ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-120 |
105-105 |
-0-015 |
0.0% |
105-202 |
| High |
105-195 |
105-122 |
-0-072 |
-0.2% |
105-272 |
| Low |
105-080 |
105-090 |
0-010 |
0.0% |
105-042 |
| Close |
105-168 |
105-112 |
-0-055 |
-0.2% |
105-125 |
| Range |
0-115 |
0-032 |
-0-082 |
-71.7% |
0-230 |
| ATR |
0-111 |
0-109 |
-0-002 |
-2.2% |
0-000 |
| Volume |
5 |
110 |
105 |
2,100.0% |
4,174 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-206 |
105-192 |
105-130 |
|
| R3 |
105-173 |
105-159 |
105-121 |
|
| R2 |
105-141 |
105-141 |
105-118 |
|
| R1 |
105-127 |
105-127 |
105-115 |
105-134 |
| PP |
105-108 |
105-108 |
105-108 |
105-112 |
| S1 |
105-094 |
105-094 |
105-110 |
105-101 |
| S2 |
105-076 |
105-076 |
105-107 |
|
| S3 |
105-043 |
105-062 |
105-104 |
|
| S4 |
105-011 |
105-029 |
105-095 |
|
|
| 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 |
105-062 |
0-210 |
0.6% |
0-100 |
0.3% |
24% |
False |
False |
512 |
| 10 |
106-002 |
105-042 |
0-280 |
0.8% |
0-112 |
0.3% |
25% |
False |
False |
941 |
| 20 |
107-192 |
105-042 |
2-150 |
2.3% |
0-072 |
0.2% |
9% |
False |
False |
472 |
| 40 |
108-028 |
105-042 |
2-305 |
2.8% |
0-039 |
0.1% |
7% |
False |
False |
236 |
| 60 |
109-182 |
105-042 |
4-140 |
4.2% |
0-027 |
0.1% |
5% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105-261 |
|
2.618 |
105-208 |
|
1.618 |
105-175 |
|
1.000 |
105-155 |
|
0.618 |
105-143 |
|
HIGH |
105-122 |
|
0.618 |
105-110 |
|
0.500 |
105-106 |
|
0.382 |
105-102 |
|
LOW |
105-090 |
|
0.618 |
105-070 |
|
1.000 |
105-058 |
|
1.618 |
105-037 |
|
2.618 |
105-005 |
|
4.250 |
104-272 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-110 |
105-129 |
| PP |
105-108 |
105-123 |
| S1 |
105-106 |
105-118 |
|