ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-078 |
104-282 |
-0-115 |
-0.3% |
106-058 |
| High |
105-088 |
105-100 |
0-012 |
0.0% |
106-125 |
| Low |
104-252 |
104-268 |
0-015 |
0.0% |
104-308 |
| Close |
104-312 |
105-078 |
0-085 |
0.3% |
105-182 |
| Range |
0-155 |
0-152 |
-0-002 |
-1.6% |
1-138 |
| ATR |
0-147 |
0-147 |
0-000 |
0.3% |
0-000 |
| Volume |
1,655,336 |
1,319,208 |
-336,128 |
-20.3% |
8,410,653 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-179 |
106-121 |
105-161 |
|
| R3 |
106-027 |
105-288 |
105-119 |
|
| R2 |
105-194 |
105-194 |
105-105 |
|
| R1 |
105-136 |
105-136 |
105-091 |
105-165 |
| PP |
105-042 |
105-042 |
105-042 |
105-056 |
| S1 |
104-303 |
104-303 |
105-064 |
105-012 |
| S2 |
104-209 |
104-209 |
105-050 |
|
| S3 |
104-057 |
104-151 |
105-036 |
|
| S4 |
103-224 |
103-318 |
104-314 |
|
|
| 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 |
105-208 |
104-252 |
0-275 |
0.8% |
0-168 |
0.5% |
53% |
False |
False |
1,648,306 |
| 10 |
106-228 |
104-252 |
1-295 |
1.8% |
0-167 |
0.5% |
24% |
False |
False |
1,605,404 |
| 20 |
107-065 |
104-252 |
2-132 |
2.3% |
0-140 |
0.4% |
19% |
False |
False |
1,375,551 |
| 40 |
108-018 |
104-252 |
3-085 |
3.1% |
0-130 |
0.4% |
14% |
False |
False |
1,502,313 |
| 60 |
109-128 |
104-252 |
4-195 |
4.4% |
0-136 |
0.4% |
10% |
False |
False |
1,009,055 |
| 80 |
109-128 |
104-252 |
4-195 |
4.4% |
0-113 |
0.3% |
10% |
False |
False |
756,831 |
| 100 |
109-128 |
104-252 |
4-195 |
4.4% |
0-090 |
0.3% |
10% |
False |
False |
605,464 |
| 120 |
109-128 |
104-252 |
4-195 |
4.4% |
0-075 |
0.2% |
10% |
False |
False |
504,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-108 |
|
2.618 |
106-179 |
|
1.618 |
106-027 |
|
1.000 |
105-252 |
|
0.618 |
105-194 |
|
HIGH |
105-100 |
|
0.618 |
105-042 |
|
0.500 |
105-024 |
|
0.382 |
105-006 |
|
LOW |
104-268 |
|
0.618 |
104-173 |
|
1.000 |
104-115 |
|
1.618 |
104-021 |
|
2.618 |
103-188 |
|
4.250 |
102-259 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-060 |
105-071 |
| PP |
105-042 |
105-065 |
| S1 |
105-024 |
105-059 |
|