ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-038 |
106-100 |
0-062 |
0.2% |
105-155 |
| High |
106-112 |
106-130 |
0-018 |
0.1% |
105-198 |
| Low |
106-005 |
106-072 |
0-068 |
0.2% |
104-295 |
| Close |
106-100 |
106-128 |
0-028 |
0.1% |
105-138 |
| Range |
0-108 |
0-058 |
-0-050 |
-46.5% |
0-222 |
| ATR |
0-116 |
0-112 |
-0-004 |
-3.6% |
0-000 |
| Volume |
4,115 |
3,797 |
-318 |
-7.7% |
7,455,700 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-282 |
106-262 |
106-159 |
|
| R3 |
106-225 |
106-205 |
106-143 |
|
| R2 |
106-168 |
106-168 |
106-138 |
|
| R1 |
106-148 |
106-148 |
106-133 |
106-158 |
| PP |
106-110 |
106-110 |
106-110 |
106-115 |
| S1 |
106-090 |
106-090 |
106-122 |
106-100 |
| S2 |
106-052 |
106-052 |
106-117 |
|
| S3 |
105-315 |
106-032 |
106-112 |
|
| S4 |
105-258 |
105-295 |
106-096 |
|
|
| 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 |
106-130 |
105-055 |
1-075 |
1.2% |
0-112 |
0.3% |
99% |
True |
False |
14,904 |
| 10 |
106-130 |
104-295 |
1-155 |
1.4% |
0-111 |
0.3% |
99% |
True |
False |
1,503,819 |
| 20 |
106-135 |
104-295 |
1-160 |
1.4% |
0-104 |
0.3% |
98% |
False |
False |
1,355,947 |
| 40 |
106-135 |
104-202 |
1-252 |
1.7% |
0-120 |
0.4% |
99% |
False |
False |
1,382,572 |
| 60 |
107-130 |
104-202 |
2-248 |
2.6% |
0-121 |
0.4% |
64% |
False |
False |
1,334,742 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-127 |
0.4% |
52% |
False |
False |
1,344,339 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-125 |
0.4% |
37% |
False |
False |
1,076,078 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-108 |
0.3% |
37% |
False |
False |
896,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-054 |
|
2.618 |
106-281 |
|
1.618 |
106-223 |
|
1.000 |
106-188 |
|
0.618 |
106-166 |
|
HIGH |
106-130 |
|
0.618 |
106-108 |
|
0.500 |
106-101 |
|
0.382 |
106-094 |
|
LOW |
106-072 |
|
0.618 |
106-037 |
|
1.000 |
106-015 |
|
1.618 |
105-299 |
|
2.618 |
105-242 |
|
4.250 |
105-148 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-119 |
106-097 |
| PP |
106-110 |
106-067 |
| S1 |
106-101 |
106-036 |
|