ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-172 |
106-200 |
0-028 |
0.1% |
106-315 |
| High |
106-228 |
106-222 |
-0-005 |
0.0% |
107-032 |
| Low |
106-120 |
106-068 |
-0-052 |
-0.2% |
106-055 |
| Close |
106-215 |
106-105 |
-0-110 |
-0.3% |
106-105 |
| Range |
0-108 |
0-155 |
0-048 |
44.2% |
0-298 |
| ATR |
0-118 |
0-121 |
0-003 |
2.2% |
0-000 |
| Volume |
1,280,812 |
1,494,668 |
213,856 |
16.7% |
6,553,391 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-277 |
107-186 |
106-190 |
|
| R3 |
107-122 |
107-031 |
106-148 |
|
| R2 |
106-287 |
106-287 |
106-133 |
|
| R1 |
106-196 |
106-196 |
106-119 |
106-164 |
| PP |
106-132 |
106-132 |
106-132 |
106-116 |
| S1 |
106-041 |
106-041 |
106-091 |
106-009 |
| S2 |
105-297 |
105-297 |
106-077 |
|
| S3 |
105-142 |
105-206 |
106-062 |
|
| S4 |
104-307 |
105-051 |
106-020 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-103 |
108-242 |
106-269 |
|
| R3 |
108-126 |
107-264 |
106-187 |
|
| R2 |
107-148 |
107-148 |
106-160 |
|
| R1 |
106-287 |
106-287 |
106-132 |
106-229 |
| PP |
106-171 |
106-171 |
106-171 |
106-142 |
| S1 |
105-309 |
105-309 |
106-078 |
105-251 |
| S2 |
105-193 |
105-193 |
106-050 |
|
| S3 |
104-216 |
105-012 |
106-023 |
|
| S4 |
103-238 |
104-034 |
105-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-032 |
106-055 |
0-298 |
0.9% |
0-140 |
0.4% |
17% |
False |
False |
1,310,678 |
| 10 |
107-065 |
106-055 |
1-010 |
1.0% |
0-114 |
0.3% |
15% |
False |
False |
1,163,356 |
| 20 |
108-018 |
106-055 |
1-282 |
1.8% |
0-117 |
0.3% |
8% |
False |
False |
1,192,400 |
| 40 |
108-018 |
106-055 |
1-282 |
1.8% |
0-126 |
0.4% |
8% |
False |
False |
1,180,838 |
| 60 |
109-128 |
106-055 |
3-072 |
3.0% |
0-123 |
0.4% |
5% |
False |
False |
787,798 |
| 80 |
109-128 |
106-055 |
3-072 |
3.0% |
0-095 |
0.3% |
5% |
False |
False |
590,849 |
| 100 |
109-128 |
105-278 |
3-170 |
3.3% |
0-076 |
0.2% |
13% |
False |
False |
472,679 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-064 |
0.2% |
34% |
False |
False |
393,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-241 |
|
2.618 |
107-308 |
|
1.618 |
107-153 |
|
1.000 |
107-058 |
|
0.618 |
106-318 |
|
HIGH |
106-222 |
|
0.618 |
106-163 |
|
0.500 |
106-145 |
|
0.382 |
106-127 |
|
LOW |
106-068 |
|
0.618 |
105-292 |
|
1.000 |
105-232 |
|
1.618 |
105-137 |
|
2.618 |
104-302 |
|
4.250 |
104-049 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-145 |
106-141 |
| PP |
106-132 |
106-129 |
| S1 |
106-118 |
106-117 |
|