ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
107-242 |
108-075 |
0-152 |
0.4% |
107-108 |
| High |
108-085 |
108-198 |
0-112 |
0.3% |
107-205 |
| Low |
107-215 |
108-022 |
0-128 |
0.4% |
107-032 |
| Close |
107-285 |
108-182 |
0-218 |
0.6% |
107-182 |
| Range |
0-190 |
0-175 |
-0-015 |
-7.9% |
0-172 |
| ATR |
0-111 |
0-120 |
0-009 |
7.8% |
0-000 |
| Volume |
2,249,475 |
2,240,997 |
-8,478 |
-0.4% |
6,333,290 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-019 |
109-276 |
108-279 |
|
| R3 |
109-164 |
109-101 |
108-231 |
|
| R2 |
108-309 |
108-309 |
108-215 |
|
| R1 |
108-246 |
108-246 |
108-199 |
108-278 |
| PP |
108-134 |
108-134 |
108-134 |
108-150 |
| S1 |
108-071 |
108-071 |
108-166 |
108-102 |
| S2 |
107-279 |
107-279 |
108-150 |
|
| S3 |
107-104 |
107-216 |
108-134 |
|
| S4 |
106-249 |
107-041 |
108-086 |
|
|
| 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 |
108-198 |
107-075 |
1-122 |
1.3% |
0-128 |
0.4% |
97% |
True |
False |
1,555,712 |
| 10 |
108-198 |
107-032 |
1-165 |
1.4% |
0-112 |
0.3% |
97% |
True |
False |
1,397,148 |
| 20 |
108-198 |
106-105 |
2-092 |
2.1% |
0-110 |
0.3% |
98% |
True |
False |
1,311,788 |
| 40 |
108-198 |
105-302 |
2-215 |
2.5% |
0-117 |
0.3% |
98% |
True |
False |
1,309,222 |
| 60 |
108-198 |
105-088 |
3-110 |
3.1% |
0-113 |
0.3% |
99% |
True |
False |
1,201,786 |
| 80 |
108-198 |
104-302 |
3-215 |
3.4% |
0-113 |
0.3% |
99% |
True |
False |
901,591 |
| 100 |
108-198 |
104-302 |
3-215 |
3.4% |
0-092 |
0.3% |
99% |
True |
False |
721,273 |
| 120 |
108-198 |
104-302 |
3-215 |
3.4% |
0-078 |
0.2% |
99% |
True |
False |
601,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-301 |
|
2.618 |
110-016 |
|
1.618 |
109-161 |
|
1.000 |
109-052 |
|
0.618 |
108-306 |
|
HIGH |
108-198 |
|
0.618 |
108-131 |
|
0.500 |
108-110 |
|
0.382 |
108-089 |
|
LOW |
108-022 |
|
0.618 |
107-234 |
|
1.000 |
107-168 |
|
1.618 |
107-059 |
|
2.618 |
106-204 |
|
4.250 |
105-239 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-158 |
108-130 |
| PP |
108-134 |
108-077 |
| S1 |
108-110 |
108-024 |
|