ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
104-255 |
104-278 |
0-022 |
0.1% |
104-290 |
| High |
105-028 |
105-035 |
0-008 |
0.0% |
105-098 |
| Low |
104-240 |
104-278 |
0-038 |
0.1% |
104-202 |
| Close |
104-280 |
105-030 |
0-070 |
0.2% |
104-280 |
| Range |
0-108 |
0-078 |
-0-030 |
-27.9% |
0-215 |
| ATR |
0-142 |
0-137 |
-0-005 |
-3.2% |
0-000 |
| Volume |
985,037 |
958,804 |
-26,233 |
-2.7% |
6,049,352 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-240 |
105-212 |
105-073 |
|
| R3 |
105-162 |
105-135 |
105-051 |
|
| R2 |
105-085 |
105-085 |
105-044 |
|
| R1 |
105-058 |
105-058 |
105-037 |
105-071 |
| PP |
105-008 |
105-008 |
105-008 |
105-014 |
| S1 |
104-300 |
104-300 |
105-023 |
104-314 |
| S2 |
104-250 |
104-250 |
105-016 |
|
| S3 |
104-172 |
104-222 |
105-009 |
|
| S4 |
104-095 |
104-145 |
104-307 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-305 |
106-188 |
105-078 |
|
| R3 |
106-090 |
105-292 |
105-019 |
|
| R2 |
105-195 |
105-195 |
104-319 |
|
| R1 |
105-078 |
105-078 |
104-300 |
105-029 |
| PP |
104-300 |
104-300 |
104-300 |
104-276 |
| S1 |
104-182 |
104-182 |
104-260 |
104-134 |
| S2 |
104-085 |
104-085 |
104-241 |
|
| S3 |
103-190 |
103-288 |
104-221 |
|
| S4 |
102-295 |
103-072 |
104-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-098 |
104-202 |
0-215 |
0.6% |
0-117 |
0.3% |
69% |
False |
False |
1,222,711 |
| 10 |
105-182 |
104-202 |
0-300 |
0.9% |
0-132 |
0.4% |
49% |
False |
False |
1,272,418 |
| 20 |
106-228 |
104-202 |
2-025 |
2.0% |
0-145 |
0.4% |
22% |
False |
False |
1,425,444 |
| 40 |
108-018 |
104-202 |
3-135 |
3.3% |
0-130 |
0.4% |
13% |
False |
False |
1,287,918 |
| 60 |
109-045 |
104-202 |
4-162 |
4.3% |
0-136 |
0.4% |
10% |
False |
False |
1,171,350 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-124 |
0.4% |
10% |
False |
False |
878,701 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-100 |
0.3% |
10% |
False |
False |
702,961 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-084 |
0.2% |
10% |
False |
False |
585,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-044 |
|
2.618 |
105-238 |
|
1.618 |
105-160 |
|
1.000 |
105-112 |
|
0.618 |
105-083 |
|
HIGH |
105-035 |
|
0.618 |
105-005 |
|
0.500 |
104-316 |
|
0.382 |
104-307 |
|
LOW |
104-278 |
|
0.618 |
104-230 |
|
1.000 |
104-200 |
|
1.618 |
104-152 |
|
2.618 |
104-075 |
|
4.250 |
103-268 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-019 |
105-013 |
| PP |
105-008 |
104-317 |
| S1 |
104-316 |
104-300 |
|