ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-052 |
106-090 |
0-038 |
0.1% |
105-315 |
| High |
106-110 |
106-095 |
-0-015 |
0.0% |
106-262 |
| Low |
106-048 |
106-018 |
-0-030 |
-0.1% |
105-250 |
| Close |
106-092 |
106-038 |
-0-055 |
-0.2% |
106-082 |
| Range |
0-062 |
0-078 |
0-015 |
24.0% |
1-012 |
| ATR |
0-105 |
0-103 |
-0-002 |
-1.9% |
0-000 |
| Volume |
265,865 |
939,891 |
674,026 |
253.5% |
172,615 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-282 |
106-238 |
106-080 |
|
| R3 |
106-205 |
106-160 |
106-059 |
|
| R2 |
106-128 |
106-128 |
106-052 |
|
| R1 |
106-082 |
106-082 |
106-045 |
106-066 |
| PP |
106-050 |
106-050 |
106-050 |
106-042 |
| S1 |
106-005 |
106-005 |
106-030 |
105-309 |
| S2 |
105-292 |
105-292 |
106-023 |
|
| S3 |
105-215 |
105-248 |
106-016 |
|
| S4 |
105-138 |
105-170 |
105-315 |
|
|
| 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 |
106-018 |
0-245 |
0.7% |
0-084 |
0.2% |
8% |
False |
True |
288,166 |
| 10 |
106-262 |
105-250 |
1-012 |
1.0% |
0-097 |
0.3% |
32% |
False |
False |
152,928 |
| 20 |
106-262 |
104-302 |
1-280 |
1.8% |
0-104 |
0.3% |
63% |
False |
False |
77,528 |
| 40 |
107-192 |
104-302 |
2-210 |
2.5% |
0-088 |
0.3% |
44% |
False |
False |
39,000 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-061 |
0.2% |
37% |
False |
False |
26,000 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-046 |
0.1% |
25% |
False |
False |
19,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-104 |
|
2.618 |
106-298 |
|
1.618 |
106-220 |
|
1.000 |
106-172 |
|
0.618 |
106-143 |
|
HIGH |
106-095 |
|
0.618 |
106-065 |
|
0.500 |
106-056 |
|
0.382 |
106-047 |
|
LOW |
106-018 |
|
0.618 |
105-290 |
|
1.000 |
105-260 |
|
1.618 |
105-212 |
|
2.618 |
105-135 |
|
4.250 |
105-008 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-056 |
106-064 |
| PP |
106-050 |
106-055 |
| S1 |
106-044 |
106-046 |
|