ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-148 |
106-172 |
0-025 |
0.1% |
107-045 |
| High |
106-170 |
106-228 |
0-058 |
0.2% |
107-065 |
| Low |
106-055 |
106-120 |
0-065 |
0.2% |
106-262 |
| Close |
106-155 |
106-215 |
0-060 |
0.2% |
107-005 |
| Range |
0-115 |
0-108 |
-0-008 |
-6.5% |
0-122 |
| ATR |
0-119 |
0-118 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,401,259 |
1,280,812 |
-120,447 |
-8.6% |
4,090,102 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-190 |
107-150 |
106-274 |
|
| R3 |
107-082 |
107-042 |
106-245 |
|
| R2 |
106-295 |
106-295 |
106-235 |
|
| R1 |
106-255 |
106-255 |
106-225 |
106-275 |
| PP |
106-188 |
106-188 |
106-188 |
106-198 |
| S1 |
106-148 |
106-148 |
106-205 |
106-168 |
| S2 |
106-080 |
106-080 |
106-195 |
|
| S3 |
105-292 |
106-040 |
106-185 |
|
| S4 |
105-185 |
105-252 |
106-156 |
|
|
| 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 |
107-042 |
106-055 |
0-308 |
0.9% |
0-127 |
0.4% |
52% |
False |
False |
1,271,689 |
| 10 |
107-065 |
106-055 |
1-010 |
1.0% |
0-110 |
0.3% |
48% |
False |
False |
1,141,048 |
| 20 |
108-018 |
106-055 |
1-282 |
1.8% |
0-114 |
0.3% |
27% |
False |
False |
1,176,288 |
| 40 |
108-082 |
106-055 |
2-028 |
2.0% |
0-125 |
0.4% |
24% |
False |
False |
1,143,596 |
| 60 |
109-128 |
106-055 |
3-072 |
3.0% |
0-120 |
0.4% |
15% |
False |
False |
762,887 |
| 80 |
109-128 |
106-055 |
3-072 |
3.0% |
0-093 |
0.3% |
15% |
False |
False |
572,165 |
| 100 |
109-128 |
105-278 |
3-170 |
3.3% |
0-075 |
0.2% |
23% |
False |
False |
457,732 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-062 |
0.2% |
42% |
False |
False |
381,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-044 |
|
2.618 |
107-189 |
|
1.618 |
107-081 |
|
1.000 |
107-015 |
|
0.618 |
106-294 |
|
HIGH |
106-228 |
|
0.618 |
106-186 |
|
0.500 |
106-174 |
|
0.382 |
106-161 |
|
LOW |
106-120 |
|
0.618 |
106-054 |
|
1.000 |
106-012 |
|
1.618 |
105-266 |
|
2.618 |
105-159 |
|
4.250 |
104-303 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-201 |
106-190 |
| PP |
106-188 |
106-166 |
| S1 |
106-174 |
106-141 |
|