ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 17-Apr-2024

Day Change Summary
	Previous	Current
	16-Apr-2024	17-Apr-2024	Change	Change %	Previous Week
Open	105-078	104-282	-0-115	-0.3%	106-058
High	105-088	105-100	0-012	0.0%	106-125
Low	104-252	104-268	0-015	0.0%	104-308
Close	104-312	105-078	0-085	0.3%	105-182
Range	0-155	0-152	-0-002	-1.6%	1-138
ATR	0-147	0-147	0-000	0.3%	0-000
Volume	1,655,336	1,319,208	-336,128	-20.3%	8,410,653

Daily Pivots for day following 17-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	106-179	106-121	105-161
R3	106-027	105-288	105-119
R2	105-194	105-194	105-105
R1	105-136	105-136	105-091	105-165
PP	105-042	105-042	105-042	105-056
S1	104-303	104-303	105-064	105-012
S2	104-209	104-209	105-050
S3	104-057	104-151	105-036
S4	103-224	103-318	104-314

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	105-208	104-252	0-275	0.8%	0-168	0.5%	53%	False	False	1,648,306
10	106-228	104-252	1-295	1.8%	0-167	0.5%	24%	False	False	1,605,404
20	107-065	104-252	2-132	2.3%	0-140	0.4%	19%	False	False	1,375,551
40	108-018	104-252	3-085	3.1%	0-130	0.4%	14%	False	False	1,502,313
60	109-128	104-252	4-195	4.4%	0-136	0.4%	10%	False	False	1,009,055
80	109-128	104-252	4-195	4.4%	0-113	0.3%	10%	False	False	756,831
100	109-128	104-252	4-195	4.4%	0-090	0.3%	10%	False	False	605,464
120	109-128	104-252	4-195	4.4%	0-075	0.2%	10%	False	False	504,554

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	107-108
2.618	106-179
1.618	106-027
1.000	105-252
0.618	105-194
HIGH	105-100
0.618	105-042
0.500	105-024
0.382	105-006
LOW	104-268
0.618	104-173
1.000	104-115
1.618	104-021
2.618	103-188
4.250	102-259

Fisher Pivots for day following 17-Apr-2024
Pivot	1 day	3 day
R1	105-060	105-071
PP	105-042	105-065
S1	105-024	105-059

Download as Excel Spreadsheet

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

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