ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-240 |
105-208 |
-0-032 |
-0.1% |
104-278 |
| High |
105-252 |
105-268 |
0-015 |
0.0% |
106-032 |
| Low |
105-200 |
105-175 |
-0-025 |
-0.1% |
104-228 |
| Close |
105-208 |
105-268 |
0-060 |
0.2% |
105-238 |
| Range |
0-052 |
0-092 |
0-040 |
76.2% |
1-125 |
| ATR |
0-130 |
0-127 |
-0-003 |
-2.1% |
0-000 |
| Volume |
920,555 |
1,224,787 |
304,232 |
33.0% |
8,239,812 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-194 |
106-163 |
105-318 |
|
| R3 |
106-102 |
106-071 |
105-293 |
|
| R2 |
106-009 |
106-009 |
105-284 |
|
| R1 |
105-298 |
105-298 |
105-276 |
105-314 |
| PP |
105-237 |
105-237 |
105-237 |
105-244 |
| S1 |
105-206 |
105-206 |
105-259 |
105-221 |
| S2 |
105-144 |
105-144 |
105-251 |
|
| S3 |
105-052 |
105-113 |
105-242 |
|
| S4 |
104-279 |
105-021 |
105-217 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-221 |
109-034 |
106-162 |
|
| R3 |
108-096 |
107-229 |
106-040 |
|
| R2 |
106-291 |
106-291 |
105-319 |
|
| R1 |
106-104 |
106-104 |
105-278 |
106-198 |
| PP |
105-166 |
105-166 |
105-166 |
105-212 |
| S1 |
104-299 |
104-299 |
105-197 |
105-072 |
| S2 |
104-041 |
104-041 |
105-156 |
|
| S3 |
102-236 |
103-174 |
105-115 |
|
| S4 |
101-111 |
102-049 |
104-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-032 |
105-102 |
0-250 |
0.7% |
0-108 |
0.3% |
66% |
False |
False |
1,286,864 |
| 10 |
106-032 |
104-228 |
1-125 |
1.3% |
0-116 |
0.3% |
81% |
False |
False |
1,336,140 |
| 20 |
106-032 |
104-202 |
1-150 |
1.4% |
0-133 |
0.4% |
82% |
False |
False |
1,372,713 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-129 |
0.4% |
47% |
False |
False |
1,331,648 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-129 |
0.4% |
35% |
False |
False |
1,360,069 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-131 |
0.4% |
25% |
False |
False |
1,021,420 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-110 |
0.3% |
25% |
False |
False |
817,136 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-092 |
0.3% |
25% |
False |
False |
680,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-021 |
|
2.618 |
106-190 |
|
1.618 |
106-097 |
|
1.000 |
106-040 |
|
0.618 |
106-005 |
|
HIGH |
105-268 |
|
0.618 |
105-232 |
|
0.500 |
105-221 |
|
0.382 |
105-210 |
|
LOW |
105-175 |
|
0.618 |
105-118 |
|
1.000 |
105-082 |
|
1.618 |
105-025 |
|
2.618 |
104-253 |
|
4.250 |
104-102 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-252 |
105-256 |
| PP |
105-237 |
105-245 |
| S1 |
105-221 |
105-234 |
|