ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-082 |
105-080 |
-1-002 |
-0.9% |
106-315 |
| High |
106-125 |
105-142 |
-0-302 |
-0.9% |
107-032 |
| Low |
105-060 |
104-308 |
-0-072 |
-0.2% |
106-055 |
| Close |
105-072 |
105-065 |
-0-008 |
0.0% |
106-105 |
| Range |
1-065 |
0-155 |
-0-230 |
-59.7% |
0-298 |
| ATR |
0-138 |
0-139 |
0-001 |
0.9% |
0-000 |
| Volume |
2,697,227 |
1,954,479 |
-742,748 |
-27.5% |
6,553,391 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-210 |
106-132 |
105-150 |
|
| R3 |
106-055 |
105-298 |
105-108 |
|
| R2 |
105-220 |
105-220 |
105-093 |
|
| R1 |
105-142 |
105-142 |
105-079 |
105-104 |
| PP |
105-065 |
105-065 |
105-065 |
105-046 |
| S1 |
104-308 |
104-308 |
105-051 |
104-269 |
| S2 |
104-230 |
104-230 |
105-037 |
|
| S3 |
104-075 |
104-152 |
105-022 |
|
| S4 |
103-240 |
103-318 |
104-300 |
|
|
| 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 |
106-222 |
104-308 |
1-235 |
1.6% |
0-174 |
0.5% |
14% |
False |
True |
1,697,235 |
| 10 |
107-042 |
104-308 |
2-055 |
2.1% |
0-151 |
0.4% |
11% |
False |
True |
1,484,462 |
| 20 |
107-065 |
104-308 |
2-078 |
2.1% |
0-125 |
0.4% |
11% |
False |
True |
1,290,584 |
| 40 |
108-018 |
104-308 |
3-030 |
2.9% |
0-127 |
0.4% |
8% |
False |
True |
1,353,747 |
| 60 |
109-128 |
104-308 |
4-140 |
4.2% |
0-131 |
0.4% |
5% |
False |
True |
904,322 |
| 80 |
109-128 |
104-308 |
4-140 |
4.2% |
0-104 |
0.3% |
5% |
False |
True |
678,242 |
| 100 |
109-128 |
104-308 |
4-140 |
4.2% |
0-084 |
0.2% |
5% |
False |
True |
542,594 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-070 |
0.2% |
10% |
False |
False |
452,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-161 |
|
2.618 |
106-228 |
|
1.618 |
106-073 |
|
1.000 |
105-298 |
|
0.618 |
105-238 |
|
HIGH |
105-142 |
|
0.618 |
105-083 |
|
0.500 |
105-065 |
|
0.382 |
105-047 |
|
LOW |
104-308 |
|
0.618 |
104-212 |
|
1.000 |
104-152 |
|
1.618 |
104-057 |
|
2.618 |
103-222 |
|
4.250 |
102-289 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-065 |
105-216 |
| PP |
105-065 |
105-166 |
| S1 |
105-065 |
105-115 |
|