ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-098 |
106-180 |
0-082 |
0.2% |
105-280 |
| High |
106-210 |
106-258 |
0-048 |
0.1% |
106-005 |
| Low |
106-068 |
106-135 |
0-068 |
0.2% |
105-088 |
| Close |
106-175 |
106-238 |
0-062 |
0.2% |
105-255 |
| Range |
0-142 |
0-122 |
-0-020 |
-14.0% |
0-238 |
| ATR |
0-115 |
0-116 |
0-001 |
0.5% |
0-000 |
| Volume |
1,542,902 |
1,517,117 |
-25,785 |
-1.7% |
9,955,240 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-258 |
107-210 |
106-305 |
|
| R3 |
107-135 |
107-088 |
106-271 |
|
| R2 |
107-012 |
107-012 |
106-260 |
|
| R1 |
106-285 |
106-285 |
106-249 |
106-309 |
| PP |
106-210 |
106-210 |
106-210 |
106-222 |
| S1 |
106-162 |
106-162 |
106-226 |
106-186 |
| S2 |
106-088 |
106-088 |
106-215 |
|
| S3 |
105-285 |
106-040 |
106-204 |
|
| S4 |
105-162 |
105-238 |
106-170 |
|
|
| 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 |
106-258 |
105-105 |
1-152 |
1.4% |
0-132 |
0.4% |
96% |
True |
False |
1,493,228 |
| 10 |
106-258 |
105-088 |
1-170 |
1.4% |
0-120 |
0.3% |
96% |
True |
False |
2,065,546 |
| 20 |
106-262 |
105-088 |
1-175 |
1.4% |
0-107 |
0.3% |
95% |
False |
False |
1,062,429 |
| 40 |
106-262 |
104-302 |
1-280 |
1.8% |
0-112 |
0.3% |
96% |
False |
False |
531,889 |
| 60 |
107-210 |
104-302 |
2-228 |
2.5% |
0-077 |
0.2% |
66% |
False |
False |
354,593 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-060 |
0.2% |
57% |
False |
False |
265,945 |
| 100 |
109-188 |
104-302 |
4-205 |
4.3% |
0-049 |
0.1% |
39% |
False |
False |
212,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-138 |
|
2.618 |
107-258 |
|
1.618 |
107-136 |
|
1.000 |
107-060 |
|
0.618 |
107-013 |
|
HIGH |
106-258 |
|
0.618 |
106-211 |
|
0.500 |
106-196 |
|
0.382 |
106-182 |
|
LOW |
106-135 |
|
0.618 |
106-059 |
|
1.000 |
106-012 |
|
1.618 |
105-257 |
|
2.618 |
105-134 |
|
4.250 |
104-254 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-224 |
106-195 |
| PP |
106-210 |
106-152 |
| S1 |
106-196 |
106-109 |
|