ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-315 |
106-212 |
-0-102 |
-0.3% |
107-072 |
| High |
106-315 |
106-212 |
-0-102 |
-0.3% |
107-100 |
| Low |
106-162 |
106-210 |
0-048 |
0.1% |
106-298 |
| Close |
106-162 |
106-210 |
0-048 |
0.1% |
106-310 |
| Range |
0-152 |
0-002 |
-0-150 |
-98.4% |
0-122 |
| ATR |
0-074 |
0-073 |
-0-002 |
-2.3% |
0-000 |
| Volume |
1 |
2 |
1 |
100.0% |
1 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-218 |
106-217 |
106-211 |
|
| R3 |
106-216 |
106-214 |
106-211 |
|
| R2 |
106-213 |
106-213 |
106-210 |
|
| R1 |
106-212 |
106-212 |
106-210 |
106-211 |
| PP |
106-211 |
106-211 |
106-211 |
106-211 |
| S1 |
106-209 |
106-209 |
106-210 |
106-209 |
| S2 |
106-208 |
106-208 |
106-210 |
|
| S3 |
106-206 |
106-207 |
106-209 |
|
| S4 |
106-203 |
106-204 |
106-209 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-070 |
107-312 |
107-057 |
|
| R3 |
107-268 |
107-190 |
107-024 |
|
| R2 |
107-145 |
107-145 |
107-012 |
|
| R1 |
107-068 |
107-068 |
107-001 |
107-045 |
| PP |
107-022 |
107-022 |
107-022 |
107-011 |
| S1 |
106-265 |
106-265 |
106-299 |
106-242 |
| S2 |
106-220 |
106-220 |
106-288 |
|
| S3 |
106-098 |
106-142 |
106-276 |
|
| S4 |
105-295 |
106-020 |
106-243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-048 |
106-162 |
0-205 |
0.6% |
0-054 |
0.2% |
23% |
False |
False |
|
| 10 |
107-150 |
106-162 |
0-308 |
0.9% |
0-037 |
0.1% |
15% |
False |
False |
|
| 20 |
107-150 |
106-100 |
1-050 |
1.1% |
0-018 |
0.1% |
30% |
False |
False |
|
| 40 |
107-150 |
105-212 |
1-258 |
1.7% |
0-009 |
0.0% |
55% |
False |
False |
|
| 60 |
107-150 |
105-162 |
1-308 |
1.8% |
0-006 |
0.0% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-223 |
|
2.618 |
106-219 |
|
1.618 |
106-217 |
|
1.000 |
106-215 |
|
0.618 |
106-214 |
|
HIGH |
106-212 |
|
0.618 |
106-212 |
|
0.500 |
106-211 |
|
0.382 |
106-211 |
|
LOW |
106-210 |
|
0.618 |
106-208 |
|
1.000 |
106-208 |
|
1.618 |
106-206 |
|
2.618 |
106-203 |
|
4.250 |
106-199 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-211 |
106-265 |
| PP |
106-211 |
106-247 |
| S1 |
106-210 |
106-228 |
|