ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-018 |
105-118 |
0-100 |
0.3% |
104-278 |
| High |
105-132 |
106-032 |
0-220 |
0.7% |
106-032 |
| Low |
105-002 |
105-102 |
0-100 |
0.3% |
104-228 |
| Close |
105-130 |
105-238 |
0-108 |
0.3% |
105-238 |
| Range |
0-130 |
0-250 |
0-120 |
92.3% |
1-125 |
| ATR |
0-139 |
0-146 |
0-008 |
5.7% |
0-000 |
| Volume |
1,617,486 |
2,297,761 |
680,275 |
42.1% |
8,239,812 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-021 |
107-219 |
106-055 |
|
| R3 |
107-091 |
106-289 |
105-306 |
|
| R2 |
106-161 |
106-161 |
105-283 |
|
| R1 |
106-039 |
106-039 |
105-260 |
106-100 |
| PP |
105-231 |
105-231 |
105-231 |
105-261 |
| S1 |
105-109 |
105-109 |
105-215 |
105-170 |
| S2 |
104-301 |
104-301 |
105-192 |
|
| S3 |
104-051 |
104-179 |
105-169 |
|
| S4 |
103-121 |
103-249 |
105-100 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-221 |
109-034 |
106-162 |
|
| R3 |
108-096 |
107-229 |
106-040 |
|
| R2 |
106-291 |
106-291 |
105-319 |
|
| R1 |
106-104 |
106-104 |
105-278 |
106-198 |
| PP |
105-166 |
105-166 |
105-166 |
105-212 |
| S1 |
104-299 |
104-299 |
105-197 |
105-072 |
| S2 |
104-041 |
104-041 |
105-156 |
|
| S3 |
102-236 |
103-174 |
105-115 |
|
| S4 |
101-111 |
102-049 |
104-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-032 |
104-228 |
1-125 |
1.3% |
0-152 |
0.4% |
74% |
True |
False |
1,647,962 |
| 10 |
106-032 |
104-202 |
1-150 |
1.4% |
0-136 |
0.4% |
76% |
True |
False |
1,428,916 |
| 20 |
106-125 |
104-202 |
1-242 |
1.7% |
0-155 |
0.5% |
63% |
False |
False |
1,515,460 |
| 40 |
108-018 |
104-202 |
3-135 |
3.2% |
0-136 |
0.4% |
32% |
False |
False |
1,353,930 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-136 |
0.4% |
32% |
False |
False |
1,292,379 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-131 |
0.4% |
23% |
False |
False |
969,714 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-107 |
0.3% |
23% |
False |
False |
775,771 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-089 |
0.3% |
23% |
False |
False |
646,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-135 |
|
2.618 |
108-047 |
|
1.618 |
107-117 |
|
1.000 |
106-282 |
|
0.618 |
106-187 |
|
HIGH |
106-032 |
|
0.618 |
105-257 |
|
0.500 |
105-228 |
|
0.382 |
105-198 |
|
LOW |
105-102 |
|
0.618 |
104-268 |
|
1.000 |
104-172 |
|
1.618 |
104-018 |
|
2.618 |
103-088 |
|
4.250 |
102-000 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-234 |
105-202 |
| PP |
105-231 |
105-166 |
| S1 |
105-228 |
105-130 |
|