ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-100 |
108-190 |
0-090 |
0.3% |
107-240 |
| High |
108-235 |
109-030 |
0-115 |
0.3% |
108-010 |
| Low |
108-052 |
108-190 |
0-138 |
0.4% |
107-188 |
| Close |
108-115 |
109-020 |
0-225 |
0.6% |
107-318 |
| Range |
0-182 |
0-160 |
-0-022 |
-12.3% |
0-142 |
| ATR |
0-084 |
0-095 |
0-011 |
12.9% |
0-000 |
| Volume |
210 |
2,881 |
2,671 |
1,271.9% |
133 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-133 |
110-077 |
109-108 |
|
| R3 |
109-293 |
109-237 |
109-064 |
|
| R2 |
109-133 |
109-133 |
109-049 |
|
| R1 |
109-077 |
109-077 |
109-035 |
109-105 |
| PP |
108-293 |
108-293 |
108-293 |
108-308 |
| S1 |
108-237 |
108-237 |
109-005 |
108-265 |
| S2 |
108-133 |
108-133 |
108-311 |
|
| S3 |
107-293 |
108-077 |
108-296 |
|
| S4 |
107-133 |
107-237 |
108-252 |
|
|
| 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 |
109-030 |
107-238 |
1-112 |
1.2% |
0-114 |
0.3% |
98% |
True |
False |
705 |
| 10 |
109-030 |
107-188 |
1-162 |
1.4% |
0-082 |
0.2% |
98% |
True |
False |
360 |
| 20 |
109-030 |
106-310 |
2-040 |
1.9% |
0-074 |
0.2% |
99% |
True |
False |
180 |
| 40 |
109-030 |
106-100 |
2-250 |
2.6% |
0-048 |
0.1% |
99% |
True |
False |
90 |
| 60 |
109-030 |
105-212 |
3-138 |
3.1% |
0-032 |
0.1% |
99% |
True |
False |
60 |
| 80 |
109-030 |
105-162 |
3-188 |
3.3% |
0-024 |
0.1% |
99% |
True |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-070 |
|
2.618 |
110-129 |
|
1.618 |
109-289 |
|
1.000 |
109-190 |
|
0.618 |
109-129 |
|
HIGH |
109-030 |
|
0.618 |
108-289 |
|
0.500 |
108-270 |
|
0.382 |
108-251 |
|
LOW |
108-190 |
|
0.618 |
108-091 |
|
1.000 |
108-030 |
|
1.618 |
107-251 |
|
2.618 |
107-091 |
|
4.250 |
106-150 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-317 |
108-284 |
| PP |
108-293 |
108-228 |
| S1 |
108-270 |
108-172 |
|