ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-008 |
105-295 |
-0-032 |
-0.1% |
105-100 |
| High |
106-048 |
106-062 |
0-015 |
0.0% |
106-132 |
| Low |
105-315 |
105-288 |
-0-028 |
-0.1% |
105-012 |
| Close |
106-000 |
106-062 |
0-062 |
0.2% |
106-025 |
| Range |
0-052 |
0-095 |
0-042 |
81.0% |
1-120 |
| ATR |
0-111 |
0-110 |
-0-001 |
-1.0% |
0-000 |
| Volume |
3,740 |
13,107 |
9,367 |
250.5% |
9,029 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-316 |
106-284 |
106-115 |
|
| R3 |
106-221 |
106-189 |
106-089 |
|
| R2 |
106-126 |
106-126 |
106-080 |
|
| R1 |
106-094 |
106-094 |
106-071 |
106-110 |
| PP |
106-031 |
106-031 |
106-031 |
106-039 |
| S1 |
105-319 |
105-319 |
106-054 |
106-015 |
| S2 |
105-256 |
105-256 |
106-045 |
|
| S3 |
105-161 |
105-224 |
106-036 |
|
| S4 |
105-066 |
105-129 |
106-010 |
|
|
| 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 |
105-210 |
0-242 |
0.7% |
0-104 |
0.3% |
71% |
False |
False |
5,740 |
| 10 |
106-132 |
105-012 |
1-120 |
1.3% |
0-104 |
0.3% |
84% |
False |
False |
3,437 |
| 20 |
106-132 |
104-302 |
1-150 |
1.4% |
0-113 |
0.3% |
85% |
False |
False |
2,066 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-066 |
0.2% |
47% |
False |
False |
1,096 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-047 |
0.1% |
40% |
False |
False |
730 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-036 |
0.1% |
27% |
False |
False |
548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-146 |
|
2.618 |
106-311 |
|
1.618 |
106-216 |
|
1.000 |
106-158 |
|
0.618 |
106-121 |
|
HIGH |
106-062 |
|
0.618 |
106-026 |
|
0.500 |
106-015 |
|
0.382 |
106-004 |
|
LOW |
105-288 |
|
0.618 |
105-229 |
|
1.000 |
105-192 |
|
1.618 |
105-134 |
|
2.618 |
105-039 |
|
4.250 |
104-204 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-047 |
106-052 |
| PP |
106-031 |
106-041 |
| S1 |
106-015 |
106-030 |
|