ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-118 |
105-220 |
0-102 |
0.3% |
104-278 |
| High |
106-032 |
105-275 |
-0-078 |
-0.2% |
106-032 |
| Low |
105-102 |
105-210 |
0-108 |
0.3% |
104-228 |
| Close |
105-238 |
105-235 |
-0-002 |
0.0% |
105-238 |
| Range |
0-250 |
0-065 |
-0-185 |
-74.0% |
1-125 |
| ATR |
0-146 |
0-141 |
-0-006 |
-4.0% |
0-000 |
| Volume |
2,297,761 |
804,798 |
-1,492,963 |
-65.0% |
8,239,812 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-115 |
106-080 |
105-271 |
|
| R3 |
106-050 |
106-015 |
105-253 |
|
| R2 |
105-305 |
105-305 |
105-247 |
|
| R1 |
105-270 |
105-270 |
105-241 |
105-288 |
| PP |
105-240 |
105-240 |
105-240 |
105-249 |
| S1 |
105-205 |
105-205 |
105-229 |
105-222 |
| S2 |
105-175 |
105-175 |
105-223 |
|
| S3 |
105-110 |
105-140 |
105-217 |
|
| S4 |
105-045 |
105-075 |
105-199 |
|
|
| 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% |
0-150 |
0.4% |
74% |
False |
False |
1,617,161 |
| 10 |
106-032 |
104-202 |
1-150 |
1.4% |
0-133 |
0.4% |
75% |
False |
False |
1,419,936 |
| 20 |
106-125 |
104-202 |
1-242 |
1.7% |
0-154 |
0.5% |
63% |
False |
False |
1,496,558 |
| 40 |
107-278 |
104-202 |
3-075 |
3.1% |
0-132 |
0.4% |
34% |
False |
False |
1,331,781 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-135 |
0.4% |
32% |
False |
False |
1,305,656 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-131 |
0.4% |
23% |
False |
False |
979,774 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-108 |
0.3% |
23% |
False |
False |
783,819 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-090 |
0.3% |
23% |
False |
False |
653,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-231 |
|
2.618 |
106-125 |
|
1.618 |
106-060 |
|
1.000 |
106-020 |
|
0.618 |
105-315 |
|
HIGH |
105-275 |
|
0.618 |
105-250 |
|
0.500 |
105-242 |
|
0.382 |
105-235 |
|
LOW |
105-210 |
|
0.618 |
105-170 |
|
1.000 |
105-145 |
|
1.618 |
105-105 |
|
2.618 |
105-040 |
|
4.250 |
104-254 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-242 |
105-216 |
| PP |
105-240 |
105-197 |
| S1 |
105-238 |
105-178 |
|