ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-185 |
105-122 |
-0-062 |
-0.2% |
106-075 |
| High |
105-200 |
105-215 |
0-015 |
0.0% |
106-110 |
| Low |
105-088 |
105-105 |
0-018 |
0.1% |
105-232 |
| Close |
105-108 |
105-200 |
0-092 |
0.3% |
105-268 |
| Range |
0-112 |
0-110 |
-0-002 |
-2.2% |
0-198 |
| ATR |
0-106 |
0-106 |
0-000 |
0.3% |
0-000 |
| Volume |
2,289,289 |
1,191,497 |
-1,097,792 |
-48.0% |
6,730,062 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-183 |
106-142 |
105-260 |
|
| R3 |
106-073 |
106-032 |
105-230 |
|
| R2 |
105-283 |
105-283 |
105-220 |
|
| R1 |
105-242 |
105-242 |
105-210 |
105-262 |
| PP |
105-173 |
105-173 |
105-173 |
105-184 |
| S1 |
105-132 |
105-132 |
105-190 |
105-152 |
| S2 |
105-063 |
105-063 |
105-180 |
|
| S3 |
104-273 |
105-022 |
105-170 |
|
| S4 |
104-163 |
104-232 |
105-140 |
|
|
| 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 |
106-068 |
105-088 |
0-300 |
0.9% |
0-114 |
0.3% |
38% |
False |
False |
2,688,186 |
| 10 |
106-262 |
105-088 |
1-175 |
1.5% |
0-099 |
0.3% |
23% |
False |
False |
1,488,176 |
| 20 |
106-262 |
105-088 |
1-175 |
1.5% |
0-104 |
0.3% |
23% |
False |
False |
749,399 |
| 40 |
107-030 |
104-302 |
2-048 |
2.0% |
0-102 |
0.3% |
32% |
False |
False |
375,023 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-068 |
0.2% |
22% |
False |
False |
250,015 |
| 80 |
108-150 |
104-302 |
3-168 |
3.3% |
0-053 |
0.2% |
19% |
False |
False |
187,511 |
| 100 |
109-188 |
104-302 |
4-205 |
4.4% |
0-043 |
0.1% |
15% |
False |
False |
150,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-042 |
|
2.618 |
106-183 |
|
1.618 |
106-073 |
|
1.000 |
106-005 |
|
0.618 |
105-283 |
|
HIGH |
105-215 |
|
0.618 |
105-173 |
|
0.500 |
105-160 |
|
0.382 |
105-147 |
|
LOW |
105-105 |
|
0.618 |
105-037 |
|
1.000 |
104-315 |
|
1.618 |
104-247 |
|
2.618 |
104-137 |
|
4.250 |
103-278 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-187 |
105-206 |
| PP |
105-173 |
105-204 |
| S1 |
105-160 |
105-202 |
|