ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-252 |
106-248 |
-0-005 |
0.0% |
105-285 |
| High |
106-265 |
106-312 |
0-048 |
0.1% |
106-312 |
| Low |
106-200 |
106-015 |
-0-185 |
-0.5% |
105-280 |
| Close |
106-258 |
106-032 |
-0-225 |
-0.7% |
106-032 |
| Range |
0-065 |
0-298 |
0-232 |
357.7% |
1-032 |
| ATR |
0-112 |
0-125 |
0-013 |
11.8% |
0-000 |
| Volume |
1,246,947 |
1,701,133 |
454,186 |
36.4% |
7,318,184 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-052 |
108-180 |
106-196 |
|
| R3 |
108-075 |
107-202 |
106-114 |
|
| R2 |
107-098 |
107-098 |
106-087 |
|
| R1 |
106-225 |
106-225 |
106-060 |
106-172 |
| PP |
106-120 |
106-120 |
106-120 |
106-094 |
| S1 |
105-248 |
105-248 |
106-005 |
105-195 |
| S2 |
105-142 |
105-142 |
105-298 |
|
| S3 |
104-165 |
104-270 |
105-271 |
|
| S4 |
103-188 |
103-292 |
105-189 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-199 |
108-308 |
106-226 |
|
| R3 |
108-167 |
107-276 |
106-129 |
|
| R2 |
107-134 |
107-134 |
106-097 |
|
| R1 |
106-243 |
106-243 |
106-065 |
107-029 |
| PP |
106-102 |
106-102 |
106-102 |
106-154 |
| S1 |
105-211 |
105-211 |
106-000 |
105-316 |
| S2 |
105-069 |
105-069 |
105-288 |
|
| S3 |
104-037 |
104-178 |
105-256 |
|
| S4 |
103-004 |
103-146 |
105-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-312 |
105-280 |
1-032 |
1.0% |
0-153 |
0.5% |
21% |
True |
False |
1,463,636 |
| 10 |
106-312 |
105-088 |
1-225 |
1.6% |
0-134 |
0.4% |
49% |
True |
False |
1,971,557 |
| 20 |
106-312 |
105-088 |
1-225 |
1.6% |
0-118 |
0.3% |
49% |
True |
False |
1,208,991 |
| 40 |
106-312 |
104-302 |
2-010 |
1.9% |
0-115 |
0.3% |
57% |
True |
False |
605,529 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-083 |
0.2% |
44% |
False |
False |
403,728 |
| 80 |
108-028 |
104-302 |
3-045 |
3.0% |
0-065 |
0.2% |
37% |
False |
False |
302,796 |
| 100 |
109-182 |
104-302 |
4-200 |
4.4% |
0-052 |
0.2% |
25% |
False |
False |
242,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-297 |
|
2.618 |
109-131 |
|
1.618 |
108-154 |
|
1.000 |
107-290 |
|
0.618 |
107-176 |
|
HIGH |
106-312 |
|
0.618 |
106-199 |
|
0.500 |
106-164 |
|
0.382 |
106-129 |
|
LOW |
106-015 |
|
0.618 |
105-151 |
|
1.000 |
105-038 |
|
1.618 |
104-174 |
|
2.618 |
103-196 |
|
4.250 |
102-031 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-164 |
106-164 |
| PP |
106-120 |
106-120 |
| S1 |
106-076 |
106-076 |
|