ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-135 |
105-072 |
-0-062 |
-0.2% |
105-080 |
| High |
105-135 |
105-182 |
0-048 |
0.1% |
105-195 |
| Low |
105-012 |
105-020 |
0-008 |
0.0% |
104-302 |
| Close |
105-012 |
105-165 |
0-152 |
0.5% |
105-058 |
| Range |
0-122 |
0-162 |
0-040 |
32.7% |
0-212 |
| ATR |
0-109 |
0-114 |
0-004 |
4.0% |
0-000 |
| Volume |
318 |
2,298 |
1,980 |
622.6% |
533 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-290 |
106-230 |
105-254 |
|
| R3 |
106-128 |
106-068 |
105-210 |
|
| R2 |
105-285 |
105-285 |
105-195 |
|
| R1 |
105-225 |
105-225 |
105-180 |
105-255 |
| PP |
105-122 |
105-122 |
105-122 |
105-138 |
| S1 |
105-062 |
105-062 |
105-150 |
105-092 |
| S2 |
104-280 |
104-280 |
105-135 |
|
| S3 |
104-118 |
104-220 |
105-120 |
|
| S4 |
103-275 |
104-058 |
105-076 |
|
|
| 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 |
105-182 |
104-302 |
0-200 |
0.6% |
0-114 |
0.3% |
91% |
True |
False |
702 |
| 10 |
105-272 |
104-302 |
0-290 |
0.9% |
0-107 |
0.3% |
63% |
False |
False |
607 |
| 20 |
107-030 |
104-302 |
2-048 |
2.0% |
0-099 |
0.3% |
27% |
False |
False |
647 |
| 40 |
108-028 |
104-302 |
3-045 |
3.0% |
0-050 |
0.1% |
18% |
False |
False |
324 |
| 60 |
108-150 |
104-302 |
3-168 |
3.3% |
0-036 |
0.1% |
16% |
False |
False |
216 |
| 80 |
109-188 |
104-302 |
4-205 |
4.4% |
0-028 |
0.1% |
12% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-233 |
|
2.618 |
106-288 |
|
1.618 |
106-125 |
|
1.000 |
106-025 |
|
0.618 |
105-283 |
|
HIGH |
105-182 |
|
0.618 |
105-120 |
|
0.500 |
105-101 |
|
0.382 |
105-082 |
|
LOW |
105-020 |
|
0.618 |
104-240 |
|
1.000 |
104-178 |
|
1.618 |
104-077 |
|
2.618 |
103-235 |
|
4.250 |
102-289 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-144 |
105-142 |
| PP |
105-122 |
105-120 |
| S1 |
105-101 |
105-098 |
|