-108 |
0-125 |
0-018 |
16.3% |
0-145 |
| ATR |
0-107 |
0-108 |
0-001 |
1.2% |
0-000 |
| Volume |
1,745,022 |
1,685,980 |
-59,042 |
-3.4% |
6,173,184 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-182 |
108-103 |
107-164 |
|
| R3 |
108-057 |
107-298 |
107-129 |
|
| R2 |
107-252 |
107-252 |
107-118 |
|
| R1 |
107-173 |
107-173 |
107-106 |
107-212 |
| PP |
107-127 |
107-127 |
107-127 |
107-146 |
| S1 |
107-048 |
107-048 |
107-084 |
107-088 |
| S2 |
107-002 |
107-002 |
107-072 |
|
| S3 |
106-197 |
106-243 |
107-061 |
|
| S4 |
106-072 |
106-118 |
107-026 |
|
|
| 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 |
107-205 |
107-032 |
0-172 |
0.5% |
0-094 |
0.3% |
36% |
True |
False |
1,238,585 |
| 10 |
107-220 |
107-032 |
0-188 |
0.5% |
0-092 |
0.3% |
33% |
False |
False |
1,251,001 |
| 20 |
107-220 |
106-018 |
1-202 |
1.5% |
0-110 |
0.3% |
76% |
False |
False |
1,261,011 |
| 40 |
107-220 |
105-088 |
2-132 |
2.2% |
0-117 |
0.3% |
84% |
False |
False |
1,320,715 |
| 60 |
107-220 |
105-012 |
2-208 |
2.5% |
0-114 |
0.3% |
85% |
False |
False |
1,072,307 |
| 80 |
107-220 |
104-302 |
2-238 |
2.6% |
0-107 |
0.3% |
86% |
False |
False |
804,360 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-086 |
0.2% |
75% |
False |
False |
643,488 |
| 120 |
108-220 |
104-302 |
3-238 |
3.5% |
0-073 |
0.2% |
63% |
False |
False |
536,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-096 |
|
2.618 |
108-212 |
|
1.618 |
108-087 |
|
1.000 |
108-010 |
|
0.618 |
107-282 |
|
HIGH |
107-205 |
|
0.618 |
107-157 |
|
0.500 |
107-142 |
|
0.382 |
107-128 |
|
LOW |
107-080 |
|
0.618 |
107-003 |
|
1.000 |
106-275 |
|
1.618 |
106-198 |
|
2.618 |
106-073 |
|
4.250 |
105-189 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-142 |
107-134 |
| PP |
107-127 |
107-121 |
| S1 |
107-111 |
107-108 |
|