ECBOT 5 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 16-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
105-202 |
105-110 |
-0-092 |
-0.3% |
106-175 |
High |
105-202 |
105-175 |
-0-028 |
-0.1% |
106-190 |
Low |
105-075 |
105-042 |
-0-032 |
-0.1% |
105-172 |
Close |
105-150 |
105-098 |
-0-052 |
-0.2% |
105-302 |
Range |
0-128 |
0-132 |
0-005 |
3.9% |
1-018 |
ATR |
0-102 |
0-104 |
0-002 |
2.1% |
0-000 |
Volume |
582 |
1,263 |
681 |
117.0% |
5,036 |
|
Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-182 |
106-112 |
105-170 |
|
R3 |
106-050 |
105-300 |
105-134 |
|
R2 |
105-238 |
105-238 |
105-122 |
|
R1 |
105-168 |
105-168 |
105-110 |
105-136 |
PP |
105-105 |
105-105 |
105-105 |
105-089 |
S1 |
105-035 |
105-035 |
105-085 |
105-004 |
S2 |
104-292 |
104-292 |
105-073 |
|
S3 |
104-160 |
104-222 |
105-061 |
|
S4 |
104-028 |
104-090 |
105-025 |
|
|
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 |
106-025 |
105-042 |
0-302 |
0.9% |
0-128 |
0.4% |
18% |
False |
True |
1,372 |
10 |
107-030 |
105-042 |
1-308 |
1.9% |
0-078 |
0.2% |
9% |
False |
True |
688 |
20 |
107-192 |
105-042 |
2-150 |
2.3% |
0-040 |
0.1% |
7% |
False |
True |
344 |
40 |
108-028 |
105-042 |
2-305 |
2.8% |
0-024 |
0.1% |
6% |
False |
True |
172 |
60 |
109-182 |
105-042 |
4-140 |
4.2% |
0-017 |
0.1% |
4% |
False |
True |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-098 |
2.618 |
106-202 |
1.618 |
106-069 |
1.000 |
105-308 |
0.618 |
105-257 |
HIGH |
105-175 |
0.618 |
105-124 |
0.500 |
105-109 |
0.382 |
105-093 |
LOW |
105-042 |
0.618 |
104-281 |
1.000 |
104-230 |
1.618 |
104-148 |
2.618 |
104-016 |
4.250 |
103-119 |
|
|
Fisher Pivots for day following 16-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
105-109 |
105-182 |
PP |
105-105 |
105-154 |
S1 |
105-101 |
105-126 |
|