ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-050 |
105-175 |
0-125 |
0.4% |
106-058 |
| High |
105-208 |
105-185 |
-0-022 |
-0.1% |
106-125 |
| Low |
105-048 |
104-285 |
-0-082 |
-0.2% |
104-308 |
| Close |
105-182 |
105-045 |
-0-138 |
-0.4% |
105-182 |
| Range |
0-160 |
0-220 |
0-060 |
37.5% |
1-138 |
| ATR |
0-141 |
0-146 |
0-006 |
4.0% |
0-000 |
| Volume |
1,419,143 |
1,893,368 |
474,225 |
33.4% |
8,410,653 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-085 |
106-285 |
105-166 |
|
| R3 |
106-185 |
106-065 |
105-106 |
|
| R2 |
105-285 |
105-285 |
105-085 |
|
| R1 |
105-165 |
105-165 |
105-065 |
105-115 |
| PP |
105-065 |
105-065 |
105-065 |
105-040 |
| S1 |
104-265 |
104-265 |
105-025 |
104-215 |
| S2 |
104-165 |
104-165 |
105-005 |
|
| S3 |
103-265 |
104-045 |
104-304 |
|
| S4 |
103-045 |
103-145 |
104-244 |
|
|
| 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 |
104-285 |
1-160 |
1.4% |
0-204 |
0.6% |
17% |
False |
True |
1,824,235 |
| 10 |
106-228 |
104-285 |
1-262 |
1.7% |
0-158 |
0.5% |
14% |
False |
True |
1,578,471 |
| 20 |
107-065 |
104-285 |
2-100 |
2.2% |
0-132 |
0.4% |
11% |
False |
True |
1,322,430 |
| 40 |
108-018 |
104-285 |
3-052 |
3.0% |
0-130 |
0.4% |
8% |
False |
True |
1,434,005 |
| 60 |
109-128 |
104-285 |
4-162 |
4.3% |
0-133 |
0.4% |
6% |
False |
True |
959,519 |
| 80 |
109-128 |
104-285 |
4-162 |
4.3% |
0-109 |
0.3% |
6% |
False |
True |
719,649 |
| 100 |
109-128 |
104-285 |
4-162 |
4.3% |
0-087 |
0.3% |
6% |
False |
True |
575,719 |
| 120 |
109-128 |
104-280 |
4-168 |
4.3% |
0-073 |
0.2% |
6% |
False |
False |
479,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-160 |
|
2.618 |
107-121 |
|
1.618 |
106-221 |
|
1.000 |
106-085 |
|
0.618 |
106-001 |
|
HIGH |
105-185 |
|
0.618 |
105-101 |
|
0.500 |
105-075 |
|
0.382 |
105-049 |
|
LOW |
104-285 |
|
0.618 |
104-149 |
|
1.000 |
104-065 |
|
1.618 |
103-249 |
|
2.618 |
103-029 |
|
4.250 |
101-310 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-075 |
105-086 |
| PP |
105-065 |
105-072 |
| S1 |
105-055 |
105-059 |
|