ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-155 |
106-075 |
-0-080 |
-0.2% |
105-315 |
| High |
106-168 |
106-100 |
-0-068 |
-0.2% |
106-262 |
| Low |
106-078 |
106-038 |
-0-040 |
-0.1% |
105-250 |
| Close |
106-082 |
106-062 |
-0-020 |
-0.1% |
106-082 |
| Range |
0-090 |
0-062 |
-0-028 |
-30.6% |
1-012 |
| ATR |
0-112 |
0-108 |
-0-004 |
-3.1% |
0-000 |
| Volume |
59,343 |
134,074 |
74,731 |
125.9% |
172,615 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-254 |
106-221 |
106-097 |
|
| R3 |
106-192 |
106-158 |
106-080 |
|
| R2 |
106-129 |
106-129 |
106-074 |
|
| R1 |
106-096 |
106-096 |
106-068 |
106-081 |
| PP |
106-067 |
106-067 |
106-067 |
106-059 |
| S1 |
106-033 |
106-033 |
106-057 |
106-019 |
| S2 |
106-004 |
106-004 |
106-051 |
|
| S3 |
105-262 |
105-291 |
106-045 |
|
| S4 |
105-199 |
105-228 |
106-028 |
|
|
| 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% |
0-120 |
0.4% |
40% |
False |
False |
60,399 |
| 10 |
106-262 |
105-250 |
1-012 |
1.0% |
0-096 |
0.3% |
40% |
False |
False |
33,411 |
| 20 |
106-262 |
104-302 |
1-280 |
1.8% |
0-105 |
0.3% |
67% |
False |
False |
17,246 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-085 |
0.2% |
47% |
False |
False |
8,856 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-059 |
0.2% |
40% |
False |
False |
5,904 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-045 |
0.1% |
27% |
False |
False |
4,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-046 |
|
2.618 |
106-264 |
|
1.618 |
106-201 |
|
1.000 |
106-162 |
|
0.618 |
106-139 |
|
HIGH |
106-100 |
|
0.618 |
106-076 |
|
0.500 |
106-069 |
|
0.382 |
106-061 |
|
LOW |
106-038 |
|
0.618 |
105-319 |
|
1.000 |
105-295 |
|
1.618 |
105-256 |
|
2.618 |
105-194 |
|
4.250 |
105-092 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-069 |
106-150 |
| PP |
106-067 |
106-121 |
| S1 |
106-065 |
106-092 |
|