ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-300 |
106-230 |
0-250 |
0.7% |
105-168 |
| High |
106-198 |
106-230 |
0-032 |
0.1% |
106-130 |
| Low |
105-282 |
106-090 |
0-128 |
0.4% |
105-160 |
| Close |
106-110 |
106-200 |
0-090 |
0.3% |
105-238 |
| Range |
0-235 |
0-140 |
-0-095 |
-40.4% |
0-290 |
| ATR |
0-121 |
0-123 |
0-001 |
1.1% |
0-000 |
| Volume |
717 |
62 |
-655 |
-91.4% |
24,212 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-273 |
107-217 |
106-277 |
|
| R3 |
107-133 |
107-077 |
106-238 |
|
| R2 |
106-313 |
106-313 |
106-226 |
|
| R1 |
106-257 |
106-257 |
106-213 |
106-215 |
| PP |
106-173 |
106-173 |
106-173 |
106-152 |
| S1 |
106-117 |
106-117 |
106-187 |
106-075 |
| S2 |
106-033 |
106-033 |
106-174 |
|
| S3 |
105-213 |
105-297 |
106-162 |
|
| S4 |
105-073 |
105-157 |
106-123 |
|
|
| 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 |
106-230 |
105-192 |
1-038 |
1.0% |
0-132 |
0.4% |
92% |
True |
False |
787 |
| 10 |
106-230 |
105-055 |
1-175 |
1.5% |
0-122 |
0.4% |
94% |
True |
False |
7,845 |
| 20 |
106-230 |
104-295 |
1-255 |
1.7% |
0-109 |
0.3% |
95% |
True |
False |
1,041,625 |
| 40 |
106-230 |
104-202 |
2-028 |
2.0% |
0-115 |
0.3% |
96% |
True |
False |
1,176,632 |
| 60 |
107-065 |
104-202 |
2-182 |
2.4% |
0-124 |
0.4% |
78% |
False |
False |
1,242,938 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-123 |
0.4% |
58% |
False |
False |
1,339,473 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-128 |
0.4% |
42% |
False |
False |
1,076,086 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-114 |
0.3% |
42% |
False |
False |
896,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-185 |
|
2.618 |
107-277 |
|
1.618 |
107-137 |
|
1.000 |
107-050 |
|
0.618 |
106-317 |
|
HIGH |
106-230 |
|
0.618 |
106-177 |
|
0.500 |
106-160 |
|
0.382 |
106-143 |
|
LOW |
106-090 |
|
0.618 |
106-003 |
|
1.000 |
105-270 |
|
1.618 |
105-183 |
|
2.618 |
105-043 |
|
4.250 |
104-135 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-187 |
106-162 |
| PP |
106-173 |
106-124 |
| S1 |
106-160 |
106-086 |
|