ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-230 |
106-110 |
-0-120 |
-0.4% |
105-202 |
| High |
106-230 |
106-222 |
-0-008 |
0.0% |
106-230 |
| Low |
106-090 |
106-110 |
0-020 |
0.1% |
105-192 |
| Close |
106-200 |
106-188 |
-0-012 |
0.0% |
106-188 |
| Range |
0-140 |
0-112 |
-0-028 |
-19.6% |
1-038 |
| ATR |
0-123 |
0-122 |
-0-001 |
-0.6% |
0-000 |
| Volume |
62 |
375 |
313 |
504.8% |
3,926 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-191 |
107-142 |
106-249 |
|
| R3 |
107-078 |
107-029 |
106-218 |
|
| R2 |
106-286 |
106-286 |
106-208 |
|
| R1 |
106-237 |
106-237 |
106-198 |
106-261 |
| PP |
106-173 |
106-173 |
106-173 |
106-186 |
| S1 |
106-124 |
106-124 |
106-177 |
106-149 |
| S2 |
106-061 |
106-061 |
106-167 |
|
| S3 |
105-268 |
106-012 |
106-157 |
|
| S4 |
105-156 |
105-219 |
106-126 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-209 |
109-076 |
107-064 |
|
| R3 |
108-172 |
108-038 |
106-286 |
|
| R2 |
107-134 |
107-134 |
106-253 |
|
| R1 |
107-001 |
107-001 |
106-220 |
107-068 |
| PP |
106-097 |
106-097 |
106-097 |
106-130 |
| S1 |
105-283 |
105-283 |
106-155 |
106-030 |
| S2 |
105-059 |
105-059 |
106-122 |
|
| S3 |
104-022 |
104-246 |
106-089 |
|
| S4 |
102-304 |
103-208 |
105-311 |
|
|
| 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% |
0-110 |
0.3% |
88% |
False |
False |
785 |
| 10 |
106-230 |
105-160 |
1-070 |
1.1% |
0-120 |
0.4% |
89% |
False |
False |
2,813 |
| 20 |
106-230 |
104-295 |
1-255 |
1.7% |
0-108 |
0.3% |
93% |
False |
False |
981,631 |
| 40 |
106-230 |
104-202 |
2-028 |
2.0% |
0-115 |
0.3% |
94% |
False |
False |
1,142,671 |
| 60 |
107-065 |
104-202 |
2-182 |
2.4% |
0-123 |
0.4% |
76% |
False |
False |
1,220,823 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-123 |
0.4% |
57% |
False |
False |
1,324,779 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-128 |
0.4% |
41% |
False |
False |
1,076,085 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-114 |
0.3% |
41% |
False |
False |
896,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-061 |
|
2.618 |
107-197 |
|
1.618 |
107-085 |
|
1.000 |
107-015 |
|
0.618 |
106-292 |
|
HIGH |
106-222 |
|
0.618 |
106-180 |
|
0.500 |
106-166 |
|
0.382 |
106-153 |
|
LOW |
106-110 |
|
0.618 |
106-040 |
|
1.000 |
105-318 |
|
1.618 |
105-248 |
|
2.618 |
105-135 |
|
4.250 |
104-272 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-180 |
106-157 |
| PP |
106-173 |
106-127 |
| S1 |
106-166 |
106-096 |
|