ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-232 |
105-240 |
0-008 |
0.0% |
104-278 |
| High |
105-292 |
105-252 |
-0-040 |
-0.1% |
106-032 |
| Low |
105-215 |
105-200 |
-0-015 |
0.0% |
104-228 |
| Close |
105-245 |
105-208 |
-0-038 |
-0.1% |
105-238 |
| Range |
0-078 |
0-052 |
-0-025 |
-32.3% |
1-125 |
| ATR |
0-136 |
0-130 |
-0-006 |
-4.4% |
0-000 |
| Volume |
1,186,420 |
920,555 |
-265,865 |
-22.4% |
8,239,812 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-058 |
106-025 |
105-236 |
|
| R3 |
106-005 |
105-292 |
105-222 |
|
| R2 |
105-272 |
105-272 |
105-217 |
|
| R1 |
105-240 |
105-240 |
105-212 |
105-230 |
| PP |
105-220 |
105-220 |
105-220 |
105-215 |
| S1 |
105-188 |
105-188 |
105-203 |
105-178 |
| S2 |
105-168 |
105-168 |
105-198 |
|
| S3 |
105-115 |
105-135 |
105-193 |
|
| S4 |
105-062 |
105-082 |
105-179 |
|
|
| 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 |
105-002 |
1-030 |
1.0% |
0-115 |
0.3% |
59% |
False |
False |
1,365,404 |
| 10 |
106-032 |
104-202 |
1-150 |
1.4% |
0-126 |
0.4% |
69% |
False |
False |
1,369,625 |
| 20 |
106-032 |
104-202 |
1-150 |
1.4% |
0-136 |
0.4% |
69% |
False |
False |
1,409,197 |
| 40 |
107-130 |
104-202 |
2-248 |
2.6% |
0-129 |
0.4% |
37% |
False |
False |
1,324,140 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-134 |
0.4% |
30% |
False |
False |
1,340,470 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-131 |
0.4% |
21% |
False |
False |
1,006,111 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-109 |
0.3% |
21% |
False |
False |
804,889 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-091 |
0.3% |
21% |
False |
False |
670,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-156 |
|
2.618 |
106-070 |
|
1.618 |
106-017 |
|
1.000 |
105-305 |
|
0.618 |
105-285 |
|
HIGH |
105-252 |
|
0.618 |
105-232 |
|
0.500 |
105-226 |
|
0.382 |
105-220 |
|
LOW |
105-200 |
|
0.618 |
105-168 |
|
1.000 |
105-148 |
|
1.618 |
105-115 |
|
2.618 |
105-063 |
|
4.250 |
104-297 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-226 |
105-246 |
| PP |
105-220 |
105-233 |
| S1 |
105-214 |
105-220 |
|