ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 30-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
105-100 |
105-135 |
0-035 |
0.1% |
105-080 |
| High |
105-132 |
105-135 |
0-002 |
0.0% |
105-195 |
| Low |
105-100 |
105-012 |
-0-088 |
-0.3% |
104-302 |
| Close |
105-130 |
105-012 |
-0-118 |
-0.3% |
105-058 |
| Range |
0-032 |
0-122 |
0-090 |
276.9% |
0-212 |
| ATR |
0-108 |
0-109 |
0-001 |
0.9% |
0-000 |
| Volume |
599 |
318 |
-281 |
-46.9% |
533 |
|
| Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-101 |
106-019 |
105-080 |
|
| R3 |
105-298 |
105-217 |
105-046 |
|
| R2 |
105-176 |
105-176 |
105-035 |
|
| R1 |
105-094 |
105-094 |
105-024 |
105-074 |
| PP |
105-053 |
105-053 |
105-053 |
105-043 |
| S1 |
104-292 |
104-292 |
105-001 |
104-271 |
| S2 |
104-251 |
104-251 |
104-310 |
|
| S3 |
104-128 |
104-169 |
104-299 |
|
| S4 |
104-006 |
104-047 |
104-265 |
|
|
| 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 |
105-160 |
104-302 |
0-178 |
0.5% |
0-088 |
0.3% |
17% |
False |
False |
264 |
| 10 |
105-272 |
104-302 |
0-290 |
0.9% |
0-104 |
0.3% |
10% |
False |
False |
377 |
| 20 |
107-030 |
104-302 |
2-048 |
2.0% |
0-091 |
0.3% |
4% |
False |
False |
533 |
| 40 |
108-028 |
104-302 |
3-045 |
3.0% |
0-046 |
0.1% |
3% |
False |
False |
266 |
| 60 |
108-150 |
104-302 |
3-168 |
3.4% |
0-034 |
0.1% |
3% |
False |
False |
177 |
| 80 |
109-188 |
104-302 |
4-205 |
4.4% |
0-026 |
0.1% |
2% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-016 |
|
2.618 |
106-136 |
|
1.618 |
106-013 |
|
1.000 |
105-258 |
|
0.618 |
105-211 |
|
HIGH |
105-135 |
|
0.618 |
105-088 |
|
0.500 |
105-074 |
|
0.382 |
105-059 |
|
LOW |
105-012 |
|
0.618 |
104-257 |
|
1.000 |
104-210 |
|
1.618 |
104-134 |
|
2.618 |
104-012 |
|
4.250 |
103-132 |
|
|
| Fisher Pivots for day following 30-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-074 |
105-074 |
| PP |
105-053 |
105-053 |
| S1 |
105-033 |
105-033 |
|