ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-280 |
105-185 |
-0-095 |
-0.3% |
106-075 |
| High |
106-005 |
105-200 |
-0-125 |
-0.4% |
106-110 |
| Low |
105-185 |
105-088 |
-0-098 |
-0.3% |
105-232 |
| Close |
105-202 |
105-108 |
-0-095 |
-0.3% |
105-268 |
| Range |
0-140 |
0-112 |
-0-028 |
-19.6% |
0-198 |
| ATR |
0-106 |
0-106 |
0-001 |
0.6% |
0-000 |
| Volume |
4,569,913 |
2,289,289 |
-2,280,624 |
-49.9% |
6,730,062 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-149 |
106-081 |
105-169 |
|
| R3 |
106-037 |
105-288 |
105-138 |
|
| R2 |
105-244 |
105-244 |
105-128 |
|
| R1 |
105-176 |
105-176 |
105-118 |
105-154 |
| PP |
105-132 |
105-132 |
105-132 |
105-121 |
| S1 |
105-063 |
105-063 |
105-097 |
105-041 |
| S2 |
105-019 |
105-019 |
105-087 |
|
| S3 |
104-227 |
104-271 |
105-077 |
|
| S4 |
104-114 |
104-158 |
105-046 |
|
|
| 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 |
106-095 |
105-088 |
1-008 |
1.0% |
0-108 |
0.3% |
6% |
False |
True |
2,637,865 |
| 10 |
106-262 |
105-088 |
1-175 |
1.5% |
0-106 |
0.3% |
4% |
False |
True |
1,373,844 |
| 20 |
106-262 |
105-020 |
1-242 |
1.7% |
0-107 |
0.3% |
16% |
False |
False |
689,939 |
| 40 |
107-030 |
104-302 |
2-048 |
2.0% |
0-099 |
0.3% |
18% |
False |
False |
345,236 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-066 |
0.2% |
12% |
False |
False |
230,157 |
| 80 |
108-150 |
104-302 |
3-168 |
3.3% |
0-052 |
0.2% |
11% |
False |
False |
172,618 |
| 100 |
109-188 |
104-302 |
4-205 |
4.4% |
0-042 |
0.1% |
8% |
False |
False |
138,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-038 |
|
2.618 |
106-175 |
|
1.618 |
106-062 |
|
1.000 |
105-312 |
|
0.618 |
105-270 |
|
HIGH |
105-200 |
|
0.618 |
105-157 |
|
0.500 |
105-144 |
|
0.382 |
105-130 |
|
LOW |
105-088 |
|
0.618 |
105-018 |
|
1.000 |
104-295 |
|
1.618 |
104-225 |
|
2.618 |
104-113 |
|
4.250 |
103-249 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-144 |
105-206 |
| PP |
105-132 |
105-173 |
| S1 |
105-120 |
105-140 |
|