ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-122 |
105-205 |
0-082 |
0.2% |
105-280 |
| High |
105-215 |
105-310 |
0-095 |
0.3% |
106-005 |
| Low |
105-105 |
105-165 |
0-060 |
0.2% |
105-088 |
| Close |
105-200 |
105-255 |
0-055 |
0.2% |
105-255 |
| Range |
0-110 |
0-145 |
0-035 |
31.8% |
0-238 |
| ATR |
0-106 |
0-109 |
0-003 |
2.6% |
0-000 |
| Volume |
1,191,497 |
1,904,541 |
713,044 |
59.8% |
9,955,240 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-038 |
106-292 |
106-015 |
|
| R3 |
106-213 |
106-147 |
105-295 |
|
| R2 |
106-068 |
106-068 |
105-282 |
|
| R1 |
106-002 |
106-002 |
105-268 |
106-035 |
| PP |
105-243 |
105-243 |
105-243 |
105-260 |
| S1 |
105-177 |
105-177 |
105-242 |
105-210 |
| S2 |
105-098 |
105-098 |
105-228 |
|
| S3 |
104-273 |
105-032 |
105-215 |
|
| S4 |
104-128 |
104-207 |
105-175 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-295 |
107-192 |
106-066 |
|
| R3 |
107-058 |
106-275 |
106-000 |
|
| R2 |
106-140 |
106-140 |
105-299 |
|
| R1 |
106-038 |
106-038 |
105-277 |
105-290 |
| PP |
105-222 |
105-222 |
105-222 |
105-189 |
| S1 |
105-120 |
105-120 |
105-233 |
105-052 |
| S2 |
104-305 |
104-305 |
105-211 |
|
| S3 |
104-068 |
104-202 |
105-190 |
|
| S4 |
103-150 |
103-285 |
105-124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-005 |
105-088 |
0-238 |
0.7% |
0-114 |
0.3% |
71% |
False |
False |
2,479,477 |
| 10 |
106-168 |
105-088 |
1-080 |
1.2% |
0-101 |
0.3% |
42% |
False |
False |
1,674,464 |
| 20 |
106-262 |
105-088 |
1-175 |
1.5% |
0-105 |
0.3% |
34% |
False |
False |
844,517 |
| 40 |
106-262 |
104-302 |
1-280 |
1.8% |
0-104 |
0.3% |
45% |
False |
False |
422,637 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-071 |
0.2% |
27% |
False |
False |
281,758 |
| 80 |
108-122 |
104-302 |
3-140 |
3.2% |
0-055 |
0.2% |
25% |
False |
False |
211,318 |
| 100 |
109-188 |
104-302 |
4-205 |
4.4% |
0-045 |
0.1% |
18% |
False |
False |
169,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-286 |
|
2.618 |
107-050 |
|
1.618 |
106-225 |
|
1.000 |
106-135 |
|
0.618 |
106-080 |
|
HIGH |
105-310 |
|
0.618 |
105-255 |
|
0.500 |
105-238 |
|
0.382 |
105-220 |
|
LOW |
105-165 |
|
0.618 |
105-075 |
|
1.000 |
105-020 |
|
1.618 |
104-250 |
|
2.618 |
104-105 |
|
4.250 |
103-189 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-249 |
105-236 |
| PP |
105-243 |
105-218 |
| S1 |
105-238 |
105-199 |
|