ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 11-Apr-2024

Day Change Summary
	Previous	Current
	10-Apr-2024	11-Apr-2024	Change	Change %	Previous Week
Open	106-082	105-080	-1-002	-0.9%	106-315
High	106-125	105-142	-0-302	-0.9%	107-032
Low	105-060	104-308	-0-072	-0.2%	106-055
Close	105-072	105-065	-0-008	0.0%	106-105
Range	1-065	0-155	-0-230	-59.7%	0-298
ATR	0-138	0-139	0-001	0.9%	0-000
Volume	2,697,227	1,954,479	-742,748	-27.5%	6,553,391

Daily Pivots for day following 11-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	106-210	106-132	105-150
R3	106-055	105-298	105-108
R2	105-220	105-220	105-093
R1	105-142	105-142	105-079	105-104
PP	105-065	105-065	105-065	105-046
S1	104-308	104-308	105-051	104-269
S2	104-230	104-230	105-037
S3	104-075	104-152	105-022
S4	103-240	103-318	104-300

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	106-222	104-308	1-235	1.6%	0-174	0.5%	14%	False	True	1,697,235
10	107-042	104-308	2-055	2.1%	0-151	0.4%	11%	False	True	1,484,462
20	107-065	104-308	2-078	2.1%	0-125	0.4%	11%	False	True	1,290,584
40	108-018	104-308	3-030	2.9%	0-127	0.4%	8%	False	True	1,353,747
60	109-128	104-308	4-140	4.2%	0-131	0.4%	5%	False	True	904,322
80	109-128	104-308	4-140	4.2%	0-104	0.3%	5%	False	True	678,242
100	109-128	104-308	4-140	4.2%	0-084	0.2%	5%	False	True	542,594
120	109-128	104-235	4-212	4.4%	0-070	0.2%	10%	False	False	452,161

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-161
2.618	106-228
1.618	106-073
1.000	105-298
0.618	105-238
HIGH	105-142
0.618	105-083
0.500	105-065
0.382	105-047
LOW	104-308
0.618	104-212
1.000	104-152
1.618	104-057
2.618	103-222
4.250	102-289

Fisher Pivots for day following 11-Apr-2024
Pivot	1 day	3 day
R1	105-065	105-216
PP	105-065	105-166
S1	105-065	105-115

Download as Excel Spreadsheet

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

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