ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-000 |
106-055 |
0-055 |
0.2% |
106-038 |
| High |
106-068 |
106-235 |
0-168 |
0.5% |
106-092 |
| Low |
105-250 |
106-052 |
0-122 |
0.4% |
105-288 |
| Close |
106-065 |
106-210 |
0-145 |
0.4% |
105-302 |
| Range |
0-138 |
0-182 |
0-045 |
32.7% |
0-125 |
| ATR |
0-107 |
0-112 |
0-005 |
5.0% |
0-000 |
| Volume |
18,738 |
48,185 |
29,447 |
157.2% |
28,806 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-073 |
108-004 |
106-310 |
|
| R3 |
107-211 |
107-142 |
106-260 |
|
| R2 |
107-028 |
107-028 |
106-243 |
|
| R1 |
106-279 |
106-279 |
106-227 |
106-314 |
| PP |
106-166 |
106-166 |
106-166 |
106-183 |
| S1 |
106-097 |
106-097 |
106-193 |
106-131 |
| S2 |
105-303 |
105-303 |
106-177 |
|
| S3 |
105-121 |
105-234 |
106-160 |
|
| S4 |
104-258 |
105-052 |
106-110 |
|
|
| 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 |
106-235 |
105-250 |
0-305 |
0.9% |
0-110 |
0.3% |
92% |
True |
False |
17,690 |
| 10 |
106-235 |
105-108 |
1-128 |
1.3% |
0-110 |
0.3% |
94% |
True |
False |
10,623 |
| 20 |
106-235 |
104-302 |
1-252 |
1.7% |
0-108 |
0.3% |
96% |
True |
False |
5,615 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-078 |
0.2% |
64% |
False |
False |
2,979 |
| 60 |
108-028 |
104-302 |
3-045 |
2.9% |
0-055 |
0.2% |
54% |
False |
False |
1,986 |
| 80 |
109-182 |
104-302 |
4-200 |
4.3% |
0-042 |
0.1% |
37% |
False |
False |
1,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-051 |
|
2.618 |
108-073 |
|
1.618 |
107-210 |
|
1.000 |
107-098 |
|
0.618 |
107-028 |
|
HIGH |
106-235 |
|
0.618 |
106-165 |
|
0.500 |
106-144 |
|
0.382 |
106-122 |
|
LOW |
106-052 |
|
0.618 |
105-260 |
|
1.000 |
105-190 |
|
1.618 |
105-077 |
|
2.618 |
104-215 |
|
4.250 |
103-237 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-188 |
106-168 |
| PP |
106-166 |
106-125 |
| S1 |
106-144 |
106-082 |
|