ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-205 |
105-285 |
0-080 |
0.2% |
105-280 |
| High |
105-310 |
106-098 |
0-108 |
0.3% |
106-005 |
| Low |
105-165 |
105-280 |
0-115 |
0.3% |
105-088 |
| Close |
105-255 |
106-085 |
0-150 |
0.4% |
105-255 |
| Range |
0-145 |
0-138 |
-0-008 |
-5.2% |
0-238 |
| ATR |
0-109 |
0-113 |
0-004 |
3.5% |
0-000 |
| Volume |
1,904,541 |
1,310,085 |
-594,456 |
-31.2% |
9,955,240 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-140 |
107-090 |
106-161 |
|
| R3 |
107-002 |
106-272 |
106-123 |
|
| R2 |
106-185 |
106-185 |
106-110 |
|
| R1 |
106-135 |
106-135 |
106-098 |
106-160 |
| PP |
106-048 |
106-048 |
106-048 |
106-060 |
| S1 |
105-318 |
105-318 |
106-072 |
106-022 |
| S2 |
105-230 |
105-230 |
106-060 |
|
| S3 |
105-092 |
105-180 |
106-047 |
|
| S4 |
104-275 |
105-042 |
106-009 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-295 |
107-192 |
106-066 |
|
| R3 |
107-058 |
106-275 |
106-000 |
|
| R2 |
106-140 |
106-140 |
105-299 |
|
| R1 |
106-038 |
106-038 |
105-277 |
105-290 |
| PP |
105-222 |
105-222 |
105-222 |
105-189 |
| S1 |
105-120 |
105-120 |
105-233 |
105-052 |
| S2 |
104-305 |
104-305 |
105-211 |
|
| S3 |
104-068 |
104-202 |
105-190 |
|
| S4 |
103-150 |
103-285 |
105-124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-098 |
105-088 |
1-010 |
1.0% |
0-129 |
0.4% |
96% |
True |
False |
2,253,065 |
| 10 |
106-110 |
105-088 |
1-022 |
1.0% |
0-106 |
0.3% |
93% |
False |
False |
1,799,538 |
| 20 |
106-262 |
105-088 |
1-175 |
1.5% |
0-100 |
0.3% |
64% |
False |
False |
909,840 |
| 40 |
106-262 |
104-302 |
1-280 |
1.8% |
0-107 |
0.3% |
70% |
False |
False |
455,389 |
| 60 |
108-028 |
104-302 |
3-045 |
3.0% |
0-073 |
0.2% |
42% |
False |
False |
303,593 |
| 80 |
108-032 |
104-302 |
3-050 |
3.0% |
0-057 |
0.2% |
42% |
False |
False |
227,694 |
| 100 |
109-188 |
104-302 |
4-205 |
4.4% |
0-046 |
0.1% |
28% |
False |
False |
182,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-042 |
|
2.618 |
107-137 |
|
1.618 |
107-000 |
|
1.000 |
106-235 |
|
0.618 |
106-182 |
|
HIGH |
106-098 |
|
0.618 |
106-045 |
|
0.500 |
106-029 |
|
0.382 |
106-013 |
|
LOW |
105-280 |
|
0.618 |
105-195 |
|
1.000 |
105-142 |
|
1.618 |
105-058 |
|
2.618 |
104-240 |
|
4.250 |
104-016 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-066 |
106-037 |
| PP |
106-048 |
105-309 |
| S1 |
106-029 |
105-261 |
|