ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
104-248 |
105-018 |
0-090 |
0.3% |
104-290 |
| High |
105-088 |
105-132 |
0-045 |
0.1% |
105-098 |
| Low |
104-228 |
105-002 |
0-095 |
0.3% |
104-202 |
| Close |
105-065 |
105-130 |
0-065 |
0.2% |
104-280 |
| Range |
0-180 |
0-130 |
-0-050 |
-27.8% |
0-215 |
| ATR |
0-139 |
0-139 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,666,065 |
1,617,486 |
-48,579 |
-2.9% |
6,049,352 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-158 |
106-114 |
105-202 |
|
| R3 |
106-028 |
105-304 |
105-166 |
|
| R2 |
105-218 |
105-218 |
105-154 |
|
| R1 |
105-174 |
105-174 |
105-142 |
105-196 |
| PP |
105-088 |
105-088 |
105-088 |
105-099 |
| S1 |
105-044 |
105-044 |
105-118 |
105-066 |
| S2 |
104-278 |
104-278 |
105-106 |
|
| S3 |
104-148 |
104-234 |
105-094 |
|
| S4 |
104-018 |
104-104 |
105-058 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-305 |
106-188 |
105-078 |
|
| R3 |
106-090 |
105-292 |
105-019 |
|
| R2 |
105-195 |
105-195 |
104-319 |
|
| R1 |
105-078 |
105-078 |
104-300 |
105-029 |
| PP |
104-300 |
104-300 |
104-300 |
104-276 |
| S1 |
104-182 |
104-182 |
104-260 |
104-134 |
| S2 |
104-085 |
104-085 |
104-241 |
|
| S3 |
103-190 |
103-288 |
104-221 |
|
| S4 |
102-295 |
103-072 |
104-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-132 |
104-228 |
0-225 |
0.7% |
0-124 |
0.4% |
99% |
True |
False |
1,385,417 |
| 10 |
105-182 |
104-202 |
0-300 |
0.9% |
0-130 |
0.4% |
83% |
False |
False |
1,337,404 |
| 20 |
106-222 |
104-202 |
2-020 |
2.0% |
0-150 |
0.4% |
38% |
False |
False |
1,475,306 |
| 40 |
108-018 |
104-202 |
3-135 |
3.2% |
0-132 |
0.4% |
23% |
False |
False |
1,325,797 |
| 60 |
108-082 |
104-202 |
3-200 |
3.4% |
0-133 |
0.4% |
21% |
False |
False |
1,254,166 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-128 |
0.4% |
16% |
False |
False |
940,992 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-105 |
0.3% |
16% |
False |
False |
752,793 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-087 |
0.3% |
16% |
False |
False |
627,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-045 |
|
2.618 |
106-153 |
|
1.618 |
106-023 |
|
1.000 |
105-262 |
|
0.618 |
105-213 |
|
HIGH |
105-132 |
|
0.618 |
105-083 |
|
0.500 |
105-068 |
|
0.382 |
105-052 |
|
LOW |
105-002 |
|
0.618 |
104-242 |
|
1.000 |
104-192 |
|
1.618 |
104-112 |
|
2.618 |
103-302 |
|
4.250 |
103-090 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-109 |
105-093 |
| PP |
105-088 |
105-057 |
| S1 |
105-068 |
105-020 |
|