ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
108-025 |
108-065 |
0-040 |
0.1% |
107-240 |
| High |
108-055 |
108-075 |
0-020 |
0.1% |
108-010 |
| Low |
108-002 |
107-315 |
-0-008 |
0.0% |
107-188 |
| Close |
108-018 |
108-065 |
0-048 |
0.1% |
107-318 |
| Range |
0-052 |
0-080 |
0-028 |
52.4% |
0-142 |
| ATR |
0-076 |
0-076 |
0-000 |
0.4% |
0-000 |
| Volume |
96 |
281 |
185 |
192.7% |
133 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-285 |
108-255 |
108-109 |
|
| R3 |
108-205 |
108-175 |
108-087 |
|
| R2 |
108-125 |
108-125 |
108-080 |
|
| R1 |
108-095 |
108-095 |
108-072 |
108-105 |
| PP |
108-045 |
108-045 |
108-045 |
108-050 |
| S1 |
108-015 |
108-015 |
108-058 |
108-025 |
| S2 |
107-285 |
107-285 |
108-050 |
|
| S3 |
107-205 |
107-255 |
108-043 |
|
| S4 |
107-125 |
107-175 |
108-021 |
|
|
| 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 |
108-075 |
107-215 |
0-180 |
0.5% |
0-084 |
0.2% |
94% |
True |
False |
101 |
| 10 |
108-075 |
107-188 |
0-208 |
0.6% |
0-052 |
0.2% |
95% |
True |
False |
51 |
| 20 |
108-075 |
106-210 |
1-185 |
1.5% |
0-060 |
0.2% |
98% |
True |
False |
26 |
| 40 |
108-075 |
106-100 |
1-295 |
1.8% |
0-039 |
0.1% |
98% |
True |
False |
13 |
| 60 |
108-075 |
105-212 |
2-182 |
2.4% |
0-026 |
0.1% |
99% |
True |
False |
8 |
| 80 |
108-075 |
105-162 |
2-232 |
2.5% |
0-020 |
0.1% |
99% |
True |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-095 |
|
2.618 |
108-284 |
|
1.618 |
108-204 |
|
1.000 |
108-155 |
|
0.618 |
108-124 |
|
HIGH |
108-075 |
|
0.618 |
108-044 |
|
0.500 |
108-035 |
|
0.382 |
108-026 |
|
LOW |
107-315 |
|
0.618 |
107-266 |
|
1.000 |
107-235 |
|
1.618 |
107-186 |
|
2.618 |
107-106 |
|
4.250 |
106-295 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-055 |
108-042 |
| PP |
108-045 |
108-019 |
| S1 |
108-035 |
107-316 |
|