ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-288 |
107-262 |
-0-025 |
-0.1% |
107-240 |
| High |
108-010 |
108-010 |
0-000 |
0.0% |
108-010 |
| Low |
107-228 |
107-238 |
0-010 |
0.0% |
107-188 |
| Close |
107-235 |
107-318 |
0-082 |
0.2% |
107-318 |
| Range |
0-102 |
0-092 |
-0-010 |
-9.8% |
0-142 |
| ATR |
0-076 |
0-077 |
0-001 |
1.8% |
0-000 |
| Volume |
20 |
61 |
41 |
205.0% |
133 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-252 |
108-218 |
108-048 |
|
| R3 |
108-160 |
108-125 |
108-023 |
|
| R2 |
108-068 |
108-068 |
108-014 |
|
| R1 |
108-032 |
108-032 |
108-006 |
108-050 |
| PP |
107-295 |
107-295 |
107-295 |
107-304 |
| S1 |
107-260 |
107-260 |
107-309 |
107-278 |
| S2 |
107-202 |
107-202 |
107-301 |
|
| S3 |
107-110 |
107-168 |
107-292 |
|
| S4 |
107-018 |
107-075 |
107-267 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-066 |
109-014 |
108-076 |
|
| R3 |
108-243 |
108-192 |
108-037 |
|
| R2 |
108-101 |
108-101 |
108-024 |
|
| R1 |
108-049 |
108-049 |
108-011 |
108-075 |
| PP |
107-278 |
107-278 |
107-278 |
107-291 |
| S1 |
107-227 |
107-227 |
107-304 |
107-252 |
| S2 |
107-136 |
107-136 |
107-291 |
|
| S3 |
106-313 |
107-084 |
107-278 |
|
| S4 |
106-171 |
106-262 |
107-239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-010 |
107-188 |
0-142 |
0.4% |
0-070 |
0.2% |
91% |
True |
False |
26 |
| 10 |
108-020 |
107-188 |
0-152 |
0.4% |
0-051 |
0.1% |
85% |
False |
False |
13 |
| 20 |
108-020 |
106-162 |
1-178 |
1.4% |
0-064 |
0.2% |
95% |
False |
False |
7 |
| 40 |
108-020 |
105-305 |
2-035 |
2.0% |
0-036 |
0.1% |
97% |
False |
False |
3 |
| 60 |
108-020 |
105-212 |
2-128 |
2.2% |
0-024 |
0.1% |
97% |
False |
False |
2 |
| 80 |
108-020 |
105-162 |
2-178 |
2.4% |
0-018 |
0.1% |
97% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-083 |
|
2.618 |
108-252 |
|
1.618 |
108-160 |
|
1.000 |
108-102 |
|
0.618 |
108-067 |
|
HIGH |
108-010 |
|
0.618 |
107-295 |
|
0.500 |
107-284 |
|
0.382 |
107-273 |
|
LOW |
107-238 |
|
0.618 |
107-180 |
|
1.000 |
107-145 |
|
1.618 |
107-088 |
|
2.618 |
106-315 |
|
4.250 |
106-164 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-306 |
107-302 |
| PP |
107-295 |
107-288 |
| S1 |
107-284 |
107-272 |
|