ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-075 |
108-195 |
0-120 |
0.3% |
107-192 |
| High |
108-198 |
109-245 |
1-048 |
1.1% |
109-245 |
| Low |
108-022 |
108-168 |
0-145 |
0.4% |
107-170 |
| Close |
108-182 |
109-190 |
1-008 |
0.9% |
109-190 |
| Range |
0-175 |
1-078 |
0-222 |
127.1% |
2-075 |
| ATR |
0-120 |
0-140 |
0-020 |
16.6% |
0-000 |
| Volume |
2,240,997 |
3,131,238 |
890,241 |
39.7% |
9,705,432 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-007 |
112-176 |
110-089 |
|
| R3 |
111-249 |
111-098 |
109-299 |
|
| R2 |
110-172 |
110-172 |
109-263 |
|
| R1 |
110-021 |
110-021 |
109-226 |
110-096 |
| PP |
109-094 |
109-094 |
109-094 |
109-132 |
| S1 |
108-263 |
108-263 |
109-154 |
109-019 |
| S2 |
108-017 |
108-017 |
109-117 |
|
| S3 |
106-259 |
107-186 |
109-081 |
|
| S4 |
105-182 |
106-108 |
108-291 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-213 |
114-277 |
110-263 |
|
| R3 |
113-138 |
112-202 |
110-067 |
|
| R2 |
111-063 |
111-063 |
110-001 |
|
| R1 |
110-127 |
110-127 |
109-256 |
110-255 |
| PP |
108-308 |
108-308 |
108-308 |
109-052 |
| S1 |
108-052 |
108-052 |
109-124 |
108-180 |
| S2 |
106-233 |
106-233 |
109-059 |
|
| S3 |
104-158 |
105-297 |
108-313 |
|
| S4 |
102-083 |
103-222 |
108-117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-245 |
107-170 |
2-075 |
2.0% |
0-184 |
0.5% |
92% |
True |
False |
1,941,086 |
| 10 |
109-245 |
107-032 |
2-212 |
2.4% |
0-142 |
0.4% |
94% |
True |
False |
1,603,872 |
| 20 |
109-245 |
106-250 |
2-315 |
2.7% |
0-118 |
0.3% |
94% |
True |
False |
1,402,737 |
| 40 |
109-245 |
105-302 |
3-262 |
3.5% |
0-124 |
0.4% |
96% |
True |
False |
1,349,575 |
| 60 |
109-245 |
105-088 |
4-158 |
4.1% |
0-118 |
0.3% |
96% |
True |
False |
1,253,859 |
| 80 |
109-245 |
104-302 |
4-262 |
4.4% |
0-118 |
0.3% |
96% |
True |
False |
940,732 |
| 100 |
109-245 |
104-302 |
4-262 |
4.4% |
0-096 |
0.3% |
96% |
True |
False |
752,586 |
| 120 |
109-245 |
104-302 |
4-262 |
4.4% |
0-081 |
0.2% |
96% |
True |
False |
627,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-014 |
|
2.618 |
113-006 |
|
1.618 |
111-248 |
|
1.000 |
111-002 |
|
0.618 |
110-171 |
|
HIGH |
109-245 |
|
0.618 |
109-093 |
|
0.500 |
109-046 |
|
0.382 |
108-319 |
|
LOW |
108-168 |
|
0.618 |
107-242 |
|
1.000 |
107-090 |
|
1.618 |
106-164 |
|
2.618 |
105-087 |
|
4.250 |
103-078 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-142 |
109-097 |
| PP |
109-094 |
109-003 |
| S1 |
109-046 |
108-230 |
|