ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-300 |
105-202 |
-0-098 |
-0.3% |
106-175 |
| High |
106-002 |
105-202 |
-0-120 |
-0.4% |
106-190 |
| Low |
105-175 |
105-075 |
-0-100 |
-0.3% |
105-172 |
| Close |
105-302 |
105-150 |
-0-152 |
-0.4% |
105-302 |
| Range |
0-148 |
0-128 |
-0-020 |
-13.6% |
1-018 |
| ATR |
0-092 |
0-102 |
0-010 |
10.4% |
0-000 |
| Volume |
2,525 |
582 |
-1,943 |
-77.0% |
5,036 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-205 |
106-145 |
105-220 |
|
| R3 |
106-078 |
106-018 |
105-185 |
|
| R2 |
105-270 |
105-270 |
105-173 |
|
| R1 |
105-210 |
105-210 |
105-162 |
105-176 |
| PP |
105-142 |
105-142 |
105-142 |
105-126 |
| S1 |
105-082 |
105-082 |
105-138 |
105-049 |
| S2 |
105-015 |
105-015 |
105-127 |
|
| S3 |
104-208 |
104-275 |
105-115 |
|
| S4 |
104-080 |
104-148 |
105-080 |
|
|
| 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 |
105-075 |
1-115 |
1.3% |
0-102 |
0.3% |
17% |
False |
True |
1,119 |
| 10 |
107-030 |
105-075 |
1-275 |
1.8% |
0-065 |
0.2% |
13% |
False |
True |
562 |
| 20 |
107-192 |
105-075 |
2-118 |
2.2% |
0-034 |
0.1% |
10% |
False |
True |
281 |
| 40 |
108-028 |
105-075 |
2-272 |
2.7% |
0-021 |
0.1% |
8% |
False |
True |
140 |
| 60 |
109-182 |
105-075 |
4-108 |
4.1% |
0-015 |
0.0% |
5% |
False |
True |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-104 |
|
2.618 |
106-216 |
|
1.618 |
106-089 |
|
1.000 |
106-010 |
|
0.618 |
105-281 |
|
HIGH |
105-202 |
|
0.618 |
105-154 |
|
0.500 |
105-139 |
|
0.382 |
105-124 |
|
LOW |
105-075 |
|
0.618 |
104-316 |
|
1.000 |
104-268 |
|
1.618 |
104-189 |
|
2.618 |
104-061 |
|
4.250 |
103-173 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-146 |
105-199 |
| PP |
105-142 |
105-182 |
| S1 |
105-139 |
105-166 |
|