ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-285 |
106-098 |
0-132 |
0.4% |
105-280 |
| High |
106-098 |
106-210 |
0-112 |
0.3% |
106-005 |
| Low |
105-280 |
106-068 |
0-108 |
0.3% |
105-088 |
| Close |
106-085 |
106-175 |
0-090 |
0.3% |
105-255 |
| Range |
0-138 |
0-142 |
0-005 |
3.6% |
0-238 |
| ATR |
0-113 |
0-115 |
0-002 |
1.9% |
0-000 |
| Volume |
1,310,085 |
1,542,902 |
232,817 |
17.8% |
9,955,240 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-258 |
107-199 |
106-253 |
|
| R3 |
107-116 |
107-057 |
106-214 |
|
| R2 |
106-293 |
106-293 |
106-201 |
|
| R1 |
106-234 |
106-234 |
106-188 |
106-264 |
| PP |
106-151 |
106-151 |
106-151 |
106-166 |
| S1 |
106-092 |
106-092 |
106-162 |
106-121 |
| S2 |
106-008 |
106-008 |
106-149 |
|
| S3 |
105-186 |
105-269 |
106-136 |
|
| S4 |
105-043 |
105-127 |
106-097 |
|
|
| 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 |
106-210 |
105-088 |
1-122 |
1.3% |
0-130 |
0.4% |
92% |
True |
False |
1,647,662 |
| 10 |
106-210 |
105-088 |
1-122 |
1.3% |
0-114 |
0.3% |
92% |
True |
False |
1,940,421 |
| 20 |
106-262 |
105-088 |
1-175 |
1.5% |
0-105 |
0.3% |
82% |
False |
False |
986,916 |
| 40 |
106-262 |
104-302 |
1-280 |
1.8% |
0-109 |
0.3% |
85% |
False |
False |
493,961 |
| 60 |
107-308 |
104-302 |
3-005 |
2.8% |
0-075 |
0.2% |
53% |
False |
False |
329,308 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-059 |
0.2% |
51% |
False |
False |
246,981 |
| 100 |
109-188 |
104-302 |
4-205 |
4.4% |
0-048 |
0.1% |
35% |
False |
False |
197,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-176 |
|
2.618 |
107-263 |
|
1.618 |
107-121 |
|
1.000 |
107-032 |
|
0.618 |
106-298 |
|
HIGH |
106-210 |
|
0.618 |
106-156 |
|
0.500 |
106-139 |
|
0.382 |
106-122 |
|
LOW |
106-068 |
|
0.618 |
105-299 |
|
1.000 |
105-245 |
|
1.618 |
105-157 |
|
2.618 |
105-014 |
|
4.250 |
104-102 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-163 |
106-126 |
| PP |
106-151 |
106-077 |
| S1 |
106-139 |
106-028 |
|