ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-262 |
105-300 |
0-038 |
0.1% |
105-168 |
| High |
105-292 |
106-198 |
0-225 |
0.7% |
106-130 |
| Low |
105-262 |
105-282 |
0-020 |
0.1% |
105-160 |
| Close |
105-285 |
106-110 |
0-145 |
0.4% |
105-238 |
| Range |
0-030 |
0-235 |
0-205 |
683.3% |
0-290 |
| ATR |
0-113 |
0-121 |
0-009 |
7.8% |
0-000 |
| Volume |
198 |
717 |
519 |
262.1% |
24,212 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-155 |
108-048 |
106-239 |
|
| R3 |
107-240 |
107-132 |
106-175 |
|
| R2 |
107-005 |
107-005 |
106-153 |
|
| R1 |
106-218 |
106-218 |
106-132 |
106-271 |
| PP |
106-090 |
106-090 |
106-090 |
106-117 |
| S1 |
105-302 |
105-302 |
106-088 |
106-036 |
| S2 |
105-175 |
105-175 |
106-067 |
|
| S3 |
104-260 |
105-068 |
106-045 |
|
| S4 |
104-025 |
104-152 |
105-301 |
|
|
| 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 |
106-198 |
105-192 |
1-005 |
1.0% |
0-115 |
0.3% |
73% |
True |
False |
1,534 |
| 10 |
106-198 |
104-310 |
1-208 |
1.6% |
0-118 |
0.3% |
83% |
True |
False |
45,475 |
| 20 |
106-198 |
104-295 |
1-222 |
1.6% |
0-111 |
0.3% |
84% |
True |
False |
1,132,887 |
| 40 |
106-198 |
104-202 |
1-315 |
1.9% |
0-116 |
0.3% |
86% |
True |
False |
1,209,611 |
| 60 |
107-065 |
104-202 |
2-182 |
2.4% |
0-123 |
0.4% |
67% |
False |
False |
1,260,299 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-123 |
0.4% |
50% |
False |
False |
1,342,154 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-127 |
0.4% |
36% |
False |
False |
1,076,109 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-113 |
0.3% |
36% |
False |
False |
896,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-236 |
|
2.618 |
108-173 |
|
1.618 |
107-258 |
|
1.000 |
107-112 |
|
0.618 |
107-023 |
|
HIGH |
106-198 |
|
0.618 |
106-108 |
|
0.500 |
106-080 |
|
0.382 |
106-052 |
|
LOW |
105-282 |
|
0.618 |
105-137 |
|
1.000 |
105-048 |
|
1.618 |
104-222 |
|
2.618 |
103-307 |
|
4.250 |
102-244 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-100 |
106-085 |
| PP |
106-090 |
106-060 |
| S1 |
106-080 |
106-035 |
|