ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-202 |
105-270 |
0-068 |
0.2% |
105-220 |
| High |
105-270 |
106-112 |
0-162 |
0.5% |
105-292 |
| Low |
105-140 |
105-252 |
0-112 |
0.3% |
105-175 |
| Close |
105-268 |
106-082 |
0-135 |
0.4% |
105-188 |
| Range |
0-130 |
0-180 |
0-050 |
38.5% |
0-118 |
| ATR |
0-121 |
0-125 |
0-004 |
3.5% |
0-000 |
| Volume |
1,332,526 |
1,825,290 |
492,764 |
37.0% |
5,218,441 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-262 |
107-192 |
106-182 |
|
| R3 |
107-082 |
107-012 |
106-132 |
|
| R2 |
106-222 |
106-222 |
106-116 |
|
| R1 |
106-152 |
106-152 |
106-099 |
106-188 |
| PP |
106-042 |
106-042 |
106-042 |
106-060 |
| S1 |
105-292 |
105-292 |
106-066 |
106-008 |
| S2 |
105-182 |
105-182 |
106-050 |
|
| S3 |
105-002 |
105-112 |
106-033 |
|
| S4 |
104-142 |
104-252 |
105-304 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-251 |
106-177 |
105-252 |
|
| R3 |
106-133 |
106-059 |
105-220 |
|
| R2 |
106-016 |
106-016 |
105-209 |
|
| R1 |
105-262 |
105-262 |
105-198 |
105-240 |
| PP |
105-218 |
105-218 |
105-218 |
105-208 |
| S1 |
105-144 |
105-144 |
105-177 |
105-122 |
| S2 |
105-101 |
105-101 |
105-166 |
|
| S3 |
104-303 |
105-027 |
105-155 |
|
| S4 |
104-186 |
104-229 |
105-123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-112 |
105-140 |
0-292 |
0.9% |
0-109 |
0.3% |
90% |
True |
False |
1,258,075 |
| 10 |
106-112 |
105-002 |
1-110 |
1.3% |
0-112 |
0.3% |
93% |
True |
False |
1,311,739 |
| 20 |
106-112 |
104-202 |
1-230 |
1.6% |
0-122 |
0.4% |
95% |
True |
False |
1,311,639 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-131 |
0.4% |
63% |
False |
False |
1,343,595 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-127 |
0.4% |
47% |
False |
False |
1,438,755 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-133 |
0.4% |
34% |
False |
False |
1,084,701 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-115 |
0.3% |
34% |
False |
False |
867,792 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-096 |
0.3% |
34% |
False |
False |
723,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-238 |
|
2.618 |
107-264 |
|
1.618 |
107-084 |
|
1.000 |
106-292 |
|
0.618 |
106-224 |
|
HIGH |
106-112 |
|
0.618 |
106-044 |
|
0.500 |
106-022 |
|
0.382 |
106-001 |
|
LOW |
105-252 |
|
0.618 |
105-141 |
|
1.000 |
105-072 |
|
1.618 |
104-281 |
|
2.618 |
104-101 |
|
4.250 |
103-128 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-062 |
106-044 |
| PP |
106-042 |
106-005 |
| S1 |
106-022 |
105-286 |
|