ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-015 |
106-082 |
0-068 |
0.2% |
106-315 |
| High |
106-102 |
106-125 |
0-022 |
0.1% |
107-032 |
| Low |
106-000 |
105-060 |
-0-260 |
-0.8% |
106-055 |
| Close |
106-085 |
105-072 |
-1-012 |
-1.0% |
106-105 |
| Range |
0-102 |
1-065 |
0-282 |
275.6% |
0-298 |
| ATR |
0-119 |
0-138 |
0-019 |
15.9% |
0-000 |
| Volume |
1,156,961 |
2,697,227 |
1,540,266 |
133.1% |
6,553,391 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-068 |
108-135 |
105-284 |
|
| R3 |
108-002 |
107-070 |
105-178 |
|
| R2 |
106-258 |
106-258 |
105-143 |
|
| R1 |
106-005 |
106-005 |
105-108 |
105-259 |
| PP |
105-192 |
105-192 |
105-192 |
105-159 |
| S1 |
104-260 |
104-260 |
105-037 |
104-194 |
| S2 |
104-128 |
104-128 |
105-002 |
|
| S3 |
103-062 |
103-195 |
104-287 |
|
| S4 |
101-318 |
102-130 |
104-181 |
|
|
| 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 |
105-060 |
1-168 |
1.4% |
0-165 |
0.5% |
3% |
False |
True |
1,562,502 |
| 10 |
107-065 |
105-060 |
2-005 |
1.9% |
0-144 |
0.4% |
2% |
False |
True |
1,383,304 |
| 20 |
107-130 |
105-060 |
2-070 |
2.1% |
0-122 |
0.4% |
2% |
False |
True |
1,239,082 |
| 40 |
108-018 |
105-060 |
2-278 |
2.7% |
0-133 |
0.4% |
1% |
False |
True |
1,306,106 |
| 60 |
109-128 |
105-060 |
4-068 |
4.0% |
0-129 |
0.4% |
1% |
False |
True |
871,749 |
| 80 |
109-128 |
105-060 |
4-068 |
4.0% |
0-102 |
0.3% |
1% |
False |
True |
653,811 |
| 100 |
109-128 |
105-060 |
4-068 |
4.0% |
0-082 |
0.2% |
1% |
False |
True |
523,049 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-068 |
0.2% |
11% |
False |
False |
435,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-161 |
|
2.618 |
109-173 |
|
1.618 |
108-108 |
|
1.000 |
107-190 |
|
0.618 |
107-043 |
|
HIGH |
106-125 |
|
0.618 |
105-298 |
|
0.500 |
105-252 |
|
0.382 |
105-207 |
|
LOW |
105-060 |
|
0.618 |
104-142 |
|
1.000 |
103-315 |
|
1.618 |
103-077 |
|
2.618 |
102-012 |
|
4.250 |
100-024 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-252 |
105-252 |
| PP |
105-192 |
105-192 |
| S1 |
105-132 |
105-132 |
|