ECBOT 5 Year T-Note Future December 2024
Trading Metrics calculated at close of trading on 19-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
107-295 |
107-215 |
-0-080 |
-0.2% |
107-262 |
High |
107-295 |
107-215 |
-0-080 |
-0.2% |
108-020 |
Low |
107-295 |
107-215 |
-0-080 |
-0.2% |
107-215 |
Close |
107-295 |
107-215 |
-0-080 |
-0.2% |
107-215 |
Range |
|
|
|
|
|
ATR |
0-076 |
0-076 |
0-000 |
0.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-215 |
107-215 |
107-215 |
|
R3 |
107-215 |
107-215 |
107-215 |
|
R2 |
107-215 |
107-215 |
107-215 |
|
R1 |
107-215 |
107-215 |
107-215 |
107-215 |
PP |
107-215 |
107-215 |
107-215 |
107-215 |
S1 |
107-215 |
107-215 |
107-215 |
107-215 |
S2 |
107-215 |
107-215 |
107-215 |
|
S3 |
107-215 |
107-215 |
107-215 |
|
S4 |
107-215 |
107-215 |
107-215 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-312 |
108-228 |
107-284 |
|
R3 |
108-187 |
108-103 |
107-249 |
|
R2 |
108-062 |
108-062 |
107-238 |
|
R1 |
107-298 |
107-298 |
107-226 |
107-278 |
PP |
107-257 |
107-257 |
107-257 |
107-246 |
S1 |
107-173 |
107-173 |
107-204 |
107-152 |
S2 |
107-132 |
107-132 |
107-192 |
|
S3 |
107-007 |
107-048 |
107-181 |
|
S4 |
106-202 |
106-243 |
107-146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
108-020 |
107-215 |
0-125 |
0.4% |
0-032 |
0.1% |
0% |
False |
True |
1 |
10 |
108-020 |
107-070 |
0-270 |
0.8% |
0-050 |
0.1% |
54% |
False |
False |
1 |
20 |
108-020 |
106-162 |
1-178 |
1.4% |
0-050 |
0.1% |
75% |
False |
False |
1 |
40 |
108-020 |
105-212 |
2-128 |
2.2% |
0-027 |
0.1% |
84% |
False |
False |
|
60 |
108-020 |
105-162 |
2-178 |
2.4% |
0-018 |
0.1% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-215 |
2.618 |
107-215 |
1.618 |
107-215 |
1.000 |
107-215 |
0.618 |
107-215 |
HIGH |
107-215 |
0.618 |
107-215 |
0.500 |
107-215 |
0.382 |
107-215 |
LOW |
107-215 |
0.618 |
107-215 |
1.000 |
107-215 |
1.618 |
107-215 |
2.618 |
107-215 |
4.250 |
107-215 |
|
|
Fisher Pivots for day following 19-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
107-215 |
107-278 |
PP |
107-215 |
107-257 |
S1 |
107-215 |
107-236 |
|