ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-280 |
106-038 |
0-078 |
0.2% |
105-155 |
| High |
106-072 |
106-112 |
0-040 |
0.1% |
105-198 |
| Low |
105-262 |
106-005 |
0-062 |
0.2% |
104-295 |
| Close |
106-042 |
106-100 |
0-058 |
0.2% |
105-138 |
| Range |
0-130 |
0-108 |
-0-022 |
-17.3% |
0-222 |
| ATR |
0-116 |
0-116 |
-0-001 |
-0.6% |
0-000 |
| Volume |
3,105 |
4,115 |
1,010 |
32.5% |
7,455,700 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-075 |
107-035 |
106-159 |
|
| R3 |
106-288 |
106-248 |
106-130 |
|
| R2 |
106-180 |
106-180 |
106-120 |
|
| R1 |
106-140 |
106-140 |
106-110 |
106-160 |
| PP |
106-072 |
106-072 |
106-072 |
106-082 |
| S1 |
106-032 |
106-032 |
106-090 |
106-052 |
| S2 |
105-285 |
105-285 |
106-080 |
|
| S3 |
105-178 |
105-245 |
106-070 |
|
| S4 |
105-070 |
105-138 |
106-041 |
|
|
| 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 |
106-112 |
104-310 |
1-122 |
1.3% |
0-122 |
0.4% |
97% |
True |
False |
89,416 |
| 10 |
106-112 |
104-295 |
1-138 |
1.3% |
0-113 |
0.3% |
97% |
True |
False |
1,690,249 |
| 20 |
106-135 |
104-295 |
1-160 |
1.4% |
0-103 |
0.3% |
93% |
False |
False |
1,401,785 |
| 40 |
106-135 |
104-202 |
1-252 |
1.7% |
0-128 |
0.4% |
94% |
False |
False |
1,449,908 |
| 60 |
107-232 |
104-202 |
3-030 |
2.9% |
0-122 |
0.4% |
54% |
False |
False |
1,358,868 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-127 |
0.4% |
49% |
False |
False |
1,344,426 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-125 |
0.4% |
35% |
False |
False |
1,076,040 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-108 |
0.3% |
35% |
False |
False |
896,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-249 |
|
2.618 |
107-074 |
|
1.618 |
106-286 |
|
1.000 |
106-220 |
|
0.618 |
106-179 |
|
HIGH |
106-112 |
|
0.618 |
106-071 |
|
0.500 |
106-059 |
|
0.382 |
106-046 |
|
LOW |
106-005 |
|
0.618 |
105-259 |
|
1.000 |
105-218 |
|
1.618 |
105-151 |
|
2.618 |
105-044 |
|
4.250 |
104-188 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-086 |
106-059 |
| PP |
106-072 |
106-018 |
| S1 |
106-059 |
105-296 |
|