ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 12-Apr-2024

Day Change Summary
	Previous	Current
	11-Apr-2024	12-Apr-2024	Change	Change %	Previous Week
Open	105-080	105-050	-0-030	-0.1%	106-058
High	105-142	105-208	0-065	0.2%	106-125
Low	104-308	105-048	0-060	0.2%	104-308
Close	105-065	105-182	0-118	0.3%	105-182
Range	0-155	0-160	0-005	3.2%	1-138
ATR	0-139	0-141	0-001	1.1%	0-000
Volume	1,954,479	1,419,143	-535,336	-27.4%	8,410,653

Daily Pivots for day following 12-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	106-306	106-244	105-270
R3	106-146	106-084	105-226
R2	105-306	105-306	105-212
R1	105-244	105-244	105-197	105-275
PP	105-146	105-146	105-146	105-161
S1	105-084	105-084	105-168	105-115
S2	104-306	104-306	105-153
S3	104-146	104-244	105-138
S4	103-306	104-084	105-094

Weekly Pivots for week ending 12-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-298	109-058	106-114
R3	108-160	107-240	105-308
R2	107-022	107-022	105-266
R1	106-102	106-102	105-224	105-314
PP	105-205	105-205	105-205	105-151
S1	104-285	104-285	105-141	104-176
S2	104-068	104-068	105-099
S3	102-250	103-148	105-057
S4	101-112	102-010	104-251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-125	104-308	1-138	1.4%	0-176	0.5%	43%	False	False	1,682,130
10	107-032	104-308	2-045	2.0%	0-158	0.5%	28%	False	False	1,496,404
20	107-065	104-308	2-078	2.1%	0-125	0.4%	27%	False	False	1,281,079
40	108-018	104-308	3-030	2.9%	0-128	0.4%	20%	False	False	1,388,287
60	109-128	104-308	4-140	4.2%	0-131	0.4%	14%	False	False	927,974
80	109-128	104-308	4-140	4.2%	0-106	0.3%	14%	False	False	695,982
100	109-128	104-308	4-140	4.2%	0-085	0.3%	14%	False	False	556,785
120	109-128	104-280	4-168	4.3%	0-071	0.2%	15%	False	False	463,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-248
2.618	106-306
1.618	106-146
1.000	106-048
0.618	105-306
HIGH	105-208
0.618	105-146
0.500	105-128
0.382	105-109
LOW	105-048
0.618	104-269
1.000	104-208
1.618	104-109
2.618	103-269
4.250	103-008

Fisher Pivots for day following 12-Apr-2024
Pivot	1 day	3 day
R1	105-164	105-216
PP	105-146	105-205
S1	105-128	105-194

Download as Excel Spreadsheet

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

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