ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-200 |
105-300 |
0-100 |
0.3% |
106-175 |
| High |
105-252 |
106-002 |
0-070 |
0.2% |
106-190 |
| Low |
105-172 |
105-175 |
0-002 |
0.0% |
105-172 |
| Close |
105-180 |
105-302 |
0-122 |
0.4% |
105-302 |
| Range |
0-080 |
0-148 |
0-068 |
84.4% |
1-018 |
| ATR |
0-088 |
0-092 |
0-004 |
4.8% |
0-000 |
| Volume |
2,477 |
2,525 |
48 |
1.9% |
5,036 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-069 |
107-013 |
106-064 |
|
| R3 |
106-242 |
106-186 |
106-023 |
|
| R2 |
106-094 |
106-094 |
106-010 |
|
| R1 |
106-038 |
106-038 |
105-316 |
106-066 |
| PP |
105-267 |
105-267 |
105-267 |
105-281 |
| S1 |
105-211 |
105-211 |
105-289 |
105-239 |
| S2 |
105-119 |
105-119 |
105-275 |
|
| S3 |
104-292 |
105-063 |
105-262 |
|
| S4 |
104-144 |
104-236 |
105-221 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-061 |
108-199 |
106-168 |
|
| R3 |
108-043 |
107-182 |
106-075 |
|
| R2 |
107-026 |
107-026 |
106-044 |
|
| R1 |
106-164 |
106-164 |
106-013 |
106-086 |
| PP |
106-008 |
106-008 |
106-008 |
105-289 |
| S1 |
105-147 |
105-147 |
105-272 |
105-069 |
| S2 |
104-311 |
104-311 |
105-241 |
|
| S3 |
103-293 |
104-129 |
105-210 |
|
| S4 |
102-276 |
103-112 |
105-117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-190 |
105-172 |
1-018 |
1.0% |
0-090 |
0.3% |
39% |
False |
False |
1,007 |
| 10 |
107-030 |
105-172 |
1-178 |
1.5% |
0-054 |
0.2% |
26% |
False |
False |
503 |
| 20 |
107-192 |
105-172 |
2-020 |
1.9% |
0-027 |
0.1% |
20% |
False |
False |
251 |
| 40 |
108-028 |
105-172 |
2-175 |
2.4% |
0-018 |
0.1% |
16% |
False |
False |
125 |
| 60 |
109-182 |
105-172 |
4-010 |
3.8% |
0-013 |
0.0% |
10% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-309 |
|
2.618 |
107-069 |
|
1.618 |
106-241 |
|
1.000 |
106-150 |
|
0.618 |
106-094 |
|
HIGH |
106-002 |
|
0.618 |
105-266 |
|
0.500 |
105-249 |
|
0.382 |
105-231 |
|
LOW |
105-175 |
|
0.618 |
105-084 |
|
1.000 |
105-028 |
|
1.618 |
104-256 |
|
2.618 |
104-109 |
|
4.250 |
103-188 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-285 |
105-288 |
| PP |
105-267 |
105-273 |
| S1 |
105-249 |
105-259 |
|