ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-095 |
107-128 |
0-032 |
0.1% |
106-315 |
| High |
107-095 |
107-128 |
0-032 |
0.1% |
107-130 |
| Low |
107-070 |
107-102 |
0-032 |
0.1% |
106-162 |
| Close |
107-095 |
107-102 |
0-008 |
0.0% |
107-128 |
| Range |
0-025 |
0-025 |
0-000 |
0.0% |
0-288 |
| ATR |
0-078 |
0-075 |
-0-003 |
-4.2% |
0-000 |
| Volume |
0 |
1 |
1 |
|
6 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-186 |
107-169 |
107-116 |
|
| R3 |
107-161 |
107-144 |
107-109 |
|
| R2 |
107-136 |
107-136 |
107-107 |
|
| R1 |
107-119 |
107-119 |
107-105 |
107-115 |
| PP |
107-111 |
107-111 |
107-111 |
107-109 |
| S1 |
107-094 |
107-094 |
107-100 |
107-090 |
| S2 |
107-086 |
107-086 |
107-098 |
|
| S3 |
107-061 |
107-069 |
107-096 |
|
| S4 |
107-036 |
107-044 |
107-089 |
|
|
| 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 |
106-310 |
0-140 |
0.4% |
0-056 |
0.2% |
80% |
False |
False |
|
| 10 |
107-130 |
106-162 |
0-288 |
0.8% |
0-055 |
0.2% |
90% |
False |
False |
|
| 20 |
107-150 |
106-162 |
0-308 |
0.9% |
0-032 |
0.1% |
85% |
False |
False |
|
| 40 |
107-150 |
105-212 |
1-258 |
1.7% |
0-016 |
0.0% |
92% |
False |
False |
|
| 60 |
107-150 |
105-162 |
1-308 |
1.8% |
0-011 |
0.0% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-234 |
|
2.618 |
107-193 |
|
1.618 |
107-168 |
|
1.000 |
107-152 |
|
0.618 |
107-143 |
|
HIGH |
107-128 |
|
0.618 |
107-118 |
|
0.500 |
107-115 |
|
0.382 |
107-112 |
|
LOW |
107-102 |
|
0.618 |
107-087 |
|
1.000 |
107-078 |
|
1.618 |
107-062 |
|
2.618 |
107-037 |
|
4.250 |
106-316 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-115 |
107-101 |
| PP |
107-111 |
107-100 |
| S1 |
107-107 |
107-099 |
|