ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-048 |
105-315 |
-0-052 |
-0.2% |
106-038 |
| High |
106-060 |
106-040 |
-0-020 |
-0.1% |
106-092 |
| Low |
105-298 |
105-310 |
0-012 |
0.0% |
105-288 |
| Close |
105-302 |
106-008 |
0-025 |
0.1% |
105-302 |
| Range |
0-082 |
0-050 |
-0-032 |
-39.4% |
0-125 |
| ATR |
0-108 |
0-105 |
-0-004 |
-3.3% |
0-000 |
| Volume |
3,728 |
4,692 |
964 |
25.9% |
28,806 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-162 |
106-135 |
106-035 |
|
| R3 |
106-112 |
106-085 |
106-021 |
|
| R2 |
106-062 |
106-062 |
106-017 |
|
| R1 |
106-035 |
106-035 |
106-012 |
106-049 |
| PP |
106-012 |
106-012 |
106-012 |
106-019 |
| S1 |
105-305 |
105-305 |
106-003 |
105-319 |
| S2 |
105-282 |
105-282 |
105-318 |
|
| S3 |
105-232 |
105-255 |
105-314 |
|
| S4 |
105-182 |
105-205 |
105-300 |
|
|
| 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% |
32% |
False |
False |
6,422 |
| 10 |
106-132 |
105-012 |
1-120 |
1.3% |
0-106 |
0.3% |
72% |
False |
False |
4,192 |
| 20 |
106-132 |
104-302 |
1-150 |
1.4% |
0-106 |
0.3% |
73% |
False |
False |
2,332 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-070 |
0.2% |
41% |
False |
False |
1,306 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-049 |
0.1% |
34% |
False |
False |
871 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-038 |
0.1% |
23% |
False |
False |
653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-252 |
|
2.618 |
106-171 |
|
1.618 |
106-121 |
|
1.000 |
106-090 |
|
0.618 |
106-071 |
|
HIGH |
106-040 |
|
0.618 |
106-021 |
|
0.500 |
106-015 |
|
0.382 |
106-009 |
|
LOW |
105-310 |
|
0.618 |
105-279 |
|
1.000 |
105-260 |
|
1.618 |
105-229 |
|
2.618 |
105-179 |
|
4.250 |
105-098 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-015 |
106-015 |
| PP |
106-012 |
106-012 |
| S1 |
106-010 |
106-010 |
|