ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-055 |
106-218 |
0-162 |
0.5% |
106-038 |
| High |
106-235 |
106-262 |
0-028 |
0.1% |
106-092 |
| Low |
106-052 |
106-135 |
0-082 |
0.2% |
105-288 |
| Close |
106-210 |
106-145 |
-0-065 |
-0.2% |
105-302 |
| Range |
0-182 |
0-128 |
-0-055 |
-30.1% |
0-125 |
| ATR |
0-112 |
0-113 |
0-001 |
1.0% |
0-000 |
| Volume |
48,185 |
41,657 |
-6,528 |
-13.5% |
28,806 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-243 |
107-162 |
106-215 |
|
| R3 |
107-116 |
107-034 |
106-180 |
|
| R2 |
106-308 |
106-308 |
106-168 |
|
| R1 |
106-227 |
106-227 |
106-157 |
106-204 |
| PP |
106-181 |
106-181 |
106-181 |
106-169 |
| S1 |
106-099 |
106-099 |
106-133 |
106-076 |
| S2 |
106-053 |
106-053 |
106-122 |
|
| S3 |
105-246 |
105-292 |
106-110 |
|
| S4 |
105-118 |
105-164 |
106-075 |
|
|
| 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 |
106-262 |
105-250 |
1-012 |
1.0% |
0-116 |
0.3% |
65% |
True |
False |
23,400 |
| 10 |
106-262 |
105-210 |
1-052 |
1.1% |
0-110 |
0.3% |
68% |
True |
False |
14,570 |
| 20 |
106-262 |
104-302 |
1-280 |
1.8% |
0-108 |
0.3% |
80% |
True |
False |
7,697 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-081 |
0.2% |
57% |
False |
False |
4,021 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-057 |
0.2% |
48% |
False |
False |
2,680 |
| 80 |
109-182 |
104-302 |
4-200 |
4.3% |
0-043 |
0.1% |
33% |
False |
False |
2,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-164 |
|
2.618 |
107-276 |
|
1.618 |
107-149 |
|
1.000 |
107-070 |
|
0.618 |
107-021 |
|
HIGH |
106-262 |
|
0.618 |
106-214 |
|
0.500 |
106-199 |
|
0.382 |
106-184 |
|
LOW |
106-135 |
|
0.618 |
106-056 |
|
1.000 |
106-008 |
|
1.618 |
105-249 |
|
2.618 |
105-121 |
|
4.250 |
104-233 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-199 |
106-129 |
| PP |
106-181 |
106-112 |
| S1 |
106-163 |
106-096 |
|