ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-180 |
106-252 |
0-072 |
0.2% |
105-280 |
| High |
106-258 |
106-265 |
0-008 |
0.0% |
106-005 |
| Low |
106-135 |
106-200 |
0-065 |
0.2% |
105-088 |
| Close |
106-238 |
106-258 |
0-020 |
0.1% |
105-255 |
| Range |
0-122 |
0-065 |
-0-058 |
-46.9% |
0-238 |
| ATR |
0-116 |
0-112 |
-0-004 |
-3.1% |
0-000 |
| Volume |
1,517,117 |
1,246,947 |
-270,170 |
-17.8% |
9,955,240 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-116 |
107-092 |
106-293 |
|
| R3 |
107-051 |
107-027 |
106-275 |
|
| R2 |
106-306 |
106-306 |
106-269 |
|
| R1 |
106-282 |
106-282 |
106-263 |
106-294 |
| PP |
106-241 |
106-241 |
106-241 |
106-247 |
| S1 |
106-217 |
106-217 |
106-252 |
106-229 |
| S2 |
106-176 |
106-176 |
106-246 |
|
| S3 |
106-111 |
106-152 |
106-240 |
|
| S4 |
106-046 |
106-087 |
106-222 |
|
|
| 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 |
106-265 |
105-165 |
1-100 |
1.2% |
0-122 |
0.4% |
98% |
True |
False |
1,504,318 |
| 10 |
106-265 |
105-088 |
1-178 |
1.5% |
0-118 |
0.3% |
98% |
True |
False |
2,096,252 |
| 20 |
106-265 |
105-088 |
1-178 |
1.5% |
0-108 |
0.3% |
98% |
True |
False |
1,124,590 |
| 40 |
106-265 |
104-302 |
1-282 |
1.8% |
0-110 |
0.3% |
99% |
True |
False |
563,062 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-078 |
0.2% |
70% |
False |
False |
375,375 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-061 |
0.2% |
59% |
False |
False |
281,531 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-049 |
0.1% |
40% |
False |
False |
225,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-221 |
|
2.618 |
107-115 |
|
1.618 |
107-050 |
|
1.000 |
107-010 |
|
0.618 |
106-305 |
|
HIGH |
106-265 |
|
0.618 |
106-240 |
|
0.500 |
106-232 |
|
0.382 |
106-225 |
|
LOW |
106-200 |
|
0.618 |
106-160 |
|
1.000 |
106-135 |
|
1.618 |
106-095 |
|
2.618 |
106-030 |
|
4.250 |
105-244 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-249 |
106-227 |
| PP |
106-241 |
106-197 |
| S1 |
106-232 |
106-166 |
|