ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-100 |
106-120 |
0-020 |
0.1% |
105-168 |
| High |
106-130 |
106-120 |
-0-010 |
0.0% |
106-130 |
| Low |
106-072 |
105-222 |
-0-170 |
-0.5% |
105-160 |
| Close |
106-128 |
105-238 |
-0-210 |
-0.6% |
105-238 |
| Range |
0-058 |
0-218 |
0-160 |
278.3% |
0-290 |
| ATR |
0-112 |
0-120 |
0-008 |
7.2% |
0-000 |
| Volume |
3,797 |
385 |
-3,412 |
-89.9% |
24,212 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-312 |
107-172 |
106-037 |
|
| R3 |
107-095 |
106-275 |
105-297 |
|
| R2 |
106-198 |
106-198 |
105-277 |
|
| R1 |
106-058 |
106-058 |
105-257 |
106-019 |
| PP |
105-300 |
105-300 |
105-300 |
105-281 |
| S1 |
105-160 |
105-160 |
105-218 |
105-121 |
| S2 |
105-082 |
105-082 |
105-198 |
|
| S3 |
104-185 |
104-262 |
105-178 |
|
| S4 |
103-288 |
104-045 |
105-118 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-192 |
108-025 |
106-077 |
|
| R3 |
107-222 |
107-055 |
105-317 |
|
| R2 |
106-252 |
106-252 |
105-291 |
|
| R1 |
106-085 |
106-085 |
105-264 |
106-169 |
| PP |
105-282 |
105-282 |
105-282 |
106-004 |
| S1 |
105-115 |
105-115 |
105-211 |
105-199 |
| S2 |
104-312 |
104-312 |
105-184 |
|
| S3 |
104-022 |
104-145 |
105-158 |
|
| S4 |
103-052 |
103-175 |
105-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-130 |
105-160 |
0-290 |
0.9% |
0-129 |
0.4% |
27% |
False |
False |
4,842 |
| 10 |
106-130 |
104-295 |
1-155 |
1.4% |
0-118 |
0.3% |
55% |
False |
False |
1,068,312 |
| 20 |
106-135 |
104-295 |
1-160 |
1.4% |
0-110 |
0.3% |
55% |
False |
False |
1,294,727 |
| 40 |
106-135 |
104-202 |
1-252 |
1.7% |
0-122 |
0.4% |
62% |
False |
False |
1,333,720 |
| 60 |
107-065 |
104-202 |
2-182 |
2.4% |
0-123 |
0.4% |
43% |
False |
False |
1,319,341 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-125 |
0.4% |
32% |
False |
False |
1,343,733 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-127 |
0.4% |
23% |
False |
False |
1,076,081 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-110 |
0.3% |
23% |
False |
False |
896,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-084 |
|
2.618 |
108-049 |
|
1.618 |
107-152 |
|
1.000 |
107-018 |
|
0.618 |
106-254 |
|
HIGH |
106-120 |
|
0.618 |
106-037 |
|
0.500 |
106-011 |
|
0.382 |
105-306 |
|
LOW |
105-222 |
|
0.618 |
105-088 |
|
1.000 |
105-005 |
|
1.618 |
104-191 |
|
2.618 |
103-293 |
|
4.250 |
102-258 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-011 |
106-016 |
| PP |
105-300 |
105-303 |
| S1 |
105-269 |
105-270 |
|