ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-315 |
106-175 |
-0-140 |
-0.4% |
107-045 |
| High |
107-032 |
106-188 |
-0-165 |
-0.5% |
107-065 |
| Low |
106-135 |
106-080 |
-0-055 |
-0.2% |
106-262 |
| Close |
106-148 |
106-135 |
-0-012 |
0.0% |
107-005 |
| Range |
0-218 |
0-108 |
-0-110 |
-50.6% |
0-122 |
| ATR |
0-120 |
0-119 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,072,698 |
1,303,954 |
231,256 |
21.6% |
4,090,102 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-137 |
107-083 |
106-194 |
|
| R3 |
107-029 |
106-296 |
106-165 |
|
| R2 |
106-242 |
106-242 |
106-155 |
|
| R1 |
106-188 |
106-188 |
106-145 |
106-161 |
| PP |
106-134 |
106-134 |
106-134 |
106-121 |
| S1 |
106-081 |
106-081 |
106-125 |
106-054 |
| S2 |
106-027 |
106-027 |
106-115 |
|
| S3 |
105-239 |
105-293 |
106-105 |
|
| S4 |
105-132 |
105-186 |
106-076 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-052 |
107-311 |
107-072 |
|
| R3 |
107-249 |
107-188 |
107-039 |
|
| R2 |
107-127 |
107-127 |
107-027 |
|
| R1 |
107-066 |
107-066 |
107-016 |
107-035 |
| PP |
107-004 |
107-004 |
107-004 |
106-309 |
| S1 |
106-263 |
106-263 |
106-314 |
106-232 |
| S2 |
106-202 |
106-202 |
106-303 |
|
| S3 |
106-079 |
106-141 |
106-291 |
|
| S4 |
105-277 |
106-018 |
106-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-065 |
106-080 |
0-305 |
0.9% |
0-115 |
0.3% |
18% |
False |
True |
1,118,031 |
| 10 |
107-065 |
106-080 |
0-305 |
0.9% |
0-110 |
0.3% |
18% |
False |
True |
1,109,744 |
| 20 |
108-018 |
106-080 |
1-258 |
1.7% |
0-117 |
0.3% |
10% |
False |
True |
1,170,296 |
| 40 |
108-082 |
106-080 |
2-002 |
1.9% |
0-126 |
0.4% |
9% |
False |
True |
1,076,729 |
| 60 |
109-128 |
106-080 |
3-048 |
3.0% |
0-118 |
0.3% |
5% |
False |
True |
718,186 |
| 80 |
109-128 |
106-080 |
3-048 |
3.0% |
0-091 |
0.3% |
5% |
False |
True |
538,639 |
| 100 |
109-128 |
105-278 |
3-170 |
3.3% |
0-073 |
0.2% |
16% |
False |
False |
430,911 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-060 |
0.2% |
36% |
False |
False |
359,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-004 |
|
2.618 |
107-149 |
|
1.618 |
107-041 |
|
1.000 |
106-295 |
|
0.618 |
106-254 |
|
HIGH |
106-188 |
|
0.618 |
106-146 |
|
0.500 |
106-134 |
|
0.382 |
106-121 |
|
LOW |
106-080 |
|
0.618 |
106-014 |
|
1.000 |
105-292 |
|
1.618 |
105-226 |
|
2.618 |
105-119 |
|
4.250 |
104-263 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-135 |
106-221 |
| PP |
106-134 |
106-192 |
| S1 |
106-134 |
106-164 |
|