ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-315 |
106-000 |
0-005 |
0.0% |
106-038 |
| High |
106-040 |
106-068 |
0-028 |
0.1% |
106-092 |
| Low |
105-310 |
105-250 |
-0-060 |
-0.2% |
105-288 |
| Close |
106-008 |
106-065 |
0-058 |
0.2% |
105-302 |
| Range |
0-050 |
0-138 |
0-088 |
175.0% |
0-125 |
| ATR |
0-105 |
0-107 |
0-002 |
2.2% |
0-000 |
| Volume |
4,692 |
18,738 |
14,046 |
299.4% |
28,806 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-113 |
107-067 |
106-141 |
|
| R3 |
106-296 |
106-249 |
106-103 |
|
| R2 |
106-158 |
106-158 |
106-090 |
|
| R1 |
106-112 |
106-112 |
106-078 |
106-135 |
| PP |
106-021 |
106-021 |
106-021 |
106-032 |
| S1 |
105-294 |
105-294 |
106-052 |
105-318 |
| S2 |
105-203 |
105-203 |
106-040 |
|
| S3 |
105-066 |
105-157 |
106-027 |
|
| S4 |
104-248 |
105-019 |
105-309 |
|
|
| 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 |
106-068 |
105-250 |
0-138 |
0.4% |
0-084 |
0.2% |
98% |
True |
True |
8,801 |
| 10 |
106-132 |
105-020 |
1-112 |
1.3% |
0-108 |
0.3% |
84% |
False |
False |
6,034 |
| 20 |
106-132 |
104-302 |
1-150 |
1.4% |
0-106 |
0.3% |
86% |
False |
False |
3,206 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-073 |
0.2% |
47% |
False |
False |
1,775 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-052 |
0.2% |
40% |
False |
False |
1,183 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-039 |
0.1% |
27% |
False |
False |
887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-012 |
|
2.618 |
107-107 |
|
1.618 |
106-290 |
|
1.000 |
106-205 |
|
0.618 |
106-152 |
|
HIGH |
106-068 |
|
0.618 |
106-015 |
|
0.500 |
105-319 |
|
0.382 |
105-303 |
|
LOW |
105-250 |
|
0.618 |
105-165 |
|
1.000 |
105-112 |
|
1.618 |
105-028 |
|
2.618 |
104-210 |
|
4.250 |
103-306 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-043 |
106-043 |
| PP |
106-021 |
106-021 |
| S1 |
105-319 |
105-319 |
|