ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-275 |
105-280 |
0-005 |
0.0% |
106-075 |
| High |
105-295 |
106-005 |
0-030 |
0.1% |
106-110 |
| Low |
105-232 |
105-185 |
-0-048 |
-0.1% |
105-232 |
| Close |
105-268 |
105-202 |
-0-065 |
-0.2% |
105-268 |
| Range |
0-062 |
0-140 |
0-078 |
124.0% |
0-198 |
| ATR |
0-103 |
0-106 |
0-003 |
2.6% |
0-000 |
| Volume |
2,442,147 |
4,569,913 |
2,127,766 |
87.1% |
6,730,062 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-018 |
106-250 |
105-280 |
|
| R3 |
106-198 |
106-110 |
105-241 |
|
| R2 |
106-058 |
106-058 |
105-228 |
|
| R1 |
105-290 |
105-290 |
105-215 |
105-264 |
| PP |
105-238 |
105-238 |
105-238 |
105-224 |
| S1 |
105-150 |
105-150 |
105-190 |
105-124 |
| S2 |
105-098 |
105-098 |
105-177 |
|
| S3 |
104-278 |
105-010 |
105-164 |
|
| S4 |
104-138 |
104-190 |
105-126 |
|
|
| 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 |
105-185 |
0-245 |
0.7% |
0-098 |
0.3% |
7% |
False |
True |
2,233,180 |
| 10 |
106-262 |
105-185 |
1-078 |
1.2% |
0-109 |
0.3% |
4% |
False |
True |
1,146,789 |
| 20 |
106-262 |
105-012 |
1-250 |
1.7% |
0-108 |
0.3% |
33% |
False |
False |
575,491 |
| 40 |
107-030 |
104-302 |
2-048 |
2.0% |
0-096 |
0.3% |
32% |
False |
False |
288,004 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-065 |
0.2% |
22% |
False |
False |
192,002 |
| 80 |
108-220 |
104-302 |
3-238 |
3.5% |
0-051 |
0.1% |
18% |
False |
False |
144,002 |
| 100 |
109-188 |
104-302 |
4-205 |
4.4% |
0-041 |
0.1% |
15% |
False |
False |
115,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-280 |
|
2.618 |
107-052 |
|
1.618 |
106-232 |
|
1.000 |
106-145 |
|
0.618 |
106-092 |
|
HIGH |
106-005 |
|
0.618 |
105-272 |
|
0.500 |
105-255 |
|
0.382 |
105-238 |
|
LOW |
105-185 |
|
0.618 |
105-098 |
|
1.000 |
105-045 |
|
1.618 |
104-278 |
|
2.618 |
104-138 |
|
4.250 |
103-230 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-255 |
105-286 |
| PP |
105-238 |
105-258 |
| S1 |
105-220 |
105-230 |
|