ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-218 |
106-155 |
-0-062 |
-0.2% |
105-315 |
| High |
106-262 |
106-168 |
-0-095 |
-0.3% |
106-262 |
| Low |
106-135 |
106-078 |
-0-058 |
-0.2% |
105-250 |
| Close |
106-145 |
106-082 |
-0-062 |
-0.2% |
106-082 |
| Range |
0-128 |
0-090 |
-0-038 |
-29.4% |
1-012 |
| ATR |
0-113 |
0-112 |
-0-002 |
-1.5% |
0-000 |
| Volume |
41,657 |
59,343 |
17,686 |
42.5% |
172,615 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-059 |
107-001 |
106-132 |
|
| R3 |
106-289 |
106-231 |
106-107 |
|
| R2 |
106-199 |
106-199 |
106-099 |
|
| R1 |
106-141 |
106-141 |
106-091 |
106-125 |
| PP |
106-109 |
106-109 |
106-109 |
106-101 |
| S1 |
106-051 |
106-051 |
106-074 |
106-035 |
| S2 |
106-019 |
106-019 |
106-066 |
|
| S3 |
105-249 |
105-281 |
106-058 |
|
| S4 |
105-159 |
105-191 |
106-033 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-129 |
108-278 |
106-265 |
|
| R3 |
108-117 |
107-266 |
106-174 |
|
| R2 |
107-104 |
107-104 |
106-143 |
|
| R1 |
106-253 |
106-253 |
106-113 |
107-019 |
| PP |
106-092 |
106-092 |
106-092 |
106-134 |
| S1 |
105-241 |
105-241 |
106-052 |
106-006 |
| S2 |
105-079 |
105-079 |
106-022 |
|
| S3 |
104-067 |
104-228 |
105-311 |
|
| S4 |
103-054 |
103-216 |
105-220 |
|
|
| 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% |
0-118 |
0.3% |
46% |
False |
False |
34,523 |
| 10 |
106-262 |
105-250 |
1-012 |
1.0% |
0-094 |
0.3% |
46% |
False |
False |
20,142 |
| 20 |
106-262 |
104-302 |
1-280 |
1.8% |
0-105 |
0.3% |
70% |
False |
False |
10,549 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-083 |
0.2% |
49% |
False |
False |
5,504 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-058 |
0.2% |
42% |
False |
False |
3,669 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-044 |
0.1% |
28% |
False |
False |
2,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-230 |
|
2.618 |
107-083 |
|
1.618 |
106-313 |
|
1.000 |
106-258 |
|
0.618 |
106-223 |
|
HIGH |
106-168 |
|
0.618 |
106-133 |
|
0.500 |
106-122 |
|
0.382 |
106-112 |
|
LOW |
106-078 |
|
0.618 |
106-022 |
|
1.000 |
105-308 |
|
1.618 |
105-252 |
|
2.618 |
105-162 |
|
4.250 |
105-015 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-122 |
106-158 |
| PP |
106-109 |
106-132 |
| S1 |
106-096 |
106-108 |
|