ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-245 |
105-282 |
0-038 |
0.1% |
105-190 |
| High |
105-305 |
105-290 |
-0-015 |
0.0% |
106-135 |
| Low |
105-242 |
105-212 |
-0-030 |
-0.1% |
105-140 |
| Close |
105-285 |
105-232 |
-0-052 |
-0.2% |
105-280 |
| Range |
0-062 |
0-078 |
0-015 |
24.0% |
0-315 |
| ATR |
0-114 |
0-112 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,071,049 |
1,868,099 |
797,050 |
74.4% |
6,024,762 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-158 |
106-112 |
105-275 |
|
| R3 |
106-080 |
106-035 |
105-254 |
|
| R2 |
106-002 |
106-002 |
105-247 |
|
| R1 |
105-278 |
105-278 |
105-240 |
105-261 |
| PP |
105-245 |
105-245 |
105-245 |
105-237 |
| S1 |
105-200 |
105-200 |
105-225 |
105-184 |
| S2 |
105-168 |
105-168 |
105-218 |
|
| S3 |
105-090 |
105-122 |
105-211 |
|
| S4 |
105-012 |
105-045 |
105-190 |
|
|
| 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 |
105-212 |
0-242 |
0.7% |
0-084 |
0.2% |
8% |
False |
True |
1,158,077 |
| 10 |
106-135 |
105-140 |
0-315 |
0.9% |
0-096 |
0.3% |
29% |
False |
False |
1,208,076 |
| 20 |
106-135 |
104-202 |
1-252 |
1.7% |
0-111 |
0.3% |
61% |
False |
False |
1,288,850 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-128 |
0.4% |
43% |
False |
False |
1,352,444 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-125 |
0.4% |
32% |
False |
False |
1,313,988 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-131 |
0.4% |
23% |
False |
False |
1,157,022 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-118 |
0.3% |
23% |
False |
False |
925,696 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-099 |
0.3% |
23% |
False |
False |
771,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-299 |
|
2.618 |
106-173 |
|
1.618 |
106-095 |
|
1.000 |
106-048 |
|
0.618 |
106-018 |
|
HIGH |
105-290 |
|
0.618 |
105-260 |
|
0.500 |
105-251 |
|
0.382 |
105-242 |
|
LOW |
105-212 |
|
0.618 |
105-165 |
|
1.000 |
105-135 |
|
1.618 |
105-087 |
|
2.618 |
105-010 |
|
4.250 |
104-203 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-251 |
105-259 |
| PP |
105-245 |
105-250 |
| S1 |
105-239 |
105-241 |
|