ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
104-282 |
105-070 |
0-108 |
0.3% |
106-058 |
| High |
105-100 |
105-112 |
0-012 |
0.0% |
106-125 |
| Low |
104-268 |
104-292 |
0-025 |
0.1% |
104-308 |
| Close |
105-078 |
104-302 |
-0-095 |
-0.3% |
105-182 |
| Range |
0-152 |
0-140 |
-0-012 |
-8.2% |
1-138 |
| ATR |
0-147 |
0-147 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,319,208 |
1,358,841 |
39,633 |
3.0% |
8,410,653 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-122 |
106-032 |
105-060 |
|
| R3 |
105-302 |
105-212 |
105-021 |
|
| R2 |
105-162 |
105-162 |
105-008 |
|
| R1 |
105-072 |
105-072 |
104-315 |
105-048 |
| PP |
105-022 |
105-022 |
105-022 |
105-010 |
| S1 |
104-252 |
104-252 |
104-290 |
104-228 |
| S2 |
104-202 |
104-202 |
104-277 |
|
| S3 |
104-062 |
104-112 |
104-264 |
|
| S4 |
103-242 |
103-292 |
104-226 |
|
|
| 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% |
0-166 |
0.5% |
18% |
False |
False |
1,529,179 |
| 10 |
106-222 |
104-252 |
1-290 |
1.8% |
0-170 |
0.5% |
8% |
False |
False |
1,613,207 |
| 20 |
107-065 |
104-252 |
2-132 |
2.3% |
0-140 |
0.4% |
6% |
False |
False |
1,377,127 |
| 40 |
108-018 |
104-252 |
3-085 |
3.1% |
0-130 |
0.4% |
5% |
False |
False |
1,506,887 |
| 60 |
109-128 |
104-252 |
4-195 |
4.4% |
0-138 |
0.4% |
3% |
False |
False |
1,031,695 |
| 80 |
109-128 |
104-252 |
4-195 |
4.4% |
0-114 |
0.3% |
3% |
False |
False |
773,816 |
| 100 |
109-128 |
104-252 |
4-195 |
4.4% |
0-092 |
0.3% |
3% |
False |
False |
619,053 |
| 120 |
109-128 |
104-252 |
4-195 |
4.4% |
0-076 |
0.2% |
3% |
False |
False |
515,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-068 |
|
2.618 |
106-159 |
|
1.618 |
106-019 |
|
1.000 |
105-252 |
|
0.618 |
105-199 |
|
HIGH |
105-112 |
|
0.618 |
105-059 |
|
0.500 |
105-042 |
|
0.382 |
105-026 |
|
LOW |
104-292 |
|
0.618 |
104-206 |
|
1.000 |
104-152 |
|
1.618 |
104-066 |
|
2.618 |
103-246 |
|
4.250 |
103-018 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-042 |
105-022 |
| PP |
105-022 |
105-009 |
| S1 |
105-002 |
104-316 |
|