ECBOT 5 Year T-Note Future June 2024
Trading Metrics calculated at close of trading on 30-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
104-278 |
105-018 |
0-060 |
0.2% |
104-290 |
High |
105-035 |
105-035 |
0-000 |
0.0% |
105-098 |
Low |
104-278 |
104-232 |
-0-045 |
-0.1% |
104-202 |
Close |
105-030 |
104-238 |
-0-112 |
-0.3% |
104-280 |
Range |
0-078 |
0-122 |
0-045 |
58.1% |
0-215 |
ATR |
0-137 |
0-136 |
-0-001 |
-0.8% |
0-000 |
Volume |
958,804 |
1,699,696 |
740,892 |
77.3% |
6,049,352 |
|
Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-002 |
105-242 |
104-305 |
|
R3 |
105-200 |
105-120 |
104-271 |
|
R2 |
105-078 |
105-078 |
104-260 |
|
R1 |
104-318 |
104-318 |
104-249 |
104-296 |
PP |
104-275 |
104-275 |
104-275 |
104-264 |
S1 |
104-195 |
104-195 |
104-226 |
104-174 |
S2 |
104-152 |
104-152 |
104-215 |
|
S3 |
104-030 |
104-072 |
104-204 |
|
S4 |
103-228 |
103-270 |
104-170 |
|
|
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 |
105-078 |
104-202 |
0-195 |
0.6% |
0-116 |
0.3% |
18% |
False |
False |
1,304,907 |
10 |
105-182 |
104-202 |
0-300 |
0.9% |
0-128 |
0.4% |
12% |
False |
False |
1,276,854 |
20 |
106-228 |
104-202 |
2-025 |
2.0% |
0-146 |
0.4% |
5% |
False |
False |
1,445,232 |
40 |
108-018 |
104-202 |
3-135 |
3.3% |
0-131 |
0.4% |
3% |
False |
False |
1,307,764 |
60 |
108-082 |
104-202 |
3-200 |
3.5% |
0-132 |
0.4% |
3% |
False |
False |
1,199,563 |
80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-125 |
0.4% |
2% |
False |
False |
899,947 |
100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-102 |
0.3% |
2% |
False |
False |
719,958 |
120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-085 |
0.3% |
2% |
False |
False |
599,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-236 |
2.618 |
106-036 |
1.618 |
105-233 |
1.000 |
105-158 |
0.618 |
105-111 |
HIGH |
105-035 |
0.618 |
104-308 |
0.500 |
104-294 |
0.382 |
104-279 |
LOW |
104-232 |
0.618 |
104-157 |
1.000 |
104-110 |
1.618 |
104-034 |
2.618 |
103-232 |
4.250 |
103-032 |
|
|
Fisher Pivots for day following 30-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
104-294 |
104-294 |
PP |
104-275 |
104-275 |
S1 |
104-256 |
104-256 |
|