ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-315 |
108-018 |
0-022 |
0.1% |
107-122 |
| High |
108-020 |
108-020 |
0-000 |
0.0% |
107-298 |
| Low |
107-288 |
107-298 |
0-010 |
0.0% |
107-070 |
| Close |
107-312 |
108-018 |
0-025 |
0.1% |
107-278 |
| Range |
0-052 |
0-042 |
-0-010 |
-19.0% |
0-228 |
| ATR |
0-081 |
0-078 |
-0-003 |
-3.4% |
0-000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
11 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-132 |
108-118 |
108-041 |
|
| R3 |
108-090 |
108-075 |
108-029 |
|
| R2 |
108-048 |
108-048 |
108-025 |
|
| R1 |
108-032 |
108-032 |
108-021 |
108-039 |
| PP |
108-005 |
108-005 |
108-005 |
108-008 |
| S1 |
107-310 |
107-310 |
108-014 |
107-316 |
| S2 |
107-282 |
107-282 |
108-010 |
|
| S3 |
107-240 |
107-268 |
108-006 |
|
| S4 |
107-198 |
107-225 |
107-314 |
|
|
| 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% |
0-086 |
0.2% |
99% |
True |
False |
3 |
| 10 |
108-020 |
106-310 |
1-030 |
1.0% |
0-071 |
0.2% |
99% |
True |
False |
1 |
| 20 |
108-020 |
106-162 |
1-178 |
1.4% |
0-054 |
0.2% |
99% |
True |
False |
1 |
| 40 |
108-020 |
105-212 |
2-128 |
2.2% |
0-027 |
0.1% |
100% |
True |
False |
|
| 60 |
108-020 |
105-162 |
2-178 |
2.4% |
0-018 |
0.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-201 |
|
2.618 |
108-131 |
|
1.618 |
108-089 |
|
1.000 |
108-062 |
|
0.618 |
108-046 |
|
HIGH |
108-020 |
|
0.618 |
108-004 |
|
0.500 |
107-319 |
|
0.382 |
107-314 |
|
LOW |
107-298 |
|
0.618 |
107-271 |
|
1.000 |
107-255 |
|
1.618 |
107-229 |
|
2.618 |
107-186 |
|
4.250 |
107-117 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-011 |
108-002 |
| PP |
108-005 |
107-306 |
| S1 |
107-319 |
107-290 |
|