ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
106-200 |
106-058 |
-0-142 |
-0.4% |
106-315 |
| High |
106-222 |
106-062 |
-0-160 |
-0.5% |
107-032 |
| Low |
106-068 |
105-308 |
-0-080 |
-0.2% |
106-055 |
| Close |
106-105 |
106-010 |
-0-095 |
-0.3% |
106-105 |
| Range |
0-155 |
0-075 |
-0-080 |
-51.6% |
0-298 |
| ATR |
0-121 |
0-120 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,494,668 |
1,182,843 |
-311,825 |
-20.9% |
6,553,391 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-245 |
106-202 |
106-051 |
|
| R3 |
106-170 |
106-128 |
106-031 |
|
| R2 |
106-095 |
106-095 |
106-024 |
|
| R1 |
106-052 |
106-052 |
106-017 |
106-036 |
| PP |
106-020 |
106-020 |
106-020 |
106-012 |
| S1 |
105-298 |
105-298 |
106-003 |
105-281 |
| S2 |
105-265 |
105-265 |
105-316 |
|
| S3 |
105-190 |
105-222 |
105-309 |
|
| S4 |
105-115 |
105-148 |
105-289 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-103 |
108-242 |
106-269 |
|
| R3 |
108-126 |
107-264 |
106-187 |
|
| R2 |
107-148 |
107-148 |
106-160 |
|
| R1 |
106-287 |
106-287 |
106-132 |
106-229 |
| PP |
106-171 |
106-171 |
106-171 |
106-142 |
| S1 |
105-309 |
105-309 |
106-078 |
105-251 |
| S2 |
105-193 |
105-193 |
106-050 |
|
| S3 |
104-216 |
105-012 |
106-023 |
|
| S4 |
103-238 |
104-034 |
105-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-228 |
105-308 |
0-240 |
0.7% |
0-112 |
0.3% |
9% |
False |
True |
1,332,707 |
| 10 |
107-065 |
105-308 |
1-078 |
1.2% |
0-112 |
0.3% |
6% |
False |
True |
1,182,633 |
| 20 |
107-278 |
105-308 |
1-290 |
1.8% |
0-110 |
0.3% |
4% |
False |
True |
1,167,004 |
| 40 |
108-018 |
105-308 |
2-030 |
2.0% |
0-125 |
0.4% |
3% |
False |
True |
1,210,205 |
| 60 |
109-128 |
105-308 |
3-140 |
3.2% |
0-124 |
0.4% |
2% |
False |
True |
807,512 |
| 80 |
109-128 |
105-308 |
3-140 |
3.2% |
0-096 |
0.3% |
2% |
False |
True |
605,634 |
| 100 |
109-128 |
105-282 |
3-165 |
3.3% |
0-077 |
0.2% |
4% |
False |
False |
484,507 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-064 |
0.2% |
28% |
False |
False |
403,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-061 |
|
2.618 |
106-259 |
|
1.618 |
106-184 |
|
1.000 |
106-138 |
|
0.618 |
106-109 |
|
HIGH |
106-062 |
|
0.618 |
106-034 |
|
0.500 |
106-025 |
|
0.382 |
106-016 |
|
LOW |
105-308 |
|
0.618 |
105-261 |
|
1.000 |
105-232 |
|
1.618 |
105-186 |
|
2.618 |
105-111 |
|
4.250 |
104-309 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-025 |
106-108 |
| PP |
106-020 |
106-075 |
| S1 |
106-015 |
106-042 |
|