ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-100 |
105-125 |
0-025 |
0.1% |
105-202 |
| High |
105-212 |
105-272 |
0-060 |
0.2% |
105-272 |
| Low |
105-080 |
105-125 |
0-045 |
0.1% |
105-042 |
| Close |
105-085 |
105-125 |
0-040 |
0.1% |
105-125 |
| Range |
0-132 |
0-148 |
0-015 |
11.3% |
0-230 |
| ATR |
0-108 |
0-114 |
0-006 |
5.2% |
0-000 |
| Volume |
18 |
2,307 |
2,289 |
12,716.7% |
4,174 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-297 |
106-198 |
105-206 |
|
| R3 |
106-149 |
106-051 |
105-166 |
|
| R2 |
106-002 |
106-002 |
105-152 |
|
| R1 |
105-223 |
105-223 |
105-139 |
105-199 |
| PP |
105-174 |
105-174 |
105-174 |
105-162 |
| S1 |
105-076 |
105-076 |
105-111 |
105-051 |
| S2 |
105-027 |
105-027 |
105-098 |
|
| S3 |
104-199 |
104-248 |
105-084 |
|
| S4 |
104-052 |
104-101 |
105-044 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-197 |
107-071 |
105-252 |
|
| R3 |
106-287 |
106-161 |
105-188 |
|
| R2 |
106-057 |
106-057 |
105-167 |
|
| R1 |
105-251 |
105-251 |
105-146 |
105-199 |
| PP |
105-147 |
105-147 |
105-147 |
105-121 |
| S1 |
105-021 |
105-021 |
105-104 |
104-289 |
| S2 |
104-237 |
104-237 |
105-083 |
|
| S3 |
104-007 |
104-111 |
105-062 |
|
| S4 |
103-097 |
103-201 |
104-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-272 |
105-042 |
0-230 |
0.7% |
0-135 |
0.4% |
36% |
True |
False |
834 |
| 10 |
106-190 |
105-042 |
1-148 |
1.4% |
0-112 |
0.3% |
18% |
False |
False |
921 |
| 20 |
107-192 |
105-042 |
2-150 |
2.3% |
0-061 |
0.2% |
10% |
False |
False |
460 |
| 40 |
108-028 |
105-042 |
2-305 |
2.8% |
0-035 |
0.1% |
9% |
False |
False |
230 |
| 60 |
109-182 |
105-042 |
4-140 |
4.2% |
0-024 |
0.1% |
6% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-259 |
|
2.618 |
107-019 |
|
1.618 |
106-191 |
|
1.000 |
106-100 |
|
0.618 |
106-044 |
|
HIGH |
105-272 |
|
0.618 |
105-216 |
|
0.500 |
105-199 |
|
0.382 |
105-181 |
|
LOW |
105-125 |
|
0.618 |
105-034 |
|
1.000 |
104-298 |
|
1.618 |
104-206 |
|
2.618 |
104-059 |
|
4.250 |
103-138 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-199 |
105-166 |
| PP |
105-174 |
105-152 |
| S1 |
105-150 |
105-139 |
|