ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
104-290 |
105-028 |
0-058 |
0.2% |
105-175 |
| High |
105-040 |
105-098 |
0-058 |
0.2% |
105-185 |
| Low |
104-270 |
104-288 |
0-018 |
0.1% |
104-252 |
| Close |
105-015 |
105-065 |
0-050 |
0.1% |
105-020 |
| Range |
0-090 |
0-130 |
0-040 |
44.4% |
0-252 |
| ATR |
0-146 |
0-145 |
-0-001 |
-0.8% |
0-000 |
| Volume |
894,597 |
1,288,718 |
394,121 |
44.1% |
7,609,396 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-113 |
106-059 |
105-136 |
|
| R3 |
105-303 |
105-249 |
105-101 |
|
| R2 |
105-173 |
105-173 |
105-089 |
|
| R1 |
105-119 |
105-119 |
105-077 |
105-146 |
| PP |
105-043 |
105-043 |
105-043 |
105-057 |
| S1 |
104-309 |
104-309 |
105-053 |
105-016 |
| S2 |
104-233 |
104-233 |
105-041 |
|
| S3 |
104-103 |
104-179 |
105-029 |
|
| S4 |
103-293 |
104-049 |
104-314 |
|
|
| 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 |
104-268 |
0-235 |
0.7% |
0-142 |
0.4% |
50% |
False |
False |
1,248,801 |
| 10 |
106-125 |
104-252 |
1-192 |
1.5% |
0-178 |
0.5% |
26% |
False |
False |
1,586,356 |
| 20 |
107-065 |
104-252 |
2-132 |
2.3% |
0-146 |
0.4% |
17% |
False |
False |
1,398,513 |
| 40 |
108-018 |
104-252 |
3-085 |
3.1% |
0-132 |
0.4% |
13% |
False |
False |
1,350,299 |
| 60 |
109-128 |
104-252 |
4-195 |
4.4% |
0-138 |
0.4% |
9% |
False |
False |
1,091,081 |
| 80 |
109-128 |
104-252 |
4-195 |
4.4% |
0-119 |
0.4% |
9% |
False |
False |
818,391 |
| 100 |
109-128 |
104-252 |
4-195 |
4.4% |
0-096 |
0.3% |
9% |
False |
False |
654,712 |
| 120 |
109-128 |
104-252 |
4-195 |
4.4% |
0-080 |
0.2% |
9% |
False |
False |
545,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-010 |
|
2.618 |
106-118 |
|
1.618 |
105-308 |
|
1.000 |
105-228 |
|
0.618 |
105-178 |
|
HIGH |
105-098 |
|
0.618 |
105-048 |
|
0.500 |
105-032 |
|
0.382 |
105-017 |
|
LOW |
104-288 |
|
0.618 |
104-207 |
|
1.000 |
104-158 |
|
1.618 |
104-077 |
|
2.618 |
103-267 |
|
4.250 |
103-055 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-054 |
105-066 |
| PP |
105-043 |
105-066 |
| S1 |
105-032 |
105-065 |
|