ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
107-262 |
108-025 |
0-082 |
0.2% |
107-240 |
| High |
108-010 |
108-055 |
0-045 |
0.1% |
108-010 |
| Low |
107-238 |
108-002 |
0-085 |
0.2% |
107-188 |
| Close |
107-318 |
108-018 |
0-020 |
0.1% |
107-318 |
| Range |
0-092 |
0-052 |
-0-040 |
-43.2% |
0-142 |
| ATR |
0-077 |
0-076 |
-0-001 |
-1.8% |
0-000 |
| Volume |
61 |
96 |
35 |
57.4% |
133 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-182 |
108-152 |
108-046 |
|
| R3 |
108-130 |
108-100 |
108-032 |
|
| R2 |
108-078 |
108-078 |
108-027 |
|
| R1 |
108-048 |
108-048 |
108-022 |
108-036 |
| PP |
108-025 |
108-025 |
108-025 |
108-019 |
| S1 |
107-315 |
107-315 |
108-013 |
107-304 |
| S2 |
107-292 |
107-292 |
108-008 |
|
| S3 |
107-240 |
107-262 |
108-003 |
|
| S4 |
107-188 |
107-210 |
107-309 |
|
|
| 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 |
108-055 |
107-215 |
0-160 |
0.5% |
0-070 |
0.2% |
77% |
True |
False |
45 |
| 10 |
108-055 |
107-188 |
0-188 |
0.5% |
0-050 |
0.1% |
80% |
True |
False |
23 |
| 20 |
108-055 |
106-162 |
1-212 |
1.5% |
0-063 |
0.2% |
93% |
True |
False |
12 |
| 40 |
108-055 |
106-040 |
2-015 |
1.9% |
0-037 |
0.1% |
94% |
True |
False |
6 |
| 60 |
108-055 |
105-212 |
2-162 |
2.3% |
0-025 |
0.1% |
95% |
True |
False |
4 |
| 80 |
108-055 |
105-162 |
2-212 |
2.5% |
0-018 |
0.1% |
96% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-278 |
|
2.618 |
108-192 |
|
1.618 |
108-140 |
|
1.000 |
108-108 |
|
0.618 |
108-087 |
|
HIGH |
108-055 |
|
0.618 |
108-035 |
|
0.500 |
108-029 |
|
0.382 |
108-023 |
|
LOW |
108-002 |
|
0.618 |
107-290 |
|
1.000 |
107-270 |
|
1.618 |
107-238 |
|
2.618 |
107-185 |
|
4.250 |
107-099 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-029 |
108-005 |
| PP |
108-025 |
107-313 |
| S1 |
108-021 |
107-301 |
|