ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-072 |
105-125 |
0-052 |
0.2% |
105-080 |
| High |
105-182 |
105-235 |
0-052 |
0.2% |
105-195 |
| Low |
105-020 |
105-108 |
0-088 |
0.3% |
104-302 |
| Close |
105-165 |
105-235 |
0-070 |
0.2% |
105-058 |
| Range |
0-162 |
0-128 |
-0-035 |
-21.5% |
0-212 |
| ATR |
0-114 |
0-115 |
0-001 |
0.9% |
0-000 |
| Volume |
2,298 |
2,190 |
-108 |
-4.7% |
533 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-255 |
106-212 |
105-305 |
|
| R3 |
106-128 |
106-085 |
105-270 |
|
| R2 |
106-000 |
106-000 |
105-258 |
|
| R1 |
105-278 |
105-278 |
105-247 |
105-299 |
| PP |
105-192 |
105-192 |
105-192 |
105-203 |
| S1 |
105-150 |
105-150 |
105-223 |
105-171 |
| S2 |
105-065 |
105-065 |
105-212 |
|
| S3 |
104-258 |
105-022 |
105-200 |
|
| S4 |
104-130 |
104-215 |
105-165 |
|
|
| 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 |
105-235 |
105-012 |
0-222 |
0.7% |
0-104 |
0.3% |
100% |
True |
False |
1,135 |
| 10 |
105-272 |
104-302 |
0-290 |
0.9% |
0-106 |
0.3% |
87% |
False |
False |
824 |
| 20 |
106-240 |
104-302 |
1-258 |
1.7% |
0-102 |
0.3% |
44% |
False |
False |
757 |
| 40 |
108-028 |
104-302 |
3-045 |
3.0% |
0-053 |
0.2% |
25% |
False |
False |
378 |
| 60 |
108-122 |
104-302 |
3-140 |
3.3% |
0-038 |
0.1% |
23% |
False |
False |
252 |
| 80 |
109-188 |
104-302 |
4-205 |
4.4% |
0-030 |
0.1% |
17% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-137 |
|
2.618 |
106-249 |
|
1.618 |
106-121 |
|
1.000 |
106-042 |
|
0.618 |
105-314 |
|
HIGH |
105-235 |
|
0.618 |
105-186 |
|
0.500 |
105-171 |
|
0.382 |
105-156 |
|
LOW |
105-108 |
|
0.618 |
105-029 |
|
1.000 |
104-300 |
|
1.618 |
104-221 |
|
2.618 |
104-094 |
|
4.250 |
103-206 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-214 |
105-198 |
| PP |
105-192 |
105-161 |
| S1 |
105-171 |
105-124 |
|