ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-295 |
106-048 |
0-072 |
0.2% |
106-038 |
| High |
106-062 |
106-060 |
-0-002 |
0.0% |
106-092 |
| Low |
105-288 |
105-298 |
0-010 |
0.0% |
105-288 |
| Close |
106-062 |
105-302 |
-0-080 |
-0.2% |
105-302 |
| Range |
0-095 |
0-082 |
-0-012 |
-13.2% |
0-125 |
| ATR |
0-110 |
0-108 |
-0-002 |
-1.6% |
0-000 |
| Volume |
13,107 |
3,728 |
-9,379 |
-71.6% |
28,806 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-254 |
106-201 |
106-028 |
|
| R3 |
106-172 |
106-118 |
106-005 |
|
| R2 |
106-089 |
106-089 |
105-318 |
|
| R1 |
106-036 |
106-036 |
105-310 |
106-021 |
| PP |
106-007 |
106-007 |
106-007 |
105-319 |
| S1 |
105-273 |
105-273 |
105-295 |
105-259 |
| S2 |
105-244 |
105-244 |
105-287 |
|
| S3 |
105-162 |
105-191 |
105-280 |
|
| S4 |
105-079 |
105-108 |
105-257 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-069 |
106-311 |
106-051 |
|
| R3 |
106-264 |
106-186 |
106-017 |
|
| R2 |
106-139 |
106-139 |
106-005 |
|
| R1 |
106-061 |
106-061 |
105-314 |
106-038 |
| PP |
106-014 |
106-014 |
106-014 |
106-002 |
| S1 |
105-256 |
105-256 |
105-291 |
105-232 |
| S2 |
105-209 |
105-209 |
105-280 |
|
| S3 |
105-084 |
105-131 |
105-268 |
|
| S4 |
104-279 |
105-006 |
105-234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-092 |
105-288 |
0-125 |
0.4% |
0-072 |
0.2% |
12% |
False |
False |
5,761 |
| 10 |
106-132 |
105-012 |
1-120 |
1.3% |
0-104 |
0.3% |
66% |
False |
False |
3,783 |
| 20 |
106-132 |
104-302 |
1-150 |
1.4% |
0-110 |
0.3% |
68% |
False |
False |
2,127 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-068 |
0.2% |
38% |
False |
False |
1,189 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-048 |
0.1% |
32% |
False |
False |
793 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-037 |
0.1% |
22% |
False |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-091 |
|
2.618 |
106-276 |
|
1.618 |
106-193 |
|
1.000 |
106-142 |
|
0.618 |
106-111 |
|
HIGH |
106-060 |
|
0.618 |
106-028 |
|
0.500 |
106-019 |
|
0.382 |
106-009 |
|
LOW |
105-298 |
|
0.618 |
105-247 |
|
1.000 |
105-215 |
|
1.618 |
105-164 |
|
2.618 |
105-082 |
|
4.250 |
104-267 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-019 |
106-015 |
| PP |
106-007 |
106-004 |
| S1 |
105-315 |
105-313 |
|