ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-190 |
105-202 |
0-012 |
0.0% |
105-220 |
| High |
105-248 |
105-270 |
0-022 |
0.1% |
105-292 |
| Low |
105-190 |
105-140 |
-0-050 |
-0.1% |
105-175 |
| Close |
105-212 |
105-268 |
0-055 |
0.2% |
105-188 |
| Range |
0-058 |
0-130 |
0-072 |
126.1% |
0-118 |
| ATR |
0-120 |
0-121 |
0-001 |
0.6% |
0-000 |
| Volume |
825,894 |
1,332,526 |
506,632 |
61.3% |
5,218,441 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-296 |
106-252 |
106-019 |
|
| R3 |
106-166 |
106-122 |
105-303 |
|
| R2 |
106-036 |
106-036 |
105-291 |
|
| R1 |
105-312 |
105-312 |
105-279 |
106-014 |
| PP |
105-226 |
105-226 |
105-226 |
105-237 |
| S1 |
105-182 |
105-182 |
105-256 |
105-204 |
| S2 |
105-096 |
105-096 |
105-244 |
|
| S3 |
104-286 |
105-052 |
105-232 |
|
| S4 |
104-156 |
104-242 |
105-196 |
|
|
| 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 |
105-270 |
105-140 |
0-130 |
0.4% |
0-084 |
0.2% |
98% |
True |
True |
1,077,128 |
| 10 |
106-032 |
104-228 |
1-125 |
1.3% |
0-112 |
0.3% |
81% |
False |
False |
1,295,817 |
| 20 |
106-032 |
104-202 |
1-150 |
1.4% |
0-120 |
0.4% |
82% |
False |
False |
1,286,335 |
| 40 |
107-065 |
104-202 |
2-182 |
2.4% |
0-128 |
0.4% |
47% |
False |
False |
1,324,006 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-126 |
0.4% |
35% |
False |
False |
1,411,910 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-131 |
0.4% |
25% |
False |
False |
1,061,914 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-113 |
0.3% |
25% |
False |
False |
849,539 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-094 |
0.3% |
25% |
False |
False |
707,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-182 |
|
2.618 |
106-290 |
|
1.618 |
106-160 |
|
1.000 |
106-080 |
|
0.618 |
106-030 |
|
HIGH |
105-270 |
|
0.618 |
105-220 |
|
0.500 |
105-205 |
|
0.382 |
105-190 |
|
LOW |
105-140 |
|
0.618 |
105-060 |
|
1.000 |
105-010 |
|
1.618 |
104-250 |
|
2.618 |
104-120 |
|
4.250 |
103-228 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-247 |
105-247 |
| PP |
105-226 |
105-226 |
| S1 |
105-205 |
105-205 |
|