ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 16-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-175 |
105-078 |
-0-098 |
-0.3% |
106-058 |
| High |
105-185 |
105-088 |
-0-098 |
-0.3% |
106-125 |
| Low |
104-285 |
104-252 |
-0-032 |
-0.1% |
104-308 |
| Close |
105-045 |
104-312 |
-0-052 |
-0.2% |
105-182 |
| Range |
0-220 |
0-155 |
-0-065 |
-29.5% |
1-138 |
| ATR |
0-146 |
0-147 |
0-001 |
0.4% |
0-000 |
| Volume |
1,893,368 |
1,655,336 |
-238,032 |
-12.6% |
8,410,653 |
|
| Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-149 |
106-066 |
105-078 |
|
| R3 |
105-314 |
105-231 |
105-035 |
|
| R2 |
105-159 |
105-159 |
105-021 |
|
| R1 |
105-076 |
105-076 |
105-007 |
105-040 |
| PP |
105-004 |
105-004 |
105-004 |
104-306 |
| S1 |
104-241 |
104-241 |
104-298 |
104-205 |
| S2 |
104-169 |
104-169 |
104-284 |
|
| S3 |
104-014 |
104-086 |
104-270 |
|
| S4 |
103-179 |
103-251 |
104-227 |
|
|
| 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 |
104-252 |
1-192 |
1.5% |
0-215 |
0.6% |
12% |
False |
True |
1,923,910 |
| 10 |
106-228 |
104-252 |
1-295 |
1.8% |
0-163 |
0.5% |
10% |
False |
True |
1,613,609 |
| 20 |
107-065 |
104-252 |
2-132 |
2.3% |
0-136 |
0.4% |
8% |
False |
True |
1,361,676 |
| 40 |
108-018 |
104-252 |
3-085 |
3.1% |
0-129 |
0.4% |
6% |
False |
True |
1,474,698 |
| 60 |
109-128 |
104-252 |
4-195 |
4.4% |
0-134 |
0.4% |
4% |
False |
True |
987,107 |
| 80 |
109-128 |
104-252 |
4-195 |
4.4% |
0-111 |
0.3% |
4% |
False |
True |
740,340 |
| 100 |
109-128 |
104-252 |
4-195 |
4.4% |
0-089 |
0.3% |
4% |
False |
True |
592,272 |
| 120 |
109-128 |
104-252 |
4-195 |
4.4% |
0-074 |
0.2% |
4% |
False |
True |
493,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-106 |
|
2.618 |
106-173 |
|
1.618 |
106-018 |
|
1.000 |
105-242 |
|
0.618 |
105-183 |
|
HIGH |
105-088 |
|
0.618 |
105-028 |
|
0.500 |
105-010 |
|
0.382 |
104-312 |
|
LOW |
104-252 |
|
0.618 |
104-157 |
|
1.000 |
104-098 |
|
1.618 |
104-002 |
|
2.618 |
103-167 |
|
4.250 |
102-234 |
|
|
| Fisher Pivots for day following 16-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-010 |
105-070 |
| PP |
105-004 |
105-044 |
| S1 |
104-318 |
105-018 |
|