ECBOT 5 Year T-Note Future December 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
108-190 |
109-052 |
0-182 |
0.5% |
108-025 |
| High |
109-030 |
110-078 |
1-048 |
1.1% |
110-078 |
| Low |
108-190 |
109-008 |
0-138 |
0.4% |
107-315 |
| Close |
109-020 |
110-028 |
1-008 |
0.9% |
110-028 |
| Range |
0-160 |
1-070 |
0-230 |
143.8% |
2-082 |
| ATR |
0-095 |
0-116 |
0-021 |
22.3% |
0-000 |
| Volume |
2,881 |
7,879 |
4,998 |
173.5% |
11,347 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-141 |
112-314 |
110-242 |
|
| R3 |
112-071 |
111-244 |
110-135 |
|
| R2 |
111-001 |
111-001 |
110-099 |
|
| R1 |
110-174 |
110-174 |
110-063 |
110-248 |
| PP |
109-251 |
109-251 |
109-251 |
109-288 |
| S1 |
109-104 |
109-104 |
109-312 |
109-178 |
| S2 |
108-181 |
108-181 |
109-276 |
|
| S3 |
107-111 |
108-034 |
109-240 |
|
| S4 |
106-041 |
106-284 |
109-133 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-068 |
115-130 |
111-105 |
|
| R3 |
113-305 |
113-048 |
110-226 |
|
| R2 |
111-222 |
111-222 |
110-160 |
|
| R1 |
110-285 |
110-285 |
110-094 |
111-094 |
| PP |
109-140 |
109-140 |
109-140 |
109-204 |
| S1 |
108-202 |
108-202 |
109-281 |
109-011 |
| S2 |
107-058 |
107-058 |
109-215 |
|
| S3 |
104-295 |
106-120 |
109-149 |
|
| S4 |
102-212 |
104-038 |
108-270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-078 |
107-315 |
2-082 |
2.1% |
0-173 |
0.5% |
93% |
True |
False |
2,269 |
| 10 |
110-078 |
107-188 |
2-210 |
2.4% |
0-122 |
0.3% |
94% |
True |
False |
1,148 |
| 20 |
110-078 |
107-070 |
3-008 |
2.7% |
0-086 |
0.2% |
95% |
True |
False |
574 |
| 40 |
110-078 |
106-100 |
3-298 |
3.6% |
0-057 |
0.2% |
96% |
True |
False |
287 |
| 60 |
110-078 |
105-212 |
4-185 |
4.2% |
0-038 |
0.1% |
97% |
True |
False |
191 |
| 80 |
110-078 |
105-162 |
4-235 |
4.3% |
0-029 |
0.1% |
97% |
True |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-135 |
|
2.618 |
113-139 |
|
1.618 |
112-069 |
|
1.000 |
111-148 |
|
0.618 |
110-319 |
|
HIGH |
110-078 |
|
0.618 |
109-249 |
|
0.500 |
109-202 |
|
0.382 |
109-156 |
|
LOW |
109-008 |
|
0.618 |
108-086 |
|
1.000 |
107-258 |
|
1.618 |
107-016 |
|
2.618 |
105-266 |
|
4.250 |
103-270 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-299 |
109-253 |
| PP |
109-251 |
109-159 |
| S1 |
109-202 |
109-065 |
|