ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
105-010 |
105-088 |
0-078 |
0.2% |
105-155 |
| High |
105-098 |
105-188 |
0-090 |
0.3% |
105-198 |
| Low |
104-310 |
105-055 |
0-065 |
0.2% |
104-295 |
| Close |
105-082 |
105-138 |
0-055 |
0.2% |
105-138 |
| Range |
0-108 |
0-132 |
0-025 |
23.3% |
0-222 |
| ATR |
0-111 |
0-112 |
0-002 |
1.4% |
0-000 |
| Volume |
376,358 |
50,694 |
-325,664 |
-86.5% |
7,455,700 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-204 |
106-143 |
105-210 |
|
| R3 |
106-072 |
106-011 |
105-174 |
|
| R2 |
105-259 |
105-259 |
105-162 |
|
| R1 |
105-198 |
105-198 |
105-150 |
105-229 |
| PP |
105-127 |
105-127 |
105-127 |
105-142 |
| S1 |
105-066 |
105-066 |
105-125 |
105-096 |
| S2 |
104-314 |
104-314 |
105-113 |
|
| S3 |
104-182 |
104-253 |
105-101 |
|
| S4 |
104-049 |
104-121 |
105-065 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-131 |
107-037 |
105-260 |
|
| R3 |
106-228 |
106-134 |
105-199 |
|
| R2 |
106-006 |
106-006 |
105-178 |
|
| R1 |
105-232 |
105-232 |
105-158 |
105-168 |
| PP |
105-103 |
105-103 |
105-103 |
105-071 |
| S1 |
105-009 |
105-009 |
105-117 |
104-265 |
| S2 |
104-201 |
104-201 |
105-097 |
|
| S3 |
103-298 |
104-107 |
105-076 |
|
| S4 |
103-076 |
103-204 |
105-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-198 |
104-295 |
0-222 |
0.7% |
0-108 |
0.3% |
73% |
False |
False |
2,131,782 |
| 10 |
106-040 |
104-295 |
1-065 |
1.1% |
0-097 |
0.3% |
42% |
False |
False |
1,960,450 |
| 20 |
106-135 |
104-295 |
1-160 |
1.4% |
0-104 |
0.3% |
34% |
False |
False |
1,615,233 |
| 40 |
106-222 |
104-202 |
2-020 |
2.0% |
0-127 |
0.4% |
39% |
False |
False |
1,545,269 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-123 |
0.4% |
23% |
False |
False |
1,422,275 |
| 80 |
108-082 |
104-202 |
3-200 |
3.4% |
0-126 |
0.4% |
22% |
False |
False |
1,344,433 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-123 |
0.4% |
17% |
False |
False |
1,075,840 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-105 |
0.3% |
17% |
False |
False |
896,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-111 |
|
2.618 |
106-214 |
|
1.618 |
106-082 |
|
1.000 |
106-000 |
|
0.618 |
105-269 |
|
HIGH |
105-188 |
|
0.618 |
105-137 |
|
0.500 |
105-121 |
|
0.382 |
105-106 |
|
LOW |
105-055 |
|
0.618 |
104-293 |
|
1.000 |
104-242 |
|
1.618 |
104-161 |
|
2.618 |
104-028 |
|
4.250 |
103-132 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-132 |
105-119 |
| PP |
105-127 |
105-100 |
| S1 |
105-121 |
105-081 |
|