ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-080 |
105-050 |
-0-030 |
-0.1% |
106-058 |
| High |
105-142 |
105-208 |
0-065 |
0.2% |
106-125 |
| Low |
104-308 |
105-048 |
0-060 |
0.2% |
104-308 |
| Close |
105-065 |
105-182 |
0-118 |
0.3% |
105-182 |
| Range |
0-155 |
0-160 |
0-005 |
3.2% |
1-138 |
| ATR |
0-139 |
0-141 |
0-001 |
1.1% |
0-000 |
| Volume |
1,954,479 |
1,419,143 |
-535,336 |
-27.4% |
8,410,653 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-306 |
106-244 |
105-270 |
|
| R3 |
106-146 |
106-084 |
105-226 |
|
| R2 |
105-306 |
105-306 |
105-212 |
|
| R1 |
105-244 |
105-244 |
105-197 |
105-275 |
| PP |
105-146 |
105-146 |
105-146 |
105-161 |
| S1 |
105-084 |
105-084 |
105-168 |
105-115 |
| S2 |
104-306 |
104-306 |
105-153 |
|
| S3 |
104-146 |
104-244 |
105-138 |
|
| S4 |
103-306 |
104-084 |
105-094 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-298 |
109-058 |
106-114 |
|
| R3 |
108-160 |
107-240 |
105-308 |
|
| R2 |
107-022 |
107-022 |
105-266 |
|
| R1 |
106-102 |
106-102 |
105-224 |
105-314 |
| PP |
105-205 |
105-205 |
105-205 |
105-151 |
| S1 |
104-285 |
104-285 |
105-141 |
104-176 |
| S2 |
104-068 |
104-068 |
105-099 |
|
| S3 |
102-250 |
103-148 |
105-057 |
|
| S4 |
101-112 |
102-010 |
104-251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-125 |
104-308 |
1-138 |
1.4% |
0-176 |
0.5% |
43% |
False |
False |
1,682,130 |
| 10 |
107-032 |
104-308 |
2-045 |
2.0% |
0-158 |
0.5% |
28% |
False |
False |
1,496,404 |
| 20 |
107-065 |
104-308 |
2-078 |
2.1% |
0-125 |
0.4% |
27% |
False |
False |
1,281,079 |
| 40 |
108-018 |
104-308 |
3-030 |
2.9% |
0-128 |
0.4% |
20% |
False |
False |
1,388,287 |
| 60 |
109-128 |
104-308 |
4-140 |
4.2% |
0-131 |
0.4% |
14% |
False |
False |
927,974 |
| 80 |
109-128 |
104-308 |
4-140 |
4.2% |
0-106 |
0.3% |
14% |
False |
False |
695,982 |
| 100 |
109-128 |
104-308 |
4-140 |
4.2% |
0-085 |
0.3% |
14% |
False |
False |
556,785 |
| 120 |
109-128 |
104-280 |
4-168 |
4.3% |
0-071 |
0.2% |
15% |
False |
False |
463,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-248 |
|
2.618 |
106-306 |
|
1.618 |
106-146 |
|
1.000 |
106-048 |
|
0.618 |
105-306 |
|
HIGH |
105-208 |
|
0.618 |
105-146 |
|
0.500 |
105-128 |
|
0.382 |
105-109 |
|
LOW |
105-048 |
|
0.618 |
104-269 |
|
1.000 |
104-208 |
|
1.618 |
104-109 |
|
2.618 |
103-269 |
|
4.250 |
103-008 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-164 |
105-216 |
| PP |
105-146 |
105-205 |
| S1 |
105-128 |
105-194 |
|