ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-015 |
105-280 |
-0-055 |
-0.2% |
105-190 |
| High |
106-040 |
105-300 |
-0-060 |
-0.2% |
106-135 |
| Low |
105-272 |
105-235 |
-0-038 |
-0.1% |
105-140 |
| Close |
105-280 |
105-260 |
-0-020 |
-0.1% |
105-280 |
| Range |
0-088 |
0-065 |
-0-022 |
-25.7% |
0-315 |
| ATR |
0-122 |
0-118 |
-0-004 |
-3.3% |
0-000 |
| Volume |
840,802 |
810,187 |
-30,615 |
-3.6% |
6,024,762 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-140 |
106-105 |
105-296 |
|
| R3 |
106-075 |
106-040 |
105-278 |
|
| R2 |
106-010 |
106-010 |
105-272 |
|
| R1 |
105-295 |
105-295 |
105-266 |
105-280 |
| PP |
105-265 |
105-265 |
105-265 |
105-258 |
| S1 |
105-230 |
105-230 |
105-254 |
105-215 |
| S2 |
105-200 |
105-200 |
105-248 |
|
| S3 |
105-135 |
105-165 |
105-242 |
|
| S4 |
105-070 |
105-100 |
105-224 |
|
|
| 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% |
0-118 |
0.3% |
38% |
False |
False |
1,201,811 |
| 10 |
106-135 |
105-140 |
0-315 |
0.9% |
0-096 |
0.3% |
38% |
False |
False |
1,124,859 |
| 20 |
106-135 |
104-202 |
1-252 |
1.7% |
0-114 |
0.3% |
66% |
False |
False |
1,272,397 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-129 |
0.4% |
46% |
False |
False |
1,325,152 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-126 |
0.4% |
34% |
False |
False |
1,373,653 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-132 |
0.4% |
25% |
False |
False |
1,120,312 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-117 |
0.3% |
25% |
False |
False |
896,305 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-098 |
0.3% |
25% |
False |
False |
746,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-256 |
|
2.618 |
106-150 |
|
1.618 |
106-085 |
|
1.000 |
106-045 |
|
0.618 |
106-020 |
|
HIGH |
105-300 |
|
0.618 |
105-275 |
|
0.500 |
105-268 |
|
0.382 |
105-260 |
|
LOW |
105-235 |
|
0.618 |
105-195 |
|
1.000 |
105-170 |
|
1.618 |
105-130 |
|
2.618 |
105-065 |
|
4.250 |
104-279 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-268 |
106-025 |
| PP |
105-265 |
105-317 |
| S1 |
105-262 |
105-288 |
|