ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-028 |
105-055 |
0-028 |
0.1% |
105-175 |
| High |
105-098 |
105-062 |
-0-035 |
-0.1% |
105-185 |
| Low |
104-288 |
104-308 |
0-020 |
0.1% |
104-252 |
| Close |
105-065 |
105-012 |
-0-052 |
-0.2% |
105-020 |
| Range |
0-130 |
0-075 |
-0-055 |
-42.3% |
0-252 |
| ATR |
0-145 |
0-140 |
-0-005 |
-3.3% |
0-000 |
| Volume |
1,288,718 |
1,321,370 |
32,652 |
2.5% |
7,609,396 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-246 |
105-204 |
105-054 |
|
| R3 |
105-171 |
105-129 |
105-033 |
|
| R2 |
105-096 |
105-096 |
105-026 |
|
| R1 |
105-054 |
105-054 |
105-019 |
105-038 |
| PP |
105-021 |
105-021 |
105-021 |
105-012 |
| S1 |
104-299 |
104-299 |
105-006 |
104-282 |
| S2 |
104-266 |
104-266 |
104-319 |
|
| S3 |
104-191 |
104-224 |
104-312 |
|
| S4 |
104-116 |
104-149 |
104-291 |
|
|
| 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 |
104-270 |
0-232 |
0.7% |
0-126 |
0.4% |
27% |
False |
False |
1,249,233 |
| 10 |
105-208 |
104-252 |
0-275 |
0.8% |
0-147 |
0.4% |
29% |
False |
False |
1,448,770 |
| 20 |
107-065 |
104-252 |
2-132 |
2.3% |
0-146 |
0.4% |
10% |
False |
False |
1,416,037 |
| 40 |
108-018 |
104-252 |
3-085 |
3.1% |
0-131 |
0.4% |
8% |
False |
False |
1,326,557 |
| 60 |
109-128 |
104-252 |
4-195 |
4.4% |
0-137 |
0.4% |
5% |
False |
False |
1,113,079 |
| 80 |
109-128 |
104-252 |
4-195 |
4.4% |
0-120 |
0.4% |
5% |
False |
False |
834,908 |
| 100 |
109-128 |
104-252 |
4-195 |
4.4% |
0-097 |
0.3% |
5% |
False |
False |
667,926 |
| 120 |
109-128 |
104-252 |
4-195 |
4.4% |
0-081 |
0.2% |
5% |
False |
False |
556,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-061 |
|
2.618 |
105-259 |
|
1.618 |
105-184 |
|
1.000 |
105-138 |
|
0.618 |
105-109 |
|
HIGH |
105-062 |
|
0.618 |
105-034 |
|
0.500 |
105-025 |
|
0.382 |
105-016 |
|
LOW |
104-308 |
|
0.618 |
104-261 |
|
1.000 |
104-232 |
|
1.618 |
104-186 |
|
2.618 |
104-111 |
|
4.250 |
103-309 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-025 |
105-024 |
| PP |
105-021 |
105-020 |
| S1 |
105-017 |
105-016 |
|