ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-248 |
105-190 |
-0-058 |
-0.2% |
105-220 |
| High |
105-268 |
105-248 |
-0-020 |
-0.1% |
105-292 |
| Low |
105-182 |
105-190 |
0-008 |
0.0% |
105-175 |
| Close |
105-188 |
105-212 |
0-025 |
0.1% |
105-188 |
| Range |
0-085 |
0-058 |
-0-028 |
-32.4% |
0-118 |
| ATR |
0-124 |
0-120 |
-0-005 |
-3.7% |
0-000 |
| Volume |
1,081,881 |
825,894 |
-255,987 |
-23.7% |
5,218,441 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-069 |
106-038 |
105-244 |
|
| R3 |
106-012 |
105-301 |
105-228 |
|
| R2 |
105-274 |
105-274 |
105-223 |
|
| R1 |
105-243 |
105-243 |
105-218 |
105-259 |
| PP |
105-217 |
105-217 |
105-217 |
105-224 |
| S1 |
105-186 |
105-186 |
105-207 |
105-201 |
| S2 |
105-159 |
105-159 |
105-202 |
|
| S3 |
105-102 |
105-128 |
105-197 |
|
| S4 |
105-044 |
105-071 |
105-181 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-251 |
106-177 |
105-252 |
|
| R3 |
106-133 |
106-059 |
105-220 |
|
| R2 |
106-016 |
106-016 |
105-209 |
|
| R1 |
105-262 |
105-262 |
105-198 |
105-240 |
| PP |
105-218 |
105-218 |
105-218 |
105-208 |
| S1 |
105-144 |
105-144 |
105-177 |
105-122 |
| S2 |
105-101 |
105-101 |
105-166 |
|
| S3 |
104-303 |
105-027 |
105-155 |
|
| S4 |
104-186 |
104-229 |
105-123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-292 |
105-175 |
0-118 |
0.3% |
0-073 |
0.2% |
32% |
False |
False |
1,047,907 |
| 10 |
106-032 |
104-228 |
1-125 |
1.3% |
0-111 |
0.3% |
69% |
False |
False |
1,332,534 |
| 20 |
106-032 |
104-202 |
1-150 |
1.4% |
0-122 |
0.4% |
70% |
False |
False |
1,302,476 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-127 |
0.4% |
40% |
False |
False |
1,312,453 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-127 |
0.4% |
30% |
False |
False |
1,390,162 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-130 |
0.4% |
22% |
False |
False |
1,045,258 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-112 |
0.3% |
22% |
False |
False |
836,214 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-093 |
0.3% |
22% |
False |
False |
696,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-172 |
|
2.618 |
106-078 |
|
1.618 |
106-021 |
|
1.000 |
105-305 |
|
0.618 |
105-283 |
|
HIGH |
105-248 |
|
0.618 |
105-226 |
|
0.500 |
105-219 |
|
0.382 |
105-212 |
|
LOW |
105-190 |
|
0.618 |
105-154 |
|
1.000 |
105-132 |
|
1.618 |
105-097 |
|
2.618 |
105-039 |
|
4.250 |
104-266 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-219 |
105-221 |
| PP |
105-217 |
105-218 |
| S1 |
105-215 |
105-215 |
|