ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-160 |
105-100 |
-0-060 |
-0.2% |
106-175 |
| High |
105-195 |
105-212 |
0-018 |
0.1% |
106-190 |
| Low |
105-060 |
105-080 |
0-020 |
0.1% |
105-172 |
| Close |
105-182 |
105-085 |
-0-098 |
-0.3% |
105-302 |
| Range |
0-135 |
0-132 |
-0-002 |
-1.9% |
1-018 |
| ATR |
0-106 |
0-108 |
0-002 |
1.7% |
0-000 |
| Volume |
4 |
18 |
14 |
350.0% |
5,036 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-203 |
106-117 |
105-158 |
|
| R3 |
106-071 |
105-304 |
105-121 |
|
| R2 |
105-258 |
105-258 |
105-109 |
|
| R1 |
105-172 |
105-172 |
105-097 |
105-149 |
| PP |
105-126 |
105-126 |
105-126 |
105-114 |
| S1 |
105-039 |
105-039 |
105-073 |
105-016 |
| S2 |
104-313 |
104-313 |
105-061 |
|
| S3 |
104-181 |
104-227 |
105-049 |
|
| S4 |
104-048 |
104-094 |
105-012 |
|
|
| 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% |
0-135 |
0.4% |
15% |
False |
False |
878 |
| 10 |
106-240 |
105-042 |
1-198 |
1.5% |
0-098 |
0.3% |
8% |
False |
False |
690 |
| 20 |
107-192 |
105-042 |
2-150 |
2.3% |
0-054 |
0.2% |
5% |
False |
False |
345 |
| 40 |
108-028 |
105-042 |
2-305 |
2.8% |
0-031 |
0.1% |
4% |
False |
False |
172 |
| 60 |
109-182 |
105-042 |
4-140 |
4.2% |
0-022 |
0.1% |
3% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-136 |
|
2.618 |
106-239 |
|
1.618 |
106-107 |
|
1.000 |
106-025 |
|
0.618 |
105-294 |
|
HIGH |
105-212 |
|
0.618 |
105-162 |
|
0.500 |
105-146 |
|
0.382 |
105-131 |
|
LOW |
105-080 |
|
0.618 |
104-318 |
|
1.000 |
104-268 |
|
1.618 |
104-186 |
|
2.618 |
104-053 |
|
4.250 |
103-157 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-146 |
105-128 |
| PP |
105-126 |
105-113 |
| S1 |
105-105 |
105-099 |
|