ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
106-212 |
107-055 |
0-162 |
0.5% |
107-072 |
| High |
106-212 |
107-055 |
0-162 |
0.5% |
107-100 |
| Low |
106-210 |
106-312 |
0-102 |
0.3% |
106-298 |
| Close |
106-210 |
107-008 |
0-118 |
0.3% |
106-310 |
| Range |
0-002 |
0-062 |
0-060 |
2,400.0% |
0-122 |
| ATR |
0-073 |
0-079 |
0-007 |
9.1% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
1 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-206 |
107-169 |
107-042 |
|
| R3 |
107-143 |
107-107 |
107-025 |
|
| R2 |
107-081 |
107-081 |
107-019 |
|
| R1 |
107-044 |
107-044 |
107-013 |
107-031 |
| PP |
107-018 |
107-018 |
107-018 |
107-012 |
| S1 |
106-302 |
106-302 |
107-002 |
106-289 |
| S2 |
106-276 |
106-276 |
106-316 |
|
| S3 |
106-213 |
106-239 |
106-310 |
|
| S4 |
106-151 |
106-177 |
106-293 |
|
|
| 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 |
107-055 |
106-162 |
0-212 |
0.6% |
0-067 |
0.2% |
78% |
True |
False |
1 |
| 10 |
107-150 |
106-162 |
0-308 |
0.9% |
0-043 |
0.1% |
54% |
False |
False |
|
| 20 |
107-150 |
106-100 |
1-050 |
1.1% |
0-022 |
0.1% |
61% |
False |
False |
|
| 40 |
107-150 |
105-212 |
1-258 |
1.7% |
0-011 |
0.0% |
75% |
False |
False |
|
| 60 |
107-150 |
105-162 |
1-308 |
1.8% |
0-007 |
0.0% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-001 |
|
2.618 |
107-219 |
|
1.618 |
107-156 |
|
1.000 |
107-118 |
|
0.618 |
107-094 |
|
HIGH |
107-055 |
|
0.618 |
107-031 |
|
0.500 |
107-024 |
|
0.382 |
107-016 |
|
LOW |
106-312 |
|
0.618 |
106-274 |
|
1.000 |
106-250 |
|
1.618 |
106-211 |
|
2.618 |
106-149 |
|
4.250 |
106-047 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-024 |
106-308 |
| PP |
107-018 |
106-288 |
| S1 |
107-013 |
106-269 |
|