ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-030 |
105-100 |
0-070 |
0.2% |
105-080 |
| High |
105-090 |
105-132 |
0-042 |
0.1% |
105-195 |
| Low |
105-018 |
105-100 |
0-082 |
0.2% |
104-302 |
| Close |
105-058 |
105-130 |
0-072 |
0.2% |
105-058 |
| Range |
0-072 |
0-032 |
-0-040 |
-55.2% |
0-212 |
| ATR |
0-111 |
0-108 |
-0-003 |
-2.3% |
0-000 |
| Volume |
270 |
599 |
329 |
121.9% |
533 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-218 |
105-207 |
105-148 |
|
| R3 |
105-186 |
105-174 |
105-139 |
|
| R2 |
105-153 |
105-153 |
105-136 |
|
| R1 |
105-142 |
105-142 |
105-133 |
105-148 |
| PP |
105-121 |
105-121 |
105-121 |
105-124 |
| S1 |
105-109 |
105-109 |
105-127 |
105-115 |
| S2 |
105-088 |
105-088 |
105-124 |
|
| S3 |
105-056 |
105-077 |
105-121 |
|
| S4 |
105-023 |
105-044 |
105-112 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-076 |
106-279 |
105-174 |
|
| R3 |
106-183 |
106-067 |
105-116 |
|
| R2 |
105-291 |
105-291 |
105-096 |
|
| R1 |
105-174 |
105-174 |
105-077 |
105-126 |
| PP |
105-078 |
105-078 |
105-078 |
105-054 |
| S1 |
104-282 |
104-282 |
105-038 |
104-234 |
| S2 |
104-186 |
104-186 |
105-019 |
|
| S3 |
103-293 |
104-069 |
104-319 |
|
| S4 |
103-081 |
103-177 |
104-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-195 |
104-302 |
0-212 |
0.6% |
0-086 |
0.3% |
69% |
False |
False |
202 |
| 10 |
105-272 |
104-302 |
0-290 |
0.9% |
0-105 |
0.3% |
51% |
False |
False |
472 |
| 20 |
107-030 |
104-302 |
2-048 |
2.0% |
0-085 |
0.3% |
21% |
False |
False |
517 |
| 40 |
108-028 |
104-302 |
3-045 |
3.0% |
0-043 |
0.1% |
15% |
False |
False |
258 |
| 60 |
108-220 |
104-302 |
3-238 |
3.6% |
0-032 |
0.1% |
12% |
False |
False |
172 |
| 80 |
109-188 |
104-302 |
4-205 |
4.4% |
0-024 |
0.1% |
10% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105-271 |
|
2.618 |
105-218 |
|
1.618 |
105-185 |
|
1.000 |
105-165 |
|
0.618 |
105-153 |
|
HIGH |
105-132 |
|
0.618 |
105-120 |
|
0.500 |
105-116 |
|
0.382 |
105-112 |
|
LOW |
105-100 |
|
0.618 |
105-080 |
|
1.000 |
105-068 |
|
1.618 |
105-047 |
|
2.618 |
105-015 |
|
4.250 |
104-282 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-125 |
105-110 |
| PP |
105-121 |
105-091 |
| S1 |
105-116 |
105-071 |
|