ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-208 |
105-248 |
0-040 |
0.1% |
105-220 |
| High |
105-268 |
105-268 |
0-000 |
0.0% |
105-292 |
| Low |
105-175 |
105-182 |
0-008 |
0.0% |
105-175 |
| Close |
105-268 |
105-188 |
-0-080 |
-0.2% |
105-188 |
| Range |
0-092 |
0-085 |
-0-008 |
-8.1% |
0-118 |
| ATR |
0-127 |
0-124 |
-0-003 |
-2.4% |
0-000 |
| Volume |
1,224,787 |
1,081,881 |
-142,906 |
-11.7% |
5,218,441 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-148 |
106-092 |
105-234 |
|
| R3 |
106-062 |
106-008 |
105-211 |
|
| R2 |
105-298 |
105-298 |
105-203 |
|
| R1 |
105-242 |
105-242 |
105-195 |
105-228 |
| PP |
105-212 |
105-212 |
105-212 |
105-205 |
| S1 |
105-158 |
105-158 |
105-180 |
105-142 |
| S2 |
105-128 |
105-128 |
105-172 |
|
| S3 |
105-042 |
105-072 |
105-164 |
|
| S4 |
104-278 |
104-308 |
105-141 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-251 |
106-177 |
105-252 |
|
| R3 |
106-133 |
106-059 |
105-220 |
|
| R2 |
106-016 |
106-016 |
105-209 |
|
| R1 |
105-262 |
105-262 |
105-198 |
105-240 |
| PP |
105-218 |
105-218 |
105-218 |
105-208 |
| S1 |
105-144 |
105-144 |
105-177 |
105-122 |
| S2 |
105-101 |
105-101 |
105-166 |
|
| S3 |
104-303 |
105-027 |
105-155 |
|
| S4 |
104-186 |
104-229 |
105-123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-292 |
105-175 |
0-118 |
0.3% |
0-074 |
0.2% |
11% |
False |
False |
1,043,688 |
| 10 |
106-032 |
104-228 |
1-125 |
1.3% |
0-113 |
0.3% |
63% |
False |
False |
1,345,825 |
| 20 |
106-032 |
104-202 |
1-150 |
1.4% |
0-130 |
0.4% |
65% |
False |
False |
1,355,850 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-128 |
0.4% |
37% |
False |
False |
1,318,464 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-128 |
0.4% |
28% |
False |
False |
1,377,474 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-130 |
0.4% |
20% |
False |
False |
1,034,943 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-111 |
0.3% |
20% |
False |
False |
827,955 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-093 |
0.3% |
20% |
False |
False |
689,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-309 |
|
2.618 |
106-170 |
|
1.618 |
106-085 |
|
1.000 |
106-032 |
|
0.618 |
106-000 |
|
HIGH |
105-268 |
|
0.618 |
105-235 |
|
0.500 |
105-225 |
|
0.382 |
105-215 |
|
LOW |
105-182 |
|
0.618 |
105-130 |
|
1.000 |
105-098 |
|
1.618 |
105-045 |
|
2.618 |
104-280 |
|
4.250 |
104-141 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-225 |
105-221 |
| PP |
105-212 |
105-210 |
| S1 |
105-200 |
105-199 |
|