ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-022 |
106-008 |
-0-015 |
0.0% |
105-100 |
| High |
106-092 |
106-048 |
-0-045 |
-0.1% |
106-132 |
| Low |
106-012 |
105-315 |
-0-018 |
-0.1% |
105-012 |
| Close |
106-042 |
106-000 |
-0-042 |
-0.1% |
106-025 |
| Range |
0-080 |
0-052 |
-0-028 |
-34.4% |
1-120 |
| ATR |
0-116 |
0-111 |
-0-005 |
-3.9% |
0-000 |
| Volume |
6,846 |
3,740 |
-3,106 |
-45.4% |
9,029 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-172 |
106-138 |
106-029 |
|
| R3 |
106-119 |
106-086 |
106-014 |
|
| R2 |
106-067 |
106-067 |
106-010 |
|
| R1 |
106-033 |
106-033 |
106-005 |
106-024 |
| PP |
106-014 |
106-014 |
106-014 |
106-009 |
| S1 |
105-301 |
105-301 |
105-315 |
105-291 |
| S2 |
105-282 |
105-282 |
105-310 |
|
| S3 |
105-229 |
105-248 |
105-306 |
|
| S4 |
105-177 |
105-196 |
105-291 |
|
|
| 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 |
105-108 |
1-025 |
1.0% |
0-110 |
0.3% |
62% |
False |
False |
3,557 |
| 10 |
106-132 |
104-302 |
1-150 |
1.4% |
0-112 |
0.3% |
72% |
False |
False |
2,129 |
| 20 |
106-132 |
104-302 |
1-150 |
1.4% |
0-112 |
0.3% |
72% |
False |
False |
1,535 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-064 |
0.2% |
40% |
False |
False |
768 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-046 |
0.1% |
34% |
False |
False |
512 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-035 |
0.1% |
23% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-271 |
|
2.618 |
106-185 |
|
1.618 |
106-132 |
|
1.000 |
106-100 |
|
0.618 |
106-080 |
|
HIGH |
106-048 |
|
0.618 |
106-027 |
|
0.500 |
106-021 |
|
0.382 |
106-015 |
|
LOW |
105-315 |
|
0.618 |
105-283 |
|
1.000 |
105-262 |
|
1.618 |
105-230 |
|
2.618 |
105-178 |
|
4.250 |
105-092 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-021 |
106-044 |
| PP |
106-014 |
106-029 |
| S1 |
106-007 |
106-015 |
|