ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-262 |
107-315 |
0-052 |
0.2% |
107-122 |
| High |
107-302 |
108-020 |
0-038 |
0.1% |
107-298 |
| Low |
107-240 |
107-288 |
0-048 |
0.1% |
107-070 |
| Close |
107-262 |
107-312 |
0-050 |
0.1% |
107-278 |
| Range |
0-062 |
0-052 |
-0-010 |
-16.0% |
0-228 |
| ATR |
0-081 |
0-081 |
0-000 |
-0.3% |
0-000 |
| Volume |
0 |
5 |
5 |
|
11 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-151 |
108-124 |
108-021 |
|
| R3 |
108-098 |
108-072 |
108-007 |
|
| R2 |
108-046 |
108-046 |
108-002 |
|
| R1 |
108-019 |
108-019 |
107-317 |
108-006 |
| PP |
107-313 |
107-313 |
107-313 |
107-307 |
| S1 |
107-287 |
107-287 |
107-308 |
107-274 |
| S2 |
107-261 |
107-261 |
107-303 |
|
| S3 |
107-208 |
107-234 |
107-298 |
|
| S4 |
107-156 |
107-182 |
107-284 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-258 |
109-175 |
108-083 |
|
| R3 |
109-030 |
108-268 |
108-020 |
|
| R2 |
108-122 |
108-122 |
107-319 |
|
| R1 |
108-040 |
108-040 |
107-298 |
108-081 |
| PP |
107-215 |
107-215 |
107-215 |
107-236 |
| S1 |
107-132 |
107-132 |
107-257 |
107-174 |
| S2 |
106-308 |
106-308 |
107-236 |
|
| S3 |
106-080 |
106-225 |
107-215 |
|
| S4 |
105-172 |
105-318 |
107-152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-020 |
107-100 |
0-240 |
0.7% |
0-082 |
0.2% |
89% |
True |
False |
3 |
| 10 |
108-020 |
106-210 |
1-130 |
1.3% |
0-067 |
0.2% |
94% |
True |
False |
2 |
| 20 |
108-020 |
106-162 |
1-178 |
1.4% |
0-052 |
0.1% |
94% |
True |
False |
1 |
| 40 |
108-020 |
105-212 |
2-128 |
2.2% |
0-026 |
0.1% |
96% |
True |
False |
|
| 60 |
108-020 |
105-162 |
2-178 |
2.4% |
0-017 |
0.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-243 |
|
2.618 |
108-157 |
|
1.618 |
108-105 |
|
1.000 |
108-072 |
|
0.618 |
108-052 |
|
HIGH |
108-020 |
|
0.618 |
108-000 |
|
0.500 |
107-314 |
|
0.382 |
107-308 |
|
LOW |
107-288 |
|
0.618 |
107-255 |
|
1.000 |
107-235 |
|
1.618 |
107-203 |
|
2.618 |
107-150 |
|
4.250 |
107-064 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-314 |
107-300 |
| PP |
107-313 |
107-288 |
| S1 |
107-313 |
107-275 |
|