ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-288 |
107-030 |
0-062 |
0.2% |
107-130 |
| High |
106-288 |
107-030 |
0-062 |
0.2% |
107-192 |
| Low |
106-288 |
106-278 |
-0-010 |
0.0% |
107-130 |
| Close |
106-288 |
107-030 |
0-062 |
0.2% |
107-155 |
| Range |
0-000 |
0-072 |
0-072 |
|
0-062 |
| ATR |
0-062 |
0-063 |
0-001 |
1.2% |
0-000 |
| Volume |
1 |
1 |
0 |
0.0% |
0 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-223 |
107-199 |
107-070 |
|
| R3 |
107-151 |
107-127 |
107-050 |
|
| R2 |
107-078 |
107-078 |
107-043 |
|
| R1 |
107-054 |
107-054 |
107-037 |
107-066 |
| PP |
107-006 |
107-006 |
107-006 |
107-012 |
| S1 |
106-302 |
106-302 |
107-023 |
106-314 |
| S2 |
106-253 |
106-253 |
107-017 |
|
| S3 |
106-181 |
106-229 |
107-010 |
|
| S4 |
106-108 |
106-157 |
106-310 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-027 |
107-313 |
107-189 |
|
| R3 |
107-284 |
107-251 |
107-172 |
|
| R2 |
107-222 |
107-222 |
107-166 |
|
| R1 |
107-188 |
107-188 |
107-161 |
107-205 |
| PP |
107-159 |
107-159 |
107-159 |
107-168 |
| S1 |
107-126 |
107-126 |
107-149 |
107-142 |
| S2 |
107-097 |
107-097 |
107-144 |
|
| S3 |
107-034 |
107-063 |
107-138 |
|
| S4 |
106-292 |
107-001 |
107-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-155 |
106-268 |
0-208 |
0.6% |
0-019 |
0.1% |
40% |
False |
False |
|
| 10 |
107-192 |
106-268 |
0-245 |
0.7% |
0-010 |
0.0% |
34% |
False |
False |
|
| 20 |
108-028 |
106-242 |
1-105 |
1.2% |
0-005 |
0.0% |
25% |
False |
False |
|
| 40 |
108-122 |
106-242 |
1-200 |
1.5% |
0-007 |
0.0% |
21% |
False |
False |
|
| 60 |
109-188 |
106-242 |
2-265 |
2.6% |
0-005 |
0.0% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-018 |
|
2.618 |
107-220 |
|
1.618 |
107-147 |
|
1.000 |
107-102 |
|
0.618 |
107-075 |
|
HIGH |
107-030 |
|
0.618 |
107-002 |
|
0.500 |
106-314 |
|
0.382 |
106-305 |
|
LOW |
106-278 |
|
0.618 |
106-233 |
|
1.000 |
106-205 |
|
1.618 |
106-160 |
|
2.618 |
106-088 |
|
4.250 |
105-289 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-018 |
107-016 |
| PP |
107-006 |
107-002 |
| S1 |
106-314 |
106-309 |
|