ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-215 |
106-038 |
0-142 |
0.4% |
105-100 |
| High |
106-132 |
106-068 |
-0-065 |
-0.2% |
106-132 |
| Low |
105-210 |
106-020 |
0-130 |
0.4% |
105-012 |
| Close |
106-025 |
106-030 |
0-005 |
0.0% |
106-025 |
| Range |
0-242 |
0-048 |
-0-195 |
-80.4% |
1-120 |
| ATR |
0-124 |
0-118 |
-0-005 |
-4.4% |
0-000 |
| Volume |
3,624 |
1,385 |
-2,239 |
-61.8% |
9,029 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-182 |
106-153 |
106-056 |
|
| R3 |
106-134 |
106-106 |
106-043 |
|
| R2 |
106-087 |
106-087 |
106-039 |
|
| R1 |
106-058 |
106-058 |
106-034 |
106-049 |
| PP |
106-039 |
106-039 |
106-039 |
106-034 |
| S1 |
106-011 |
106-011 |
106-026 |
106-001 |
| S2 |
105-312 |
105-312 |
106-021 |
|
| S3 |
105-264 |
105-283 |
106-017 |
|
| S4 |
105-217 |
105-236 |
106-004 |
|
|
| 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% |
0-140 |
0.4% |
77% |
False |
False |
1,963 |
| 10 |
106-132 |
104-302 |
1-150 |
1.4% |
0-113 |
0.3% |
78% |
False |
False |
1,082 |
| 20 |
106-190 |
104-302 |
1-208 |
1.6% |
0-113 |
0.3% |
70% |
False |
False |
1,006 |
| 40 |
107-308 |
104-302 |
3-005 |
2.8% |
0-061 |
0.2% |
38% |
False |
False |
504 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-043 |
0.1% |
37% |
False |
False |
336 |
| 80 |
109-188 |
104-302 |
4-205 |
4.4% |
0-033 |
0.1% |
25% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-269 |
|
2.618 |
106-192 |
|
1.618 |
106-144 |
|
1.000 |
106-115 |
|
0.618 |
106-097 |
|
HIGH |
106-068 |
|
0.618 |
106-049 |
|
0.500 |
106-044 |
|
0.382 |
106-038 |
|
LOW |
106-020 |
|
0.618 |
105-311 |
|
1.000 |
105-292 |
|
1.618 |
105-263 |
|
2.618 |
105-216 |
|
4.250 |
105-138 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-044 |
106-007 |
| PP |
106-039 |
105-303 |
| S1 |
106-035 |
105-280 |
|