ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 09-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2024 |
09-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-058 |
106-015 |
-0-042 |
-0.1% |
106-315 |
| High |
106-062 |
106-102 |
0-040 |
0.1% |
107-032 |
| Low |
105-308 |
106-000 |
0-012 |
0.0% |
106-055 |
| Close |
106-010 |
106-085 |
0-075 |
0.2% |
106-105 |
| Range |
0-075 |
0-102 |
0-028 |
36.7% |
0-298 |
| ATR |
0-120 |
0-119 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,182,843 |
1,156,961 |
-25,882 |
-2.2% |
6,553,391 |
|
| Daily Pivots for day following 09-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-050 |
107-010 |
106-141 |
|
| R3 |
106-268 |
106-228 |
106-113 |
|
| R2 |
106-165 |
106-165 |
106-104 |
|
| R1 |
106-125 |
106-125 |
106-094 |
106-145 |
| PP |
106-062 |
106-062 |
106-062 |
106-072 |
| S1 |
106-022 |
106-022 |
106-076 |
106-042 |
| S2 |
105-280 |
105-280 |
106-066 |
|
| S3 |
105-178 |
105-240 |
106-057 |
|
| S4 |
105-075 |
105-138 |
106-029 |
|
|
| 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 |
106-228 |
105-308 |
0-240 |
0.7% |
0-111 |
0.3% |
41% |
False |
False |
1,303,308 |
| 10 |
107-065 |
105-308 |
1-078 |
1.2% |
0-113 |
0.3% |
25% |
False |
False |
1,210,670 |
| 20 |
107-232 |
105-308 |
1-245 |
1.7% |
0-110 |
0.3% |
17% |
False |
False |
1,176,789 |
| 40 |
108-018 |
105-308 |
2-030 |
2.0% |
0-125 |
0.4% |
15% |
False |
False |
1,238,943 |
| 60 |
109-128 |
105-308 |
3-140 |
3.2% |
0-124 |
0.4% |
9% |
False |
False |
826,795 |
| 80 |
109-128 |
105-308 |
3-140 |
3.2% |
0-098 |
0.3% |
9% |
False |
False |
620,096 |
| 100 |
109-128 |
105-308 |
3-140 |
3.2% |
0-078 |
0.2% |
9% |
False |
False |
496,077 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-065 |
0.2% |
33% |
False |
False |
413,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-218 |
|
2.618 |
107-051 |
|
1.618 |
106-268 |
|
1.000 |
106-205 |
|
0.618 |
106-166 |
|
HIGH |
106-102 |
|
0.618 |
106-063 |
|
0.500 |
106-051 |
|
0.382 |
106-039 |
|
LOW |
106-000 |
|
0.618 |
105-257 |
|
1.000 |
105-218 |
|
1.618 |
105-154 |
|
2.618 |
105-052 |
|
4.250 |
104-204 |
|
|
| Fisher Pivots for day following 09-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-074 |
106-105 |
| PP |
106-062 |
106-098 |
| S1 |
106-051 |
106-092 |
|