ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-070 |
104-312 |
-0-078 |
-0.2% |
105-175 |
| High |
105-112 |
105-182 |
0-070 |
0.2% |
105-185 |
| Low |
104-292 |
104-308 |
0-015 |
0.0% |
104-252 |
| Close |
104-302 |
105-020 |
0-038 |
0.1% |
105-020 |
| Range |
0-140 |
0-195 |
0-055 |
39.3% |
0-252 |
| ATR |
0-147 |
0-151 |
0-004 |
2.6% |
0-000 |
| Volume |
1,358,841 |
1,382,643 |
23,802 |
1.8% |
7,609,396 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-008 |
106-209 |
105-127 |
|
| R3 |
106-133 |
106-014 |
105-074 |
|
| R2 |
105-258 |
105-258 |
105-056 |
|
| R1 |
105-139 |
105-139 |
105-038 |
105-199 |
| PP |
105-063 |
105-063 |
105-063 |
105-093 |
| S1 |
104-264 |
104-264 |
105-002 |
105-004 |
| S2 |
104-188 |
104-188 |
104-304 |
|
| S3 |
103-313 |
104-069 |
104-286 |
|
| S4 |
103-118 |
103-194 |
104-233 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-163 |
107-024 |
105-159 |
|
| R3 |
106-231 |
106-092 |
105-089 |
|
| R2 |
105-298 |
105-298 |
105-066 |
|
| R1 |
105-159 |
105-159 |
105-043 |
105-102 |
| PP |
105-046 |
105-046 |
105-046 |
105-018 |
| S1 |
104-227 |
104-227 |
104-317 |
104-170 |
| S2 |
104-113 |
104-113 |
104-294 |
|
| S3 |
103-181 |
103-294 |
104-271 |
|
| S4 |
102-248 |
103-042 |
104-201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-185 |
104-252 |
0-252 |
0.8% |
0-172 |
0.5% |
35% |
False |
False |
1,521,879 |
| 10 |
106-125 |
104-252 |
1-192 |
1.5% |
0-174 |
0.5% |
17% |
False |
False |
1,602,004 |
| 20 |
107-065 |
104-252 |
2-132 |
2.3% |
0-144 |
0.4% |
11% |
False |
False |
1,382,680 |
| 40 |
108-018 |
104-252 |
3-085 |
3.1% |
0-133 |
0.4% |
8% |
False |
False |
1,484,105 |
| 60 |
109-128 |
104-252 |
4-195 |
4.4% |
0-138 |
0.4% |
6% |
False |
False |
1,054,720 |
| 80 |
109-128 |
104-252 |
4-195 |
4.4% |
0-116 |
0.3% |
6% |
False |
False |
791,099 |
| 100 |
109-128 |
104-252 |
4-195 |
4.4% |
0-094 |
0.3% |
6% |
False |
False |
632,879 |
| 120 |
109-128 |
104-252 |
4-195 |
4.4% |
0-078 |
0.2% |
6% |
False |
False |
527,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-051 |
|
2.618 |
107-053 |
|
1.618 |
106-178 |
|
1.000 |
106-058 |
|
0.618 |
105-303 |
|
HIGH |
105-182 |
|
0.618 |
105-108 |
|
0.500 |
105-085 |
|
0.382 |
105-062 |
|
LOW |
104-308 |
|
0.618 |
104-187 |
|
1.000 |
104-112 |
|
1.618 |
103-312 |
|
2.618 |
103-117 |
|
4.250 |
102-119 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-085 |
105-065 |
| PP |
105-063 |
105-050 |
| S1 |
105-042 |
105-035 |
|