ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-080 |
107-112 |
0-032 |
0.1% |
107-108 |
| High |
107-205 |
107-198 |
-0-008 |
0.0% |
107-205 |
| Low |
107-080 |
107-075 |
-0-005 |
0.0% |
107-032 |
| Close |
107-095 |
107-182 |
0-088 |
0.3% |
107-182 |
| Range |
0-125 |
0-122 |
-0-002 |
-2.0% |
0-172 |
| ATR |
0-108 |
0-109 |
0-001 |
0.9% |
0-000 |
| Volume |
1,685,980 |
1,204,366 |
-481,614 |
-28.6% |
6,333,290 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-199 |
108-153 |
107-250 |
|
| R3 |
108-077 |
108-031 |
107-216 |
|
| R2 |
107-274 |
107-274 |
107-205 |
|
| R1 |
107-228 |
107-228 |
107-194 |
107-251 |
| PP |
107-152 |
107-152 |
107-152 |
107-163 |
| S1 |
107-106 |
107-106 |
107-171 |
107-129 |
| S2 |
107-029 |
107-029 |
107-160 |
|
| S3 |
106-227 |
106-303 |
107-149 |
|
| S4 |
106-104 |
106-181 |
107-115 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-018 |
108-272 |
107-277 |
|
| R3 |
108-165 |
108-100 |
107-230 |
|
| R2 |
107-312 |
107-312 |
107-214 |
|
| R1 |
107-248 |
107-248 |
107-198 |
107-280 |
| PP |
107-140 |
107-140 |
107-140 |
107-156 |
| S1 |
107-075 |
107-075 |
107-167 |
107-108 |
| S2 |
106-288 |
106-288 |
107-151 |
|
| S3 |
106-115 |
106-222 |
107-135 |
|
| S4 |
105-262 |
106-050 |
107-088 |
|
|
| 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% |
0-100 |
0.3% |
87% |
False |
False |
1,266,658 |
| 10 |
107-220 |
107-032 |
0-188 |
0.5% |
0-092 |
0.3% |
80% |
False |
False |
1,250,647 |
| 20 |
107-220 |
106-018 |
1-202 |
1.5% |
0-111 |
0.3% |
93% |
False |
False |
1,265,253 |
| 40 |
107-220 |
105-105 |
2-115 |
2.2% |
0-117 |
0.3% |
95% |
False |
False |
1,293,592 |
| 60 |
107-220 |
105-020 |
2-200 |
2.4% |
0-114 |
0.3% |
96% |
False |
False |
1,092,375 |
| 80 |
107-220 |
104-302 |
2-238 |
2.5% |
0-108 |
0.3% |
96% |
False |
False |
819,414 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-087 |
0.3% |
84% |
False |
False |
655,531 |
| 120 |
108-150 |
104-302 |
3-168 |
3.3% |
0-074 |
0.2% |
75% |
False |
False |
546,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-078 |
|
2.618 |
108-198 |
|
1.618 |
108-076 |
|
1.000 |
108-000 |
|
0.618 |
107-273 |
|
HIGH |
107-198 |
|
0.618 |
107-151 |
|
0.500 |
107-136 |
|
0.382 |
107-122 |
|
LOW |
107-075 |
|
0.618 |
106-319 |
|
1.000 |
106-272 |
|
1.618 |
106-197 |
|
2.618 |
106-074 |
|
4.250 |
105-194 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-167 |
107-168 |
| PP |
107-152 |
107-153 |
| S1 |
107-136 |
107-139 |
|