ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 10-Apr-2024

Day Change Summary
	Previous	Current
	09-Apr-2024	10-Apr-2024	Change	Change %	Previous Week
Open	106-015	106-082	0-068	0.2%	106-315
High	106-102	106-125	0-022	0.1%	107-032
Low	106-000	105-060	-0-260	-0.8%	106-055
Close	106-085	105-072	-1-012	-1.0%	106-105
Range	0-102	1-065	0-282	275.6%	0-298
ATR	0-119	0-138	0-019	15.9%	0-000
Volume	1,156,961	2,697,227	1,540,266	133.1%	6,553,391

Daily Pivots for day following 10-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-068	108-135	105-284
R3	108-002	107-070	105-178
R2	106-258	106-258	105-143
R1	106-005	106-005	105-108	105-259
PP	105-192	105-192	105-192	105-159
S1	104-260	104-260	105-037	104-194
S2	104-128	104-128	105-002
S3	103-062	103-195	104-287
S4	101-318	102-130	104-181

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	105-060	1-168	1.4%	0-165	0.5%	3%	False	True	1,562,502
10	107-065	105-060	2-005	1.9%	0-144	0.4%	2%	False	True	1,383,304
20	107-130	105-060	2-070	2.1%	0-122	0.4%	2%	False	True	1,239,082
40	108-018	105-060	2-278	2.7%	0-133	0.4%	1%	False	True	1,306,106
60	109-128	105-060	4-068	4.0%	0-129	0.4%	1%	False	True	871,749
80	109-128	105-060	4-068	4.0%	0-102	0.3%	1%	False	True	653,811
100	109-128	105-060	4-068	4.0%	0-082	0.2%	1%	False	True	523,049
120	109-128	104-235	4-212	4.4%	0-068	0.2%	11%	False	False	435,874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 133 trading days

Fibonacci Retracements and Extensions
4.250	111-161
2.618	109-173
1.618	108-108
1.000	107-190
0.618	107-043
HIGH	106-125
0.618	105-298
0.500	105-252
0.382	105-207
LOW	105-060
0.618	104-142
1.000	103-315
1.618	103-077
2.618	102-012
4.250	100-024

Fisher Pivots for day following 10-Apr-2024
Pivot	1 day	3 day
R1	105-252	105-252
PP	105-192	105-192
S1	105-132	105-132

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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