ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-120 |
105-202 |
-0-238 |
-0.7% |
105-168 |
| High |
106-120 |
105-228 |
-0-212 |
-0.6% |
106-130 |
| Low |
105-222 |
105-192 |
-0-030 |
-0.1% |
105-160 |
| Close |
105-238 |
105-205 |
-0-032 |
-0.1% |
105-238 |
| Range |
0-218 |
0-035 |
-0-182 |
-83.9% |
0-290 |
| ATR |
0-120 |
0-114 |
-0-005 |
-4.5% |
0-000 |
| Volume |
385 |
2,574 |
2,189 |
568.6% |
24,212 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-313 |
105-294 |
105-224 |
|
| R3 |
105-278 |
105-259 |
105-215 |
|
| R2 |
105-243 |
105-243 |
105-211 |
|
| R1 |
105-224 |
105-224 |
105-208 |
105-234 |
| PP |
105-208 |
105-208 |
105-208 |
105-213 |
| S1 |
105-189 |
105-189 |
105-202 |
105-199 |
| S2 |
105-173 |
105-173 |
105-199 |
|
| S3 |
105-138 |
105-154 |
105-195 |
|
| S4 |
105-103 |
105-119 |
105-186 |
|
|
| 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 |
105-192 |
0-258 |
0.8% |
0-110 |
0.3% |
5% |
False |
True |
2,795 |
| 10 |
106-130 |
104-295 |
1-155 |
1.4% |
0-116 |
0.3% |
48% |
False |
False |
748,248 |
| 20 |
106-135 |
104-295 |
1-160 |
1.4% |
0-107 |
0.3% |
48% |
False |
False |
1,240,762 |
| 40 |
106-135 |
104-202 |
1-252 |
1.7% |
0-118 |
0.4% |
56% |
False |
False |
1,298,306 |
| 60 |
107-065 |
104-202 |
2-182 |
2.4% |
0-121 |
0.4% |
39% |
False |
False |
1,292,564 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-123 |
0.4% |
29% |
False |
False |
1,343,296 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-126 |
0.4% |
21% |
False |
False |
1,076,107 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-110 |
0.3% |
21% |
False |
False |
896,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-056 |
|
2.618 |
105-319 |
|
1.618 |
105-284 |
|
1.000 |
105-262 |
|
0.618 |
105-249 |
|
HIGH |
105-228 |
|
0.618 |
105-214 |
|
0.500 |
105-210 |
|
0.382 |
105-206 |
|
LOW |
105-192 |
|
0.618 |
105-171 |
|
1.000 |
105-158 |
|
1.618 |
105-136 |
|
2.618 |
105-101 |
|
4.250 |
105-044 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-210 |
106-001 |
| PP |
105-208 |
105-282 |
| S1 |
105-207 |
105-244 |
|