ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-270 |
106-090 |
0-140 |
0.4% |
105-220 |
| High |
106-112 |
106-135 |
0-022 |
0.1% |
105-292 |
| Low |
105-252 |
106-008 |
0-075 |
0.2% |
105-175 |
| Close |
106-082 |
106-020 |
-0-062 |
-0.2% |
105-188 |
| Range |
0-180 |
0-128 |
-0-052 |
-29.2% |
0-118 |
| ATR |
0-125 |
0-125 |
0-000 |
0.2% |
0-000 |
| Volume |
1,825,290 |
1,200,250 |
-625,040 |
-34.2% |
5,218,441 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-117 |
107-036 |
106-090 |
|
| R3 |
106-309 |
106-228 |
106-055 |
|
| R2 |
106-182 |
106-182 |
106-043 |
|
| R1 |
106-101 |
106-101 |
106-032 |
106-078 |
| PP |
106-054 |
106-054 |
106-054 |
106-042 |
| S1 |
105-293 |
105-293 |
106-008 |
105-270 |
| S2 |
105-247 |
105-247 |
105-317 |
|
| S3 |
105-119 |
105-166 |
105-305 |
|
| S4 |
104-312 |
105-038 |
105-270 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-251 |
106-177 |
105-252 |
|
| R3 |
106-133 |
106-059 |
105-220 |
|
| R2 |
106-016 |
106-016 |
105-209 |
|
| R1 |
105-262 |
105-262 |
105-198 |
105-240 |
| PP |
105-218 |
105-218 |
105-218 |
105-208 |
| S1 |
105-144 |
105-144 |
105-177 |
105-122 |
| S2 |
105-101 |
105-101 |
105-166 |
|
| S3 |
104-303 |
105-027 |
105-155 |
|
| S4 |
104-186 |
104-229 |
105-123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-135 |
105-140 |
0-315 |
0.9% |
0-116 |
0.3% |
63% |
True |
False |
1,253,168 |
| 10 |
106-135 |
105-102 |
1-032 |
1.0% |
0-112 |
0.3% |
67% |
True |
False |
1,270,016 |
| 20 |
106-135 |
104-202 |
1-252 |
1.7% |
0-121 |
0.4% |
80% |
True |
False |
1,303,710 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-131 |
0.4% |
56% |
False |
False |
1,340,419 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-127 |
0.4% |
42% |
False |
False |
1,439,161 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-133 |
0.4% |
30% |
False |
False |
1,099,699 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-115 |
0.3% |
30% |
False |
False |
879,795 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-097 |
0.3% |
30% |
False |
False |
733,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-037 |
|
2.618 |
107-149 |
|
1.618 |
107-021 |
|
1.000 |
106-262 |
|
0.618 |
106-214 |
|
HIGH |
106-135 |
|
0.618 |
106-086 |
|
0.500 |
106-071 |
|
0.382 |
106-056 |
|
LOW |
106-008 |
|
0.618 |
105-249 |
|
1.000 |
105-200 |
|
1.618 |
105-121 |
|
2.618 |
104-314 |
|
4.250 |
104-106 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-071 |
106-006 |
| PP |
106-054 |
105-312 |
| S1 |
106-037 |
105-298 |
|