ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
104-312 |
104-290 |
-0-022 |
-0.1% |
105-175 |
| High |
105-182 |
105-040 |
-0-142 |
-0.4% |
105-185 |
| Low |
104-308 |
104-270 |
-0-038 |
-0.1% |
104-252 |
| Close |
105-020 |
105-015 |
-0-005 |
0.0% |
105-020 |
| Range |
0-195 |
0-090 |
-0-105 |
-53.8% |
0-252 |
| ATR |
0-151 |
0-146 |
-0-004 |
-2.9% |
0-000 |
| Volume |
1,382,643 |
894,597 |
-488,046 |
-35.3% |
7,609,396 |
|
| Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-272 |
105-233 |
105-064 |
|
| R3 |
105-182 |
105-143 |
105-040 |
|
| R2 |
105-092 |
105-092 |
105-032 |
|
| R1 |
105-053 |
105-053 |
105-023 |
105-072 |
| PP |
105-002 |
105-002 |
105-002 |
105-011 |
| S1 |
104-283 |
104-283 |
105-007 |
104-302 |
| S2 |
104-232 |
104-232 |
104-318 |
|
| S3 |
104-142 |
104-193 |
104-310 |
|
| S4 |
104-052 |
104-103 |
104-286 |
|
|
| 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 |
105-182 |
104-252 |
0-250 |
0.7% |
0-146 |
0.4% |
33% |
False |
False |
1,322,125 |
| 10 |
106-125 |
104-252 |
1-192 |
1.5% |
0-176 |
0.5% |
16% |
False |
False |
1,573,180 |
| 20 |
107-065 |
104-252 |
2-132 |
2.3% |
0-144 |
0.4% |
11% |
False |
False |
1,377,906 |
| 40 |
108-018 |
104-252 |
3-085 |
3.1% |
0-131 |
0.4% |
8% |
False |
False |
1,424,280 |
| 60 |
109-128 |
104-252 |
4-195 |
4.4% |
0-137 |
0.4% |
6% |
False |
False |
1,069,618 |
| 80 |
109-128 |
104-252 |
4-195 |
4.4% |
0-118 |
0.3% |
6% |
False |
False |
802,282 |
| 100 |
109-128 |
104-252 |
4-195 |
4.4% |
0-095 |
0.3% |
6% |
False |
False |
641,825 |
| 120 |
109-128 |
104-252 |
4-195 |
4.4% |
0-079 |
0.2% |
6% |
False |
False |
534,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-102 |
|
2.618 |
105-276 |
|
1.618 |
105-186 |
|
1.000 |
105-130 |
|
0.618 |
105-096 |
|
HIGH |
105-040 |
|
0.618 |
105-006 |
|
0.500 |
104-315 |
|
0.382 |
104-304 |
|
LOW |
104-270 |
|
0.618 |
104-214 |
|
1.000 |
104-180 |
|
1.618 |
104-124 |
|
2.618 |
104-034 |
|
4.250 |
103-208 |
|
|
| Fisher Pivots for day following 22-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-008 |
105-066 |
| PP |
105-002 |
105-049 |
| S1 |
104-315 |
105-032 |
|