ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-248 |
106-018 |
-0-230 |
-0.7% |
105-285 |
| High |
106-312 |
106-022 |
-0-290 |
-0.8% |
106-312 |
| Low |
106-015 |
105-302 |
-0-032 |
-0.1% |
105-280 |
| Close |
106-032 |
105-315 |
-0-038 |
-0.1% |
106-032 |
| Range |
0-298 |
0-040 |
-0-258 |
-86.6% |
1-032 |
| ATR |
0-125 |
0-120 |
-0-005 |
-4.3% |
0-000 |
| Volume |
1,701,133 |
960,179 |
-740,954 |
-43.6% |
7,318,184 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-120 |
106-098 |
106-017 |
|
| R3 |
106-080 |
106-058 |
106-006 |
|
| R2 |
106-040 |
106-040 |
106-002 |
|
| R1 |
106-018 |
106-018 |
105-319 |
106-009 |
| PP |
106-000 |
106-000 |
106-000 |
105-316 |
| S1 |
105-298 |
105-298 |
105-311 |
105-289 |
| S2 |
105-280 |
105-280 |
105-308 |
|
| S3 |
105-240 |
105-258 |
105-304 |
|
| S4 |
105-200 |
105-218 |
105-293 |
|
|
| 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 |
105-302 |
1-010 |
1.0% |
0-134 |
0.4% |
4% |
False |
True |
1,393,655 |
| 10 |
106-312 |
105-088 |
1-225 |
1.6% |
0-131 |
0.4% |
42% |
False |
False |
1,823,360 |
| 20 |
106-312 |
105-088 |
1-225 |
1.6% |
0-116 |
0.3% |
42% |
False |
False |
1,256,814 |
| 40 |
106-312 |
104-302 |
2-010 |
1.9% |
0-113 |
0.3% |
51% |
False |
False |
629,470 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-084 |
0.2% |
39% |
False |
False |
419,731 |
| 80 |
108-028 |
104-302 |
3-045 |
3.0% |
0-065 |
0.2% |
33% |
False |
False |
314,798 |
| 100 |
109-182 |
104-302 |
4-200 |
4.4% |
0-053 |
0.2% |
22% |
False |
False |
251,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-192 |
|
2.618 |
106-127 |
|
1.618 |
106-087 |
|
1.000 |
106-062 |
|
0.618 |
106-047 |
|
HIGH |
106-022 |
|
0.618 |
106-007 |
|
0.500 |
106-002 |
|
0.382 |
105-318 |
|
LOW |
105-302 |
|
0.618 |
105-278 |
|
1.000 |
105-262 |
|
1.618 |
105-238 |
|
2.618 |
105-198 |
|
4.250 |
105-132 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-002 |
106-148 |
| PP |
106-000 |
106-097 |
| S1 |
105-318 |
106-046 |
|