ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-220 |
105-232 |
0-012 |
0.0% |
104-278 |
| High |
105-275 |
105-292 |
0-018 |
0.1% |
106-032 |
| Low |
105-210 |
105-215 |
0-005 |
0.0% |
104-228 |
| Close |
105-235 |
105-245 |
0-010 |
0.0% |
105-238 |
| Range |
0-065 |
0-078 |
0-012 |
19.2% |
1-125 |
| ATR |
0-141 |
0-136 |
-0-005 |
-3.2% |
0-000 |
| Volume |
804,798 |
1,186,420 |
381,622 |
47.4% |
8,239,812 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-163 |
106-122 |
105-288 |
|
| R3 |
106-086 |
106-044 |
105-266 |
|
| R2 |
106-008 |
106-008 |
105-259 |
|
| R1 |
105-287 |
105-287 |
105-252 |
105-308 |
| PP |
105-251 |
105-251 |
105-251 |
105-261 |
| S1 |
105-209 |
105-209 |
105-238 |
105-230 |
| S2 |
105-173 |
105-173 |
105-231 |
|
| S3 |
105-096 |
105-132 |
105-224 |
|
| S4 |
105-018 |
105-054 |
105-202 |
|
|
| 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 |
104-228 |
1-125 |
1.3% |
0-140 |
0.4% |
76% |
False |
False |
1,514,506 |
| 10 |
106-032 |
104-202 |
1-150 |
1.4% |
0-128 |
0.4% |
77% |
False |
False |
1,409,706 |
| 20 |
106-125 |
104-202 |
1-242 |
1.7% |
0-153 |
0.5% |
64% |
False |
False |
1,498,031 |
| 40 |
107-232 |
104-202 |
3-030 |
2.9% |
0-132 |
0.4% |
37% |
False |
False |
1,337,410 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-134 |
0.4% |
33% |
False |
False |
1,325,306 |
| 80 |
109-128 |
104-202 |
4-245 |
4.5% |
0-131 |
0.4% |
24% |
False |
False |
994,604 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-109 |
0.3% |
24% |
False |
False |
795,683 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-091 |
0.3% |
24% |
False |
False |
663,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-302 |
|
2.618 |
106-175 |
|
1.618 |
106-098 |
|
1.000 |
106-050 |
|
0.618 |
106-020 |
|
HIGH |
105-292 |
|
0.618 |
105-263 |
|
0.500 |
105-254 |
|
0.382 |
105-245 |
|
LOW |
105-215 |
|
0.618 |
105-167 |
|
1.000 |
105-138 |
|
1.618 |
105-090 |
|
2.618 |
105-012 |
|
4.250 |
104-206 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-254 |
105-239 |
| PP |
105-251 |
105-233 |
| S1 |
105-248 |
105-228 |
|