ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-038 |
106-022 |
-0-015 |
0.0% |
105-100 |
| High |
106-068 |
106-092 |
0-025 |
0.1% |
106-132 |
| Low |
106-020 |
106-012 |
-0-008 |
0.0% |
105-012 |
| Close |
106-030 |
106-042 |
0-012 |
0.0% |
106-025 |
| Range |
0-048 |
0-080 |
0-032 |
68.4% |
1-120 |
| ATR |
0-118 |
0-116 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,385 |
6,846 |
5,461 |
394.3% |
9,029 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-289 |
106-246 |
106-086 |
|
| R3 |
106-209 |
106-166 |
106-064 |
|
| R2 |
106-129 |
106-129 |
106-057 |
|
| R1 |
106-086 |
106-086 |
106-050 |
106-108 |
| PP |
106-049 |
106-049 |
106-049 |
106-060 |
| S1 |
106-006 |
106-006 |
106-035 |
106-028 |
| S2 |
105-289 |
105-289 |
106-028 |
|
| S3 |
105-209 |
105-246 |
106-020 |
|
| S4 |
105-129 |
105-166 |
105-318 |
|
|
| 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 |
105-020 |
1-112 |
1.3% |
0-132 |
0.4% |
79% |
False |
False |
3,268 |
| 10 |
106-132 |
104-302 |
1-150 |
1.4% |
0-110 |
0.3% |
81% |
False |
False |
1,766 |
| 20 |
106-132 |
104-302 |
1-150 |
1.4% |
0-117 |
0.3% |
81% |
False |
False |
1,349 |
| 40 |
107-210 |
104-302 |
2-228 |
2.6% |
0-063 |
0.2% |
44% |
False |
False |
675 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-045 |
0.1% |
38% |
False |
False |
450 |
| 80 |
109-188 |
104-302 |
4-205 |
4.4% |
0-034 |
0.1% |
26% |
False |
False |
337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-112 |
|
2.618 |
106-302 |
|
1.618 |
106-222 |
|
1.000 |
106-172 |
|
0.618 |
106-142 |
|
HIGH |
106-092 |
|
0.618 |
106-062 |
|
0.500 |
106-052 |
|
0.382 |
106-043 |
|
LOW |
106-012 |
|
0.618 |
105-283 |
|
1.000 |
105-252 |
|
1.618 |
105-203 |
|
2.618 |
105-123 |
|
4.250 |
104-312 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-052 |
106-032 |
| PP |
106-049 |
106-022 |
| S1 |
106-046 |
106-011 |
|