ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-192 |
107-185 |
-0-008 |
0.0% |
107-108 |
| High |
107-240 |
107-260 |
0-020 |
0.1% |
107-205 |
| Low |
107-175 |
107-170 |
-0-005 |
0.0% |
107-032 |
| Close |
107-198 |
107-240 |
0-042 |
0.1% |
107-182 |
| Range |
0-065 |
0-090 |
0-025 |
38.5% |
0-172 |
| ATR |
0-106 |
0-105 |
-0-001 |
-1.1% |
0-000 |
| Volume |
911,826 |
1,171,896 |
260,070 |
28.5% |
6,333,290 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-173 |
108-137 |
107-290 |
|
| R3 |
108-083 |
108-047 |
107-265 |
|
| R2 |
107-313 |
107-313 |
107-256 |
|
| R1 |
107-277 |
107-277 |
107-248 |
107-295 |
| PP |
107-223 |
107-223 |
107-223 |
107-232 |
| S1 |
107-187 |
107-187 |
107-232 |
107-205 |
| S2 |
107-133 |
107-133 |
107-224 |
|
| S3 |
107-043 |
107-097 |
107-215 |
|
| S4 |
106-273 |
107-007 |
107-190 |
|
|
| 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 |
107-260 |
107-072 |
0-188 |
0.5% |
0-102 |
0.3% |
89% |
True |
False |
1,343,818 |
| 10 |
107-260 |
107-032 |
0-228 |
0.7% |
0-089 |
0.3% |
91% |
True |
False |
1,179,201 |
| 20 |
107-260 |
106-052 |
1-208 |
1.5% |
0-104 |
0.3% |
96% |
True |
False |
1,199,693 |
| 40 |
107-260 |
105-280 |
1-300 |
1.8% |
0-115 |
0.3% |
97% |
True |
False |
1,268,284 |
| 60 |
107-260 |
105-088 |
2-172 |
2.4% |
0-112 |
0.3% |
98% |
True |
False |
1,127,029 |
| 80 |
107-260 |
104-302 |
2-278 |
2.7% |
0-109 |
0.3% |
98% |
True |
False |
845,461 |
| 100 |
108-028 |
104-302 |
3-045 |
2.9% |
0-088 |
0.3% |
89% |
False |
False |
676,368 |
| 120 |
108-122 |
104-302 |
3-140 |
3.2% |
0-075 |
0.2% |
82% |
False |
False |
563,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-002 |
|
2.618 |
108-176 |
|
1.618 |
108-086 |
|
1.000 |
108-030 |
|
0.618 |
107-316 |
|
HIGH |
107-260 |
|
0.618 |
107-226 |
|
0.500 |
107-215 |
|
0.382 |
107-204 |
|
LOW |
107-170 |
|
0.618 |
107-114 |
|
1.000 |
107-080 |
|
1.618 |
107-024 |
|
2.618 |
106-254 |
|
4.250 |
106-108 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-232 |
107-216 |
| PP |
107-223 |
107-192 |
| S1 |
107-215 |
107-168 |
|