ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-088 |
105-168 |
0-080 |
0.2% |
105-155 |
| High |
105-188 |
105-292 |
0-105 |
0.3% |
105-198 |
| Low |
105-055 |
105-160 |
0-105 |
0.3% |
104-295 |
| Close |
105-138 |
105-282 |
0-145 |
0.4% |
105-138 |
| Range |
0-132 |
0-132 |
0-000 |
0.0% |
0-222 |
| ATR |
0-112 |
0-115 |
0-003 |
2.7% |
0-000 |
| Volume |
50,694 |
12,810 |
-37,884 |
-74.7% |
7,455,700 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-002 |
106-275 |
106-035 |
|
| R3 |
106-190 |
106-142 |
105-319 |
|
| R2 |
106-058 |
106-058 |
105-307 |
|
| R1 |
106-010 |
106-010 |
105-295 |
106-034 |
| PP |
105-245 |
105-245 |
105-245 |
105-257 |
| S1 |
105-198 |
105-198 |
105-270 |
105-221 |
| S2 |
105-112 |
105-112 |
105-258 |
|
| S3 |
104-300 |
105-065 |
105-246 |
|
| S4 |
104-168 |
104-252 |
105-210 |
|
|
| 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 |
105-292 |
104-295 |
0-318 |
0.9% |
0-122 |
0.4% |
97% |
True |
False |
1,493,702 |
| 10 |
105-305 |
104-295 |
1-010 |
1.0% |
0-102 |
0.3% |
93% |
False |
False |
1,877,650 |
| 20 |
106-135 |
104-295 |
1-160 |
1.4% |
0-099 |
0.3% |
64% |
False |
False |
1,500,985 |
| 40 |
106-135 |
104-202 |
1-252 |
1.7% |
0-127 |
0.4% |
70% |
False |
False |
1,508,223 |
| 60 |
108-018 |
104-202 |
3-135 |
3.2% |
0-123 |
0.4% |
37% |
False |
False |
1,402,948 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-126 |
0.4% |
37% |
False |
False |
1,344,530 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-124 |
0.4% |
26% |
False |
False |
1,075,968 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-106 |
0.3% |
26% |
False |
False |
896,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-216 |
|
2.618 |
106-319 |
|
1.618 |
106-187 |
|
1.000 |
106-105 |
|
0.618 |
106-054 |
|
HIGH |
105-292 |
|
0.618 |
105-242 |
|
0.500 |
105-226 |
|
0.382 |
105-211 |
|
LOW |
105-160 |
|
0.618 |
105-078 |
|
1.000 |
105-028 |
|
1.618 |
104-266 |
|
2.618 |
104-133 |
|
4.250 |
103-237 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-264 |
105-235 |
| PP |
105-245 |
105-188 |
| S1 |
105-226 |
105-141 |
|