ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-202 |
105-262 |
0-060 |
0.2% |
105-168 |
| High |
105-228 |
105-292 |
0-065 |
0.2% |
106-130 |
| Low |
105-192 |
105-262 |
0-070 |
0.2% |
105-160 |
| Close |
105-205 |
105-285 |
0-080 |
0.2% |
105-238 |
| Range |
0-035 |
0-030 |
-0-005 |
-14.3% |
0-290 |
| ATR |
0-114 |
0-113 |
-0-002 |
-1.7% |
0-000 |
| Volume |
2,574 |
198 |
-2,376 |
-92.3% |
24,212 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-050 |
106-038 |
105-302 |
|
| R3 |
106-020 |
106-008 |
105-293 |
|
| R2 |
105-310 |
105-310 |
105-290 |
|
| R1 |
105-298 |
105-298 |
105-288 |
105-304 |
| PP |
105-280 |
105-280 |
105-280 |
105-283 |
| S1 |
105-268 |
105-268 |
105-282 |
105-274 |
| S2 |
105-250 |
105-250 |
105-280 |
|
| S3 |
105-220 |
105-238 |
105-277 |
|
| S4 |
105-190 |
105-208 |
105-268 |
|
|
| 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% |
0-090 |
0.3% |
36% |
False |
False |
2,213 |
| 10 |
106-130 |
104-295 |
1-155 |
1.4% |
0-106 |
0.3% |
65% |
False |
False |
248,825 |
| 20 |
106-135 |
104-295 |
1-160 |
1.4% |
0-106 |
0.3% |
65% |
False |
False |
1,199,477 |
| 40 |
106-135 |
104-202 |
1-252 |
1.7% |
0-114 |
0.3% |
70% |
False |
False |
1,250,976 |
| 60 |
107-065 |
104-202 |
2-182 |
2.4% |
0-120 |
0.4% |
49% |
False |
False |
1,274,794 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-122 |
0.4% |
37% |
False |
False |
1,342,491 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-125 |
0.4% |
26% |
False |
False |
1,076,102 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-111 |
0.3% |
26% |
False |
False |
896,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-100 |
|
2.618 |
106-051 |
|
1.618 |
106-021 |
|
1.000 |
106-002 |
|
0.618 |
105-311 |
|
HIGH |
105-292 |
|
0.618 |
105-281 |
|
0.500 |
105-278 |
|
0.382 |
105-274 |
|
LOW |
105-262 |
|
0.618 |
105-244 |
|
1.000 |
105-232 |
|
1.618 |
105-214 |
|
2.618 |
105-184 |
|
4.250 |
105-135 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105-282 |
105-316 |
| PP |
105-280 |
105-306 |
| S1 |
105-278 |
105-295 |
|