ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-055 |
106-312 |
-0-062 |
-0.2% |
106-315 |
| High |
107-055 |
107-130 |
0-075 |
0.2% |
107-130 |
| Low |
106-312 |
106-310 |
-0-002 |
0.0% |
106-162 |
| Close |
107-008 |
107-128 |
0-120 |
0.4% |
107-128 |
| Range |
0-062 |
0-140 |
0-078 |
124.0% |
0-288 |
| ATR |
0-079 |
0-084 |
0-004 |
5.5% |
0-000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
6 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-182 |
108-135 |
107-204 |
|
| R3 |
108-042 |
107-315 |
107-166 |
|
| R2 |
107-222 |
107-222 |
107-153 |
|
| R1 |
107-175 |
107-175 |
107-140 |
107-199 |
| PP |
107-082 |
107-082 |
107-082 |
107-094 |
| S1 |
107-035 |
107-035 |
107-115 |
107-059 |
| S2 |
106-262 |
106-262 |
107-102 |
|
| S3 |
106-122 |
106-215 |
107-089 |
|
| S4 |
105-302 |
106-075 |
107-050 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-256 |
109-159 |
107-286 |
|
| R3 |
108-288 |
108-192 |
107-207 |
|
| R2 |
108-001 |
108-001 |
107-180 |
|
| R1 |
107-224 |
107-224 |
107-154 |
107-272 |
| PP |
107-033 |
107-033 |
107-033 |
107-058 |
| S1 |
106-257 |
106-257 |
107-101 |
106-305 |
| S2 |
106-066 |
106-066 |
107-075 |
|
| S3 |
105-098 |
105-289 |
107-048 |
|
| S4 |
104-131 |
105-002 |
106-289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-130 |
106-162 |
0-288 |
0.8% |
0-086 |
0.2% |
99% |
True |
False |
1 |
| 10 |
107-130 |
106-162 |
0-288 |
0.8% |
0-050 |
0.1% |
99% |
True |
False |
|
| 20 |
107-150 |
106-100 |
1-050 |
1.1% |
0-029 |
0.1% |
94% |
False |
False |
|
| 40 |
107-150 |
105-212 |
1-258 |
1.7% |
0-014 |
0.0% |
96% |
False |
False |
|
| 60 |
107-150 |
105-162 |
1-308 |
1.8% |
0-010 |
0.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-085 |
|
2.618 |
108-177 |
|
1.618 |
108-037 |
|
1.000 |
107-270 |
|
0.618 |
107-217 |
|
HIGH |
107-130 |
|
0.618 |
107-077 |
|
0.500 |
107-060 |
|
0.382 |
107-043 |
|
LOW |
106-310 |
|
0.618 |
106-223 |
|
1.000 |
106-170 |
|
1.618 |
106-083 |
|
2.618 |
105-263 |
|
4.250 |
105-035 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-105 |
107-088 |
| PP |
107-082 |
107-049 |
| S1 |
107-060 |
107-010 |
|