ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-110 |
105-160 |
0-050 |
0.1% |
106-175 |
| High |
105-175 |
105-195 |
0-020 |
0.1% |
106-190 |
| Low |
105-042 |
105-060 |
0-018 |
0.1% |
105-172 |
| Close |
105-098 |
105-182 |
0-085 |
0.3% |
105-302 |
| Range |
0-132 |
0-135 |
0-002 |
1.9% |
1-018 |
| ATR |
0-104 |
0-106 |
0-002 |
2.1% |
0-000 |
| Volume |
1,263 |
4 |
-1,259 |
-99.7% |
5,036 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-231 |
106-182 |
105-257 |
|
| R3 |
106-096 |
106-047 |
105-220 |
|
| R2 |
105-281 |
105-281 |
105-207 |
|
| R1 |
105-232 |
105-232 |
105-195 |
105-256 |
| PP |
105-146 |
105-146 |
105-146 |
105-158 |
| S1 |
105-097 |
105-097 |
105-170 |
105-121 |
| S2 |
105-011 |
105-011 |
105-158 |
|
| S3 |
104-196 |
104-282 |
105-145 |
|
| S4 |
104-061 |
104-147 |
105-108 |
|
|
| 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 |
106-002 |
105-042 |
0-280 |
0.8% |
0-124 |
0.4% |
50% |
False |
False |
1,370 |
| 10 |
107-030 |
105-042 |
1-308 |
1.9% |
0-092 |
0.3% |
22% |
False |
False |
688 |
| 20 |
107-192 |
105-042 |
2-150 |
2.3% |
0-047 |
0.1% |
18% |
False |
False |
344 |
| 40 |
108-028 |
105-042 |
2-305 |
2.8% |
0-028 |
0.1% |
15% |
False |
False |
172 |
| 60 |
109-182 |
105-042 |
4-140 |
4.2% |
0-019 |
0.1% |
10% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-129 |
|
2.618 |
106-228 |
|
1.618 |
106-093 |
|
1.000 |
106-010 |
|
0.618 |
105-278 |
|
HIGH |
105-195 |
|
0.618 |
105-143 |
|
0.500 |
105-128 |
|
0.382 |
105-112 |
|
LOW |
105-060 |
|
0.618 |
104-297 |
|
1.000 |
104-245 |
|
1.618 |
104-162 |
|
2.618 |
104-027 |
|
4.250 |
103-126 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-164 |
105-162 |
| PP |
105-146 |
105-142 |
| S1 |
105-128 |
105-122 |
|