ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
108-065 |
108-100 |
0-035 |
0.1% |
107-240 |
| High |
108-075 |
108-235 |
0-160 |
0.5% |
108-010 |
| Low |
107-315 |
108-052 |
0-058 |
0.2% |
107-188 |
| Close |
108-065 |
108-115 |
0-050 |
0.1% |
107-318 |
| Range |
0-080 |
0-182 |
0-102 |
128.1% |
0-142 |
| ATR |
0-076 |
0-084 |
0-008 |
9.9% |
0-000 |
| Volume |
281 |
210 |
-71 |
-25.3% |
133 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-042 |
109-261 |
108-215 |
|
| R3 |
109-179 |
109-078 |
108-165 |
|
| R2 |
108-317 |
108-317 |
108-148 |
|
| R1 |
108-216 |
108-216 |
108-132 |
108-266 |
| PP |
108-134 |
108-134 |
108-134 |
108-159 |
| S1 |
108-033 |
108-033 |
108-098 |
108-084 |
| S2 |
107-272 |
107-272 |
108-082 |
|
| S3 |
107-089 |
107-171 |
108-065 |
|
| S4 |
106-227 |
106-308 |
108-015 |
|
|
| 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 |
108-235 |
107-228 |
1-008 |
0.9% |
0-102 |
0.3% |
63% |
True |
False |
133 |
| 10 |
108-235 |
107-188 |
1-048 |
1.1% |
0-066 |
0.2% |
67% |
True |
False |
72 |
| 20 |
108-235 |
106-310 |
1-245 |
1.6% |
0-069 |
0.2% |
79% |
True |
False |
36 |
| 40 |
108-235 |
106-100 |
2-135 |
2.2% |
0-044 |
0.1% |
85% |
True |
False |
18 |
| 60 |
108-235 |
105-212 |
3-022 |
2.8% |
0-029 |
0.1% |
88% |
True |
False |
12 |
| 80 |
108-235 |
105-162 |
3-072 |
3.0% |
0-022 |
0.1% |
88% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-051 |
|
2.618 |
110-073 |
|
1.618 |
109-210 |
|
1.000 |
109-098 |
|
0.618 |
109-028 |
|
HIGH |
108-235 |
|
0.618 |
108-165 |
|
0.500 |
108-144 |
|
0.382 |
108-122 |
|
LOW |
108-052 |
|
0.618 |
107-260 |
|
1.000 |
107-190 |
|
1.618 |
107-077 |
|
2.618 |
106-215 |
|
4.250 |
105-237 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-144 |
108-115 |
| PP |
108-134 |
108-115 |
| S1 |
108-125 |
108-115 |
|