ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
106-048 |
105-275 |
-0-092 |
-0.3% |
106-075 |
| High |
106-068 |
105-295 |
-0-092 |
-0.3% |
106-110 |
| Low |
105-242 |
105-232 |
-0-010 |
0.0% |
105-232 |
| Close |
105-280 |
105-268 |
-0-012 |
0.0% |
105-268 |
| Range |
0-145 |
0-062 |
-0-082 |
-56.9% |
0-198 |
| ATR |
0-106 |
0-103 |
-0-003 |
-2.9% |
0-000 |
| Volume |
2,948,085 |
2,442,147 |
-505,938 |
-17.2% |
6,730,062 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-132 |
106-102 |
105-302 |
|
| R3 |
106-070 |
106-040 |
105-285 |
|
| R2 |
106-008 |
106-008 |
105-279 |
|
| R1 |
105-298 |
105-298 |
105-273 |
105-281 |
| PP |
105-265 |
105-265 |
105-265 |
105-257 |
| S1 |
105-235 |
105-235 |
105-262 |
105-219 |
| S2 |
105-202 |
105-202 |
105-256 |
|
| S3 |
105-140 |
105-172 |
105-250 |
|
| S4 |
105-078 |
105-110 |
105-233 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-262 |
107-142 |
106-056 |
|
| R3 |
107-065 |
106-265 |
106-002 |
|
| R2 |
106-188 |
106-188 |
105-304 |
|
| R1 |
106-068 |
106-068 |
105-286 |
106-029 |
| PP |
105-310 |
105-310 |
105-310 |
105-291 |
| S1 |
105-190 |
105-190 |
105-249 |
105-151 |
| S2 |
105-112 |
105-112 |
105-231 |
|
| S3 |
104-235 |
104-312 |
105-213 |
|
| S4 |
104-038 |
104-115 |
105-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-110 |
105-232 |
0-198 |
0.6% |
0-082 |
0.2% |
18% |
False |
True |
1,346,012 |
| 10 |
106-262 |
105-232 |
1-030 |
1.0% |
0-100 |
0.3% |
10% |
False |
True |
690,267 |
| 20 |
106-262 |
105-012 |
1-250 |
1.7% |
0-102 |
0.3% |
45% |
False |
False |
347,025 |
| 40 |
107-030 |
104-302 |
2-048 |
2.0% |
0-093 |
0.3% |
41% |
False |
False |
173,756 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-062 |
0.2% |
28% |
False |
False |
115,837 |
| 80 |
109-182 |
104-302 |
4-200 |
4.4% |
0-049 |
0.1% |
19% |
False |
False |
86,878 |
| 100 |
109-188 |
104-302 |
4-205 |
4.4% |
0-040 |
0.1% |
19% |
False |
False |
69,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-241 |
|
2.618 |
106-139 |
|
1.618 |
106-076 |
|
1.000 |
106-038 |
|
0.618 |
106-014 |
|
HIGH |
105-295 |
|
0.618 |
105-271 |
|
0.500 |
105-264 |
|
0.382 |
105-256 |
|
LOW |
105-232 |
|
0.618 |
105-194 |
|
1.000 |
105-170 |
|
1.618 |
105-131 |
|
2.618 |
105-069 |
|
4.250 |
104-287 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-266 |
106-004 |
| PP |
105-265 |
105-305 |
| S1 |
105-264 |
105-286 |
|