ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-055 |
105-028 |
-0-028 |
-0.1% |
105-175 |
| High |
105-062 |
105-078 |
0-015 |
0.0% |
105-185 |
| Low |
104-308 |
104-202 |
-0-105 |
-0.3% |
104-252 |
| Close |
105-012 |
104-252 |
-0-080 |
-0.2% |
105-020 |
| Range |
0-075 |
0-195 |
0-120 |
160.0% |
0-252 |
| ATR |
0-140 |
0-144 |
0-004 |
2.8% |
0-000 |
| Volume |
1,321,370 |
1,559,630 |
238,260 |
18.0% |
7,609,396 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-229 |
106-116 |
105-040 |
|
| R3 |
106-034 |
105-241 |
104-306 |
|
| R2 |
105-159 |
105-159 |
104-288 |
|
| R1 |
105-046 |
105-046 |
104-270 |
105-005 |
| PP |
104-284 |
104-284 |
104-284 |
104-264 |
| S1 |
104-171 |
104-171 |
104-235 |
104-130 |
| S2 |
104-089 |
104-089 |
104-217 |
|
| S3 |
103-214 |
103-296 |
104-199 |
|
| S4 |
103-019 |
103-101 |
104-145 |
|
|
| 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 |
104-202 |
0-300 |
0.9% |
0-137 |
0.4% |
17% |
False |
True |
1,289,391 |
| 10 |
105-208 |
104-202 |
1-005 |
1.0% |
0-151 |
0.5% |
15% |
False |
True |
1,409,285 |
| 20 |
107-042 |
104-202 |
2-160 |
2.4% |
0-151 |
0.5% |
6% |
False |
True |
1,446,874 |
| 40 |
108-018 |
104-202 |
3-135 |
3.3% |
0-134 |
0.4% |
5% |
False |
True |
1,331,295 |
| 60 |
109-128 |
104-202 |
4-245 |
4.5% |
0-139 |
0.4% |
3% |
False |
True |
1,139,037 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-122 |
0.4% |
3% |
False |
True |
854,403 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-099 |
0.3% |
3% |
False |
True |
683,522 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-082 |
0.2% |
3% |
False |
True |
569,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-266 |
|
2.618 |
106-268 |
|
1.618 |
106-073 |
|
1.000 |
105-272 |
|
0.618 |
105-198 |
|
HIGH |
105-078 |
|
0.618 |
105-003 |
|
0.500 |
104-300 |
|
0.382 |
104-277 |
|
LOW |
104-202 |
|
0.618 |
104-082 |
|
1.000 |
104-008 |
|
1.618 |
103-207 |
|
2.618 |
103-012 |
|
4.250 |
102-014 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
104-300 |
104-310 |
| PP |
104-284 |
104-291 |
| S1 |
104-268 |
104-272 |
|