ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 23-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2024 |
23-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-080 |
105-120 |
0-040 |
0.1% |
105-202 |
| High |
105-138 |
105-195 |
0-058 |
0.2% |
105-272 |
| Low |
105-062 |
105-080 |
0-018 |
0.1% |
105-042 |
| Close |
105-118 |
105-168 |
0-050 |
0.1% |
105-125 |
| Range |
0-075 |
0-115 |
0-040 |
53.3% |
0-230 |
| ATR |
0-111 |
0-111 |
0-000 |
0.2% |
0-000 |
| Volume |
121 |
5 |
-116 |
-95.9% |
4,174 |
|
| Daily Pivots for day following 23-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-172 |
106-125 |
105-231 |
|
| R3 |
106-058 |
106-010 |
105-199 |
|
| R2 |
105-262 |
105-262 |
105-189 |
|
| R1 |
105-215 |
105-215 |
105-178 |
105-239 |
| PP |
105-148 |
105-148 |
105-148 |
105-159 |
| S1 |
105-100 |
105-100 |
105-157 |
105-124 |
| S2 |
105-032 |
105-032 |
105-146 |
|
| S3 |
104-238 |
104-305 |
105-136 |
|
| S4 |
104-122 |
104-190 |
105-104 |
|
|
| 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 |
105-060 |
0-212 |
0.6% |
0-121 |
0.4% |
51% |
False |
False |
491 |
| 10 |
106-025 |
105-042 |
0-302 |
0.9% |
0-125 |
0.4% |
41% |
False |
False |
931 |
| 20 |
107-192 |
105-042 |
2-150 |
2.3% |
0-070 |
0.2% |
16% |
False |
False |
466 |
| 40 |
108-028 |
105-042 |
2-305 |
2.8% |
0-040 |
0.1% |
13% |
False |
False |
233 |
| 60 |
109-182 |
105-042 |
4-140 |
4.2% |
0-027 |
0.1% |
9% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-044 |
|
2.618 |
106-176 |
|
1.618 |
106-061 |
|
1.000 |
105-310 |
|
0.618 |
105-266 |
|
HIGH |
105-195 |
|
0.618 |
105-151 |
|
0.500 |
105-138 |
|
0.382 |
105-124 |
|
LOW |
105-080 |
|
0.618 |
105-009 |
|
1.000 |
104-285 |
|
1.618 |
104-214 |
|
2.618 |
104-099 |
|
4.250 |
103-231 |
|
|
| Fisher Pivots for day following 23-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-158 |
105-168 |
| PP |
105-148 |
105-168 |
| S1 |
105-138 |
105-168 |
|