ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 23-Apr-2024

Day Change Summary
	Previous	Current
	22-Apr-2024	23-Apr-2024	Change	Change %	Previous Week
Open	104-290	105-028	0-058	0.2%	105-175
High	105-040	105-098	0-058	0.2%	105-185
Low	104-270	104-288	0-018	0.1%	104-252
Close	105-015	105-065	0-050	0.1%	105-020
Range	0-090	0-130	0-040	44.4%	0-252
ATR	0-146	0-145	-0-001	-0.8%	0-000
Volume	894,597	1,288,718	394,121	44.1%	7,609,396

Daily Pivots for day following 23-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	106-113	106-059	105-136
R3	105-303	105-249	105-101
R2	105-173	105-173	105-089
R1	105-119	105-119	105-077	105-146
PP	105-043	105-043	105-043	105-057
S1	104-309	104-309	105-053	105-016
S2	104-233	104-233	105-041
S3	104-103	104-179	105-029
S4	103-293	104-049	104-314

Weekly Pivots for week ending 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-163	107-024	105-159
R3	106-231	106-092	105-089
R2	105-298	105-298	105-066
R1	105-159	105-159	105-043	105-102
PP	105-046	105-046	105-046	105-018
S1	104-227	104-227	104-317	104-170
S2	104-113	104-113	104-294
S3	103-181	103-294	104-271
S4	102-248	103-042	104-201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-182	104-268	0-235	0.7%	0-142	0.4%	50%	False	False	1,248,801
10	106-125	104-252	1-192	1.5%	0-178	0.5%	26%	False	False	1,586,356
20	107-065	104-252	2-132	2.3%	0-146	0.4%	17%	False	False	1,398,513
40	108-018	104-252	3-085	3.1%	0-132	0.4%	13%	False	False	1,350,299
60	109-128	104-252	4-195	4.4%	0-138	0.4%	9%	False	False	1,091,081
80	109-128	104-252	4-195	4.4%	0-119	0.4%	9%	False	False	818,391
100	109-128	104-252	4-195	4.4%	0-096	0.3%	9%	False	False	654,712
120	109-128	104-252	4-195	4.4%	0-080	0.2%	9%	False	False	545,594

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	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-010
2.618	106-118
1.618	105-308
1.000	105-228
0.618	105-178
HIGH	105-098
0.618	105-048
0.500	105-032
0.382	105-017
LOW	104-288
0.618	104-207
1.000	104-158
1.618	104-077
2.618	103-267
4.250	103-055

Fisher Pivots for day following 23-Apr-2024
Pivot	1 day	3 day
R1	105-054	105-066
PP	105-043	105-066
S1	105-032	105-065

Download as Excel Spreadsheet

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

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