ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-075 |
106-052 |
-0-022 |
-0.1% |
105-315 |
| High |
106-100 |
106-110 |
0-010 |
0.0% |
106-262 |
| Low |
106-038 |
106-048 |
0-010 |
0.0% |
105-250 |
| Close |
106-062 |
106-092 |
0-030 |
0.1% |
106-082 |
| Range |
0-062 |
0-062 |
0-000 |
0.0% |
1-012 |
| ATR |
0-108 |
0-105 |
-0-003 |
-3.0% |
0-000 |
| Volume |
134,074 |
265,865 |
131,791 |
98.3% |
172,615 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-271 |
106-244 |
106-127 |
|
| R3 |
106-208 |
106-182 |
106-110 |
|
| R2 |
106-146 |
106-146 |
106-104 |
|
| R1 |
106-119 |
106-119 |
106-098 |
106-132 |
| PP |
106-083 |
106-083 |
106-083 |
106-090 |
| S1 |
106-057 |
106-057 |
106-087 |
106-070 |
| S2 |
106-021 |
106-021 |
106-081 |
|
| S3 |
105-278 |
105-314 |
106-075 |
|
| S4 |
105-216 |
105-252 |
106-058 |
|
|
| 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 |
106-038 |
0-225 |
0.7% |
0-105 |
0.3% |
24% |
False |
False |
109,824 |
| 10 |
106-262 |
105-250 |
1-012 |
1.0% |
0-094 |
0.3% |
49% |
False |
False |
59,312 |
| 20 |
106-262 |
104-302 |
1-280 |
1.8% |
0-102 |
0.3% |
72% |
False |
False |
30,539 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-086 |
0.3% |
51% |
False |
False |
15,503 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-060 |
0.2% |
43% |
False |
False |
10,335 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-046 |
0.1% |
29% |
False |
False |
7,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-056 |
|
2.618 |
106-274 |
|
1.618 |
106-211 |
|
1.000 |
106-172 |
|
0.618 |
106-149 |
|
HIGH |
106-110 |
|
0.618 |
106-086 |
|
0.500 |
106-079 |
|
0.382 |
106-071 |
|
LOW |
106-048 |
|
0.618 |
106-009 |
|
1.000 |
105-305 |
|
1.618 |
105-266 |
|
2.618 |
105-204 |
|
4.250 |
105-102 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-088 |
106-102 |
| PP |
106-083 |
106-099 |
| S1 |
106-079 |
106-096 |
|