ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-185 |
107-242 |
0-058 |
0.2% |
107-108 |
| High |
107-260 |
108-085 |
0-145 |
0.4% |
107-205 |
| Low |
107-170 |
107-215 |
0-045 |
0.1% |
107-032 |
| Close |
107-240 |
107-285 |
0-045 |
0.1% |
107-182 |
| Range |
0-090 |
0-190 |
0-100 |
111.1% |
0-172 |
| ATR |
0-105 |
0-111 |
0-006 |
5.8% |
0-000 |
| Volume |
1,171,896 |
2,249,475 |
1,077,579 |
92.0% |
6,333,290 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-232 |
109-128 |
108-070 |
|
| R3 |
109-042 |
108-258 |
108-017 |
|
| R2 |
108-172 |
108-172 |
108-000 |
|
| R1 |
108-068 |
108-068 |
107-302 |
108-120 |
| PP |
107-302 |
107-302 |
107-302 |
108-008 |
| S1 |
107-198 |
107-198 |
107-268 |
107-250 |
| S2 |
107-112 |
107-112 |
107-250 |
|
| S3 |
106-242 |
107-008 |
107-233 |
|
| S4 |
106-052 |
106-138 |
107-180 |
|
|
| 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 |
108-085 |
107-075 |
1-010 |
1.0% |
0-118 |
0.3% |
64% |
True |
False |
1,444,708 |
| 10 |
108-085 |
107-032 |
1-052 |
1.1% |
0-101 |
0.3% |
68% |
True |
False |
1,285,012 |
| 20 |
108-085 |
106-065 |
2-020 |
1.9% |
0-109 |
0.3% |
82% |
True |
False |
1,260,348 |
| 40 |
108-085 |
105-302 |
2-102 |
2.2% |
0-116 |
0.3% |
84% |
True |
False |
1,291,769 |
| 60 |
108-085 |
105-088 |
2-318 |
2.8% |
0-111 |
0.3% |
87% |
True |
False |
1,164,459 |
| 80 |
108-085 |
104-302 |
3-102 |
3.1% |
0-112 |
0.3% |
89% |
True |
False |
873,579 |
| 100 |
108-085 |
104-302 |
3-102 |
3.1% |
0-090 |
0.3% |
89% |
True |
False |
698,863 |
| 120 |
108-085 |
104-302 |
3-102 |
3.1% |
0-077 |
0.2% |
89% |
True |
False |
582,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-252 |
|
2.618 |
109-262 |
|
1.618 |
109-072 |
|
1.000 |
108-275 |
|
0.618 |
108-202 |
|
HIGH |
108-085 |
|
0.618 |
108-012 |
|
0.500 |
107-310 |
|
0.382 |
107-288 |
|
LOW |
107-215 |
|
0.618 |
107-098 |
|
1.000 |
107-025 |
|
1.618 |
106-228 |
|
2.618 |
106-038 |
|
4.250 |
105-048 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-310 |
107-288 |
| PP |
107-302 |
107-287 |
| S1 |
107-293 |
107-286 |
|