ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 15-Apr-2024

Day Change Summary
	Previous	Current
	12-Apr-2024	15-Apr-2024	Change	Change %	Previous Week
Open	105-050	105-175	0-125	0.4%	106-058
High	105-208	105-185	-0-022	-0.1%	106-125
Low	105-048	104-285	-0-082	-0.2%	104-308
Close	105-182	105-045	-0-138	-0.4%	105-182
Range	0-160	0-220	0-060	37.5%	1-138
ATR	0-141	0-146	0-006	4.0%	0-000
Volume	1,419,143	1,893,368	474,225	33.4%	8,410,653

Daily Pivots for day following 15-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-085	106-285	105-166
R3	106-185	106-065	105-106
R2	105-285	105-285	105-085
R1	105-165	105-165	105-065	105-115
PP	105-065	105-065	105-065	105-040
S1	104-265	104-265	105-025	104-215
S2	104-165	104-165	105-005
S3	103-265	104-045	104-304
S4	103-045	103-145	104-244

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	104-285	1-160	1.4%	0-204	0.6%	17%	False	True	1,824,235
10	106-228	104-285	1-262	1.7%	0-158	0.5%	14%	False	True	1,578,471
20	107-065	104-285	2-100	2.2%	0-132	0.4%	11%	False	True	1,322,430
40	108-018	104-285	3-052	3.0%	0-130	0.4%	8%	False	True	1,434,005
60	109-128	104-285	4-162	4.3%	0-133	0.4%	6%	False	True	959,519
80	109-128	104-285	4-162	4.3%	0-109	0.3%	6%	False	True	719,649
100	109-128	104-285	4-162	4.3%	0-087	0.3%	6%	False	True	575,719
120	109-128	104-280	4-168	4.3%	0-073	0.2%	6%	False	False	479,766

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	0-025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108-160
2.618	107-121
1.618	106-221
1.000	106-085
0.618	106-001
HIGH	105-185
0.618	105-101
0.500	105-075
0.382	105-049
LOW	104-285
0.618	104-149
1.000	104-065
1.618	103-249
2.618	103-029
4.250	101-310

Fisher Pivots for day following 15-Apr-2024
Pivot	1 day	3 day
R1	105-075	105-086
PP	105-065	105-072
S1	105-055	105-059

Download as Excel Spreadsheet

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

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