ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-090 |
106-015 |
-0-075 |
-0.2% |
105-190 |
| High |
106-135 |
106-040 |
-0-095 |
-0.3% |
106-135 |
| Low |
106-008 |
105-272 |
-0-055 |
-0.2% |
105-140 |
| Close |
106-020 |
105-280 |
-0-060 |
-0.2% |
105-280 |
| Range |
0-128 |
0-088 |
-0-040 |
-31.4% |
0-315 |
| ATR |
0-125 |
0-122 |
-0-003 |
-2.1% |
0-000 |
| Volume |
1,200,250 |
840,802 |
-359,448 |
-29.9% |
6,024,762 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-247 |
106-191 |
106-008 |
|
| R3 |
106-159 |
106-103 |
105-304 |
|
| R2 |
106-072 |
106-072 |
105-296 |
|
| R1 |
106-016 |
106-016 |
105-288 |
106-000 |
| PP |
105-304 |
105-304 |
105-304 |
105-296 |
| S1 |
105-248 |
105-248 |
105-272 |
105-232 |
| S2 |
105-217 |
105-217 |
105-264 |
|
| S3 |
105-129 |
105-161 |
105-256 |
|
| S4 |
105-042 |
105-073 |
105-232 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-277 |
108-113 |
106-133 |
|
| R3 |
107-282 |
107-118 |
106-047 |
|
| R2 |
106-287 |
106-287 |
106-018 |
|
| R1 |
106-123 |
106-123 |
105-309 |
106-205 |
| PP |
105-292 |
105-292 |
105-292 |
106-012 |
| S1 |
105-128 |
105-128 |
105-251 |
105-210 |
| S2 |
104-297 |
104-297 |
105-222 |
|
| S3 |
103-302 |
104-133 |
105-193 |
|
| S4 |
102-307 |
103-138 |
105-107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-135 |
105-140 |
0-315 |
0.9% |
0-116 |
0.3% |
44% |
False |
False |
1,204,952 |
| 10 |
106-135 |
105-140 |
0-315 |
0.9% |
0-096 |
0.3% |
44% |
False |
False |
1,124,320 |
| 20 |
106-135 |
104-202 |
1-252 |
1.7% |
0-116 |
0.3% |
69% |
False |
False |
1,276,618 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-130 |
0.4% |
48% |
False |
False |
1,329,649 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-127 |
0.4% |
36% |
False |
False |
1,414,943 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-133 |
0.4% |
26% |
False |
False |
1,110,195 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-116 |
0.3% |
26% |
False |
False |
888,203 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-097 |
0.3% |
26% |
False |
False |
740,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-092 |
|
2.618 |
106-269 |
|
1.618 |
106-182 |
|
1.000 |
106-128 |
|
0.618 |
106-094 |
|
HIGH |
106-040 |
|
0.618 |
106-007 |
|
0.500 |
105-316 |
|
0.382 |
105-306 |
|
LOW |
105-272 |
|
0.618 |
105-218 |
|
1.000 |
105-185 |
|
1.618 |
105-131 |
|
2.618 |
105-043 |
|
4.250 |
104-221 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-316 |
106-034 |
| PP |
105-304 |
106-009 |
| S1 |
105-292 |
105-305 |
|