ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-168 |
105-280 |
0-112 |
0.3% |
105-155 |
| High |
105-292 |
106-072 |
0-100 |
0.3% |
105-198 |
| Low |
105-160 |
105-262 |
0-102 |
0.3% |
104-295 |
| Close |
105-282 |
106-042 |
0-080 |
0.2% |
105-138 |
| Range |
0-132 |
0-130 |
-0-002 |
-1.9% |
0-222 |
| ATR |
0-115 |
0-116 |
0-001 |
0.9% |
0-000 |
| Volume |
12,810 |
3,105 |
-9,705 |
-75.8% |
7,455,700 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-089 |
107-036 |
106-114 |
|
| R3 |
106-279 |
106-226 |
106-078 |
|
| R2 |
106-149 |
106-149 |
106-066 |
|
| R1 |
106-096 |
106-096 |
106-054 |
106-122 |
| PP |
106-019 |
106-019 |
106-019 |
106-032 |
| S1 |
105-286 |
105-286 |
106-031 |
105-312 |
| S2 |
105-209 |
105-209 |
106-019 |
|
| S3 |
105-079 |
105-156 |
106-007 |
|
| S4 |
104-269 |
105-026 |
105-291 |
|
|
| 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 |
106-072 |
104-295 |
1-098 |
1.2% |
0-122 |
0.4% |
93% |
True |
False |
495,437 |
| 10 |
106-072 |
104-295 |
1-098 |
1.2% |
0-108 |
0.3% |
93% |
True |
False |
1,796,942 |
| 20 |
106-135 |
104-295 |
1-160 |
1.4% |
0-102 |
0.3% |
81% |
False |
False |
1,460,900 |
| 40 |
106-135 |
104-202 |
1-252 |
1.7% |
0-128 |
0.4% |
84% |
False |
False |
1,478,729 |
| 60 |
107-278 |
104-202 |
3-075 |
3.0% |
0-122 |
0.4% |
46% |
False |
False |
1,374,821 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-127 |
0.4% |
44% |
False |
False |
1,344,467 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-125 |
0.4% |
31% |
False |
False |
1,075,999 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-107 |
0.3% |
31% |
False |
False |
896,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-305 |
|
2.618 |
107-093 |
|
1.618 |
106-283 |
|
1.000 |
106-202 |
|
0.618 |
106-153 |
|
HIGH |
106-072 |
|
0.618 |
106-023 |
|
0.500 |
106-008 |
|
0.382 |
105-312 |
|
LOW |
105-262 |
|
0.618 |
105-182 |
|
1.000 |
105-132 |
|
1.618 |
105-052 |
|
2.618 |
104-242 |
|
4.250 |
104-030 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-031 |
105-316 |
| PP |
106-019 |
105-270 |
| S1 |
106-008 |
105-224 |
|