ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-090 |
106-048 |
-0-042 |
-0.1% |
105-315 |
| High |
106-095 |
106-068 |
-0-028 |
-0.1% |
106-262 |
| Low |
106-018 |
105-242 |
-0-095 |
-0.3% |
105-250 |
| Close |
106-038 |
105-280 |
-0-078 |
-0.2% |
106-082 |
| Range |
0-078 |
0-145 |
0-068 |
87.1% |
1-012 |
| ATR |
0-103 |
0-106 |
0-003 |
2.9% |
0-000 |
| Volume |
939,891 |
2,948,085 |
2,008,194 |
213.7% |
172,615 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-098 |
107-014 |
106-040 |
|
| R3 |
106-273 |
106-189 |
106-000 |
|
| R2 |
106-128 |
106-128 |
105-307 |
|
| R1 |
106-044 |
106-044 |
105-293 |
106-014 |
| PP |
105-303 |
105-303 |
105-303 |
105-288 |
| S1 |
105-219 |
105-219 |
105-267 |
105-189 |
| S2 |
105-158 |
105-158 |
105-253 |
|
| S3 |
105-013 |
105-074 |
105-240 |
|
| S4 |
104-188 |
104-249 |
105-200 |
|
|
| 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 |
106-168 |
105-242 |
0-245 |
0.7% |
0-088 |
0.3% |
15% |
False |
True |
869,451 |
| 10 |
106-262 |
105-242 |
1-020 |
1.0% |
0-102 |
0.3% |
11% |
False |
True |
446,425 |
| 20 |
106-262 |
105-012 |
1-250 |
1.7% |
0-103 |
0.3% |
47% |
False |
False |
224,931 |
| 40 |
107-155 |
104-302 |
2-172 |
2.4% |
0-092 |
0.3% |
37% |
False |
False |
112,702 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-061 |
0.2% |
30% |
False |
False |
75,135 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-048 |
0.1% |
20% |
False |
False |
56,351 |
| 100 |
109-188 |
104-302 |
4-205 |
4.4% |
0-039 |
0.1% |
20% |
False |
False |
45,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-044 |
|
2.618 |
107-127 |
|
1.618 |
106-302 |
|
1.000 |
106-212 |
|
0.618 |
106-157 |
|
HIGH |
106-068 |
|
0.618 |
106-012 |
|
0.500 |
105-315 |
|
0.382 |
105-298 |
|
LOW |
105-242 |
|
0.618 |
105-153 |
|
1.000 |
105-098 |
|
1.618 |
105-008 |
|
2.618 |
104-183 |
|
4.250 |
103-266 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-315 |
106-016 |
| PP |
105-303 |
105-318 |
| S1 |
105-292 |
105-299 |
|