ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-175 |
106-148 |
-0-028 |
-0.1% |
107-045 |
| High |
106-188 |
106-170 |
-0-018 |
-0.1% |
107-065 |
| Low |
106-080 |
106-055 |
-0-025 |
-0.1% |
106-262 |
| Close |
106-135 |
106-155 |
0-020 |
0.1% |
107-005 |
| Range |
0-108 |
0-115 |
0-008 |
7.0% |
0-122 |
| ATR |
0-119 |
0-119 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,303,954 |
1,401,259 |
97,305 |
7.5% |
4,090,102 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-152 |
107-108 |
106-218 |
|
| R3 |
107-037 |
106-313 |
106-187 |
|
| R2 |
106-242 |
106-242 |
106-176 |
|
| R1 |
106-198 |
106-198 |
106-166 |
106-220 |
| PP |
106-127 |
106-127 |
106-127 |
106-138 |
| S1 |
106-083 |
106-083 |
106-144 |
106-105 |
| S2 |
106-012 |
106-012 |
106-134 |
|
| S3 |
105-217 |
105-288 |
106-123 |
|
| S4 |
105-102 |
105-173 |
106-092 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-052 |
107-311 |
107-072 |
|
| R3 |
107-249 |
107-188 |
107-039 |
|
| R2 |
107-127 |
107-127 |
107-027 |
|
| R1 |
107-066 |
107-066 |
107-016 |
107-035 |
| PP |
107-004 |
107-004 |
107-004 |
106-309 |
| S1 |
106-263 |
106-263 |
106-314 |
106-232 |
| S2 |
106-202 |
106-202 |
106-303 |
|
| S3 |
106-079 |
106-141 |
106-291 |
|
| S4 |
105-277 |
106-018 |
106-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-065 |
106-055 |
1-010 |
1.0% |
0-122 |
0.4% |
30% |
False |
True |
1,204,106 |
| 10 |
107-065 |
106-055 |
1-010 |
1.0% |
0-112 |
0.3% |
30% |
False |
True |
1,145,698 |
| 20 |
108-018 |
106-055 |
1-282 |
1.8% |
0-115 |
0.3% |
17% |
False |
True |
1,181,941 |
| 40 |
108-082 |
106-055 |
2-028 |
2.0% |
0-126 |
0.4% |
15% |
False |
True |
1,111,666 |
| 60 |
109-128 |
106-055 |
3-072 |
3.0% |
0-118 |
0.3% |
10% |
False |
True |
741,540 |
| 80 |
109-128 |
106-055 |
3-072 |
3.0% |
0-092 |
0.3% |
10% |
False |
True |
556,155 |
| 100 |
109-128 |
105-278 |
3-170 |
3.3% |
0-074 |
0.2% |
17% |
False |
False |
444,924 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-061 |
0.2% |
38% |
False |
False |
370,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-019 |
|
2.618 |
107-151 |
|
1.618 |
107-036 |
|
1.000 |
106-285 |
|
0.618 |
106-241 |
|
HIGH |
106-170 |
|
0.618 |
106-126 |
|
0.500 |
106-112 |
|
0.382 |
106-099 |
|
LOW |
106-055 |
|
0.618 |
105-304 |
|
1.000 |
105-260 |
|
1.618 |
105-189 |
|
2.618 |
105-074 |
|
4.250 |
104-206 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-141 |
106-204 |
| PP |
106-127 |
106-188 |
| S1 |
106-112 |
106-171 |
|