ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-280 |
105-245 |
-0-035 |
-0.1% |
105-190 |
| High |
105-300 |
105-305 |
0-005 |
0.0% |
106-135 |
| Low |
105-235 |
105-242 |
0-008 |
0.0% |
105-140 |
| Close |
105-260 |
105-285 |
0-025 |
0.1% |
105-280 |
| Range |
0-065 |
0-062 |
-0-002 |
-3.8% |
0-315 |
| ATR |
0-118 |
0-114 |
-0-004 |
-3.4% |
0-000 |
| Volume |
810,187 |
1,071,049 |
260,862 |
32.2% |
6,024,762 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-145 |
106-118 |
105-319 |
|
| R3 |
106-082 |
106-055 |
105-302 |
|
| R2 |
106-020 |
106-020 |
105-296 |
|
| R1 |
105-312 |
105-312 |
105-291 |
106-006 |
| PP |
105-278 |
105-278 |
105-278 |
105-284 |
| S1 |
105-250 |
105-250 |
105-279 |
105-264 |
| S2 |
105-215 |
105-215 |
105-274 |
|
| S3 |
105-152 |
105-188 |
105-268 |
|
| S4 |
105-090 |
105-125 |
105-251 |
|
|
| 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 |
105-235 |
0-220 |
0.6% |
0-104 |
0.3% |
23% |
False |
False |
1,149,515 |
| 10 |
106-135 |
105-140 |
0-315 |
0.9% |
0-094 |
0.3% |
46% |
False |
False |
1,113,322 |
| 20 |
106-135 |
104-202 |
1-252 |
1.7% |
0-111 |
0.3% |
70% |
False |
False |
1,261,514 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-128 |
0.4% |
49% |
False |
False |
1,330,013 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-125 |
0.4% |
37% |
False |
False |
1,320,704 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-131 |
0.4% |
26% |
False |
False |
1,133,689 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-117 |
0.3% |
26% |
False |
False |
907,015 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-098 |
0.3% |
26% |
False |
False |
755,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-251 |
|
2.618 |
106-149 |
|
1.618 |
106-086 |
|
1.000 |
106-048 |
|
0.618 |
106-024 |
|
HIGH |
105-305 |
|
0.618 |
105-281 |
|
0.500 |
105-274 |
|
0.382 |
105-266 |
|
LOW |
105-242 |
|
0.618 |
105-204 |
|
1.000 |
105-180 |
|
1.618 |
105-141 |
|
2.618 |
105-079 |
|
4.250 |
104-297 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-281 |
105-298 |
| PP |
105-278 |
105-293 |
| S1 |
105-274 |
105-289 |
|