ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-112 |
107-192 |
0-080 |
0.2% |
107-108 |
| High |
107-198 |
107-240 |
0-042 |
0.1% |
107-205 |
| Low |
107-075 |
107-175 |
0-100 |
0.3% |
107-032 |
| Close |
107-182 |
107-198 |
0-015 |
0.0% |
107-182 |
| Range |
0-122 |
0-065 |
-0-058 |
-46.9% |
0-172 |
| ATR |
0-109 |
0-106 |
-0-003 |
-2.9% |
0-000 |
| Volume |
1,204,366 |
911,826 |
-292,540 |
-24.3% |
6,333,290 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-079 |
108-043 |
107-233 |
|
| R3 |
108-014 |
107-298 |
107-215 |
|
| R2 |
107-269 |
107-269 |
107-209 |
|
| R1 |
107-233 |
107-233 |
107-203 |
107-251 |
| PP |
107-204 |
107-204 |
107-204 |
107-213 |
| S1 |
107-168 |
107-168 |
107-192 |
107-186 |
| S2 |
107-139 |
107-139 |
107-186 |
|
| S3 |
107-074 |
107-103 |
107-180 |
|
| S4 |
107-009 |
107-038 |
107-162 |
|
|
| 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 |
107-240 |
107-062 |
0-178 |
0.5% |
0-096 |
0.3% |
76% |
True |
False |
1,271,480 |
| 10 |
107-240 |
107-032 |
0-208 |
0.6% |
0-089 |
0.3% |
80% |
True |
False |
1,214,575 |
| 20 |
107-240 |
106-018 |
1-222 |
1.6% |
0-106 |
0.3% |
92% |
True |
False |
1,217,750 |
| 40 |
107-240 |
105-165 |
2-075 |
2.1% |
0-116 |
0.3% |
94% |
True |
False |
1,286,601 |
| 60 |
107-240 |
105-088 |
2-152 |
2.3% |
0-112 |
0.3% |
95% |
True |
False |
1,107,533 |
| 80 |
107-240 |
104-302 |
2-258 |
2.6% |
0-109 |
0.3% |
95% |
True |
False |
830,812 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-087 |
0.3% |
85% |
False |
False |
664,649 |
| 120 |
108-150 |
104-302 |
3-168 |
3.3% |
0-074 |
0.2% |
76% |
False |
False |
553,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-196 |
|
2.618 |
108-090 |
|
1.618 |
108-025 |
|
1.000 |
107-305 |
|
0.618 |
107-280 |
|
HIGH |
107-240 |
|
0.618 |
107-215 |
|
0.500 |
107-208 |
|
0.382 |
107-200 |
|
LOW |
107-175 |
|
0.618 |
107-135 |
|
1.000 |
107-110 |
|
1.618 |
107-070 |
|
2.618 |
107-005 |
|
4.250 |
106-219 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-208 |
107-184 |
| PP |
107-204 |
107-171 |
| S1 |
107-201 |
107-158 |
|