ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-228 |
107-305 |
0-078 |
0.2% |
107-262 |
| High |
107-240 |
107-305 |
0-065 |
0.2% |
108-020 |
| Low |
107-228 |
107-215 |
-0-012 |
0.0% |
107-215 |
| Close |
107-228 |
107-232 |
0-005 |
0.0% |
107-215 |
| Range |
0-012 |
0-090 |
0-078 |
620.0% |
0-125 |
| ATR |
0-073 |
0-074 |
0-001 |
1.7% |
0-000 |
| Volume |
0 |
51 |
51 |
|
5 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-201 |
108-147 |
107-282 |
|
| R3 |
108-111 |
108-057 |
107-257 |
|
| R2 |
108-021 |
108-021 |
107-249 |
|
| R1 |
107-287 |
107-287 |
107-241 |
107-269 |
| PP |
107-251 |
107-251 |
107-251 |
107-242 |
| S1 |
107-197 |
107-197 |
107-224 |
107-179 |
| S2 |
107-161 |
107-161 |
107-216 |
|
| S3 |
107-071 |
107-107 |
107-208 |
|
| S4 |
106-301 |
107-017 |
107-183 |
|
|
| 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 |
107-305 |
107-188 |
0-118 |
0.3% |
0-031 |
0.1% |
38% |
True |
False |
10 |
| 10 |
108-020 |
107-100 |
0-240 |
0.7% |
0-058 |
0.2% |
55% |
False |
False |
6 |
| 20 |
108-020 |
106-162 |
1-178 |
1.4% |
0-057 |
0.2% |
78% |
False |
False |
3 |
| 40 |
108-020 |
105-212 |
2-128 |
2.2% |
0-031 |
0.1% |
86% |
False |
False |
1 |
| 60 |
108-020 |
105-162 |
2-178 |
2.4% |
0-021 |
0.1% |
87% |
False |
False |
1 |
| 80 |
108-020 |
105-162 |
2-178 |
2.4% |
0-015 |
0.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-048 |
|
2.618 |
108-221 |
|
1.618 |
108-131 |
|
1.000 |
108-075 |
|
0.618 |
108-041 |
|
HIGH |
107-305 |
|
0.618 |
107-271 |
|
0.500 |
107-260 |
|
0.382 |
107-249 |
|
LOW |
107-215 |
|
0.618 |
107-159 |
|
1.000 |
107-125 |
|
1.618 |
107-069 |
|
2.618 |
106-299 |
|
4.250 |
106-152 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-260 |
107-246 |
| PP |
107-251 |
107-242 |
| S1 |
107-242 |
107-237 |
|