ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-000 |
105-200 |
-0-120 |
-0.4% |
107-000 |
| High |
106-025 |
105-252 |
-0-092 |
-0.3% |
107-030 |
| Low |
105-190 |
105-172 |
-0-018 |
-0.1% |
106-240 |
| Close |
105-192 |
105-180 |
-0-012 |
0.0% |
106-240 |
| Range |
0-155 |
0-080 |
-0-075 |
-48.4% |
0-110 |
| ATR |
0-089 |
0-088 |
-0-001 |
-0.7% |
0-000 |
| Volume |
15 |
2,477 |
2,462 |
16,413.3% |
3 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-122 |
106-071 |
105-224 |
|
| R3 |
106-042 |
105-311 |
105-202 |
|
| R2 |
105-282 |
105-282 |
105-195 |
|
| R1 |
105-231 |
105-231 |
105-187 |
105-216 |
| PP |
105-202 |
105-202 |
105-202 |
105-194 |
| S1 |
105-151 |
105-151 |
105-173 |
105-136 |
| S2 |
105-122 |
105-122 |
105-165 |
|
| S3 |
105-042 |
105-071 |
105-158 |
|
| S4 |
104-282 |
104-311 |
105-136 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-287 |
107-213 |
106-300 |
|
| R3 |
107-177 |
107-103 |
106-270 |
|
| R2 |
107-067 |
107-067 |
106-260 |
|
| R1 |
106-313 |
106-313 |
106-250 |
106-295 |
| PP |
106-277 |
106-277 |
106-277 |
106-268 |
| S1 |
106-203 |
106-203 |
106-230 |
106-185 |
| S2 |
106-167 |
106-167 |
106-220 |
|
| S3 |
106-057 |
106-093 |
106-210 |
|
| S4 |
105-267 |
105-303 |
106-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-240 |
105-172 |
1-068 |
1.1% |
0-060 |
0.2% |
2% |
False |
True |
502 |
| 10 |
107-155 |
105-172 |
1-302 |
1.8% |
0-040 |
0.1% |
1% |
False |
True |
251 |
| 20 |
107-192 |
105-172 |
2-020 |
2.0% |
0-020 |
0.1% |
1% |
False |
True |
125 |
| 40 |
108-028 |
105-172 |
2-175 |
2.4% |
0-014 |
0.0% |
1% |
False |
True |
62 |
| 60 |
109-182 |
105-172 |
4-010 |
3.8% |
0-010 |
0.0% |
1% |
False |
True |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-272 |
|
2.618 |
106-142 |
|
1.618 |
106-062 |
|
1.000 |
106-012 |
|
0.618 |
105-302 |
|
HIGH |
105-252 |
|
0.618 |
105-222 |
|
0.500 |
105-212 |
|
0.382 |
105-203 |
|
LOW |
105-172 |
|
0.618 |
105-123 |
|
1.000 |
105-092 |
|
1.618 |
105-043 |
|
2.618 |
104-283 |
|
4.250 |
104-152 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-212 |
106-021 |
| PP |
105-202 |
105-288 |
| S1 |
105-191 |
105-234 |
|