ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-018 |
104-248 |
-0-090 |
-0.3% |
104-290 |
| High |
105-035 |
105-088 |
0-052 |
0.2% |
105-098 |
| Low |
104-232 |
104-228 |
-0-005 |
0.0% |
104-202 |
| Close |
104-238 |
105-065 |
0-148 |
0.4% |
104-280 |
| Range |
0-122 |
0-180 |
0-058 |
46.9% |
0-215 |
| ATR |
0-136 |
0-139 |
0-003 |
2.3% |
0-000 |
| Volume |
1,699,696 |
1,666,065 |
-33,631 |
-2.0% |
6,049,352 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-240 |
106-172 |
105-164 |
|
| R3 |
106-060 |
105-312 |
105-114 |
|
| R2 |
105-200 |
105-200 |
105-098 |
|
| R1 |
105-132 |
105-132 |
105-082 |
105-166 |
| PP |
105-020 |
105-020 |
105-020 |
105-037 |
| S1 |
104-272 |
104-272 |
105-048 |
104-306 |
| S2 |
104-160 |
104-160 |
105-032 |
|
| S3 |
103-300 |
104-092 |
105-016 |
|
| S4 |
103-120 |
103-232 |
104-286 |
|
|
| 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 |
105-088 |
104-202 |
0-205 |
0.6% |
0-136 |
0.4% |
89% |
True |
False |
1,373,846 |
| 10 |
105-182 |
104-202 |
0-300 |
0.9% |
0-131 |
0.4% |
61% |
False |
False |
1,311,540 |
| 20 |
106-228 |
104-202 |
2-025 |
2.0% |
0-149 |
0.4% |
27% |
False |
False |
1,458,472 |
| 40 |
108-018 |
104-202 |
3-135 |
3.3% |
0-132 |
0.4% |
17% |
False |
False |
1,320,206 |
| 60 |
108-082 |
104-202 |
3-200 |
3.4% |
0-133 |
0.4% |
16% |
False |
False |
1,227,268 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-126 |
0.4% |
12% |
False |
False |
920,773 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-104 |
0.3% |
12% |
False |
False |
736,618 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-086 |
0.3% |
12% |
False |
False |
613,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-212 |
|
2.618 |
106-239 |
|
1.618 |
106-059 |
|
1.000 |
105-268 |
|
0.618 |
105-199 |
|
HIGH |
105-088 |
|
0.618 |
105-019 |
|
0.500 |
104-318 |
|
0.382 |
104-296 |
|
LOW |
104-228 |
|
0.618 |
104-116 |
|
1.000 |
104-048 |
|
1.618 |
103-256 |
|
2.618 |
103-076 |
|
4.250 |
102-102 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-042 |
105-042 |
| PP |
105-020 |
105-020 |
| S1 |
104-318 |
104-318 |
|