ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-125 |
105-215 |
0-090 |
0.3% |
105-100 |
| High |
105-235 |
106-132 |
0-218 |
0.6% |
106-132 |
| Low |
105-108 |
105-210 |
0-102 |
0.3% |
105-012 |
| Close |
105-235 |
106-025 |
0-110 |
0.3% |
106-025 |
| Range |
0-128 |
0-242 |
0-115 |
90.2% |
1-120 |
| ATR |
0-115 |
0-124 |
0-009 |
8.0% |
0-000 |
| Volume |
2,190 |
3,624 |
1,434 |
65.5% |
9,029 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-103 |
107-307 |
106-158 |
|
| R3 |
107-181 |
107-064 |
106-092 |
|
| R2 |
106-258 |
106-258 |
106-069 |
|
| R1 |
106-142 |
106-142 |
106-047 |
106-200 |
| PP |
106-016 |
106-016 |
106-016 |
106-045 |
| S1 |
105-219 |
105-219 |
106-003 |
105-278 |
| S2 |
105-093 |
105-093 |
105-301 |
|
| S3 |
104-171 |
104-297 |
105-278 |
|
| S4 |
103-248 |
104-054 |
105-212 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-310 |
109-128 |
106-267 |
|
| R3 |
108-190 |
108-008 |
106-146 |
|
| R2 |
107-070 |
107-070 |
106-106 |
|
| R1 |
106-208 |
106-208 |
106-065 |
106-299 |
| PP |
105-270 |
105-270 |
105-270 |
105-316 |
| S1 |
105-088 |
105-088 |
105-305 |
105-179 |
| S2 |
104-150 |
104-150 |
105-264 |
|
| S3 |
103-030 |
103-288 |
105-224 |
|
| S4 |
101-230 |
102-168 |
105-103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-132 |
105-012 |
1-120 |
1.3% |
0-138 |
0.4% |
76% |
True |
False |
1,805 |
| 10 |
106-132 |
104-302 |
1-150 |
1.4% |
0-116 |
0.3% |
77% |
True |
False |
956 |
| 20 |
106-190 |
104-302 |
1-208 |
1.6% |
0-114 |
0.3% |
69% |
False |
False |
938 |
| 40 |
108-028 |
104-302 |
3-045 |
3.0% |
0-060 |
0.2% |
36% |
False |
False |
469 |
| 60 |
108-032 |
104-302 |
3-050 |
3.0% |
0-043 |
0.1% |
36% |
False |
False |
312 |
| 80 |
109-188 |
104-302 |
4-205 |
4.4% |
0-033 |
0.1% |
24% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-203 |
|
2.618 |
108-127 |
|
1.618 |
107-205 |
|
1.000 |
107-055 |
|
0.618 |
106-282 |
|
HIGH |
106-132 |
|
0.618 |
106-040 |
|
0.500 |
106-011 |
|
0.382 |
105-303 |
|
LOW |
105-210 |
|
0.618 |
105-060 |
|
1.000 |
104-288 |
|
1.618 |
104-138 |
|
2.618 |
103-215 |
|
4.250 |
102-139 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-020 |
105-309 |
| PP |
106-016 |
105-272 |
| S1 |
106-011 |
105-236 |
|