ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-018 |
105-312 |
-0-025 |
-0.1% |
105-285 |
| High |
106-022 |
106-095 |
0-072 |
0.2% |
106-312 |
| Low |
105-302 |
105-312 |
0-010 |
0.0% |
105-280 |
| Close |
105-315 |
106-082 |
0-088 |
0.3% |
106-032 |
| Range |
0-040 |
0-102 |
0-062 |
156.3% |
1-032 |
| ATR |
0-120 |
0-119 |
-0-001 |
-1.0% |
0-000 |
| Volume |
960,179 |
962,997 |
2,818 |
0.3% |
7,318,184 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-044 |
107-006 |
106-139 |
|
| R3 |
106-262 |
106-223 |
106-111 |
|
| R2 |
106-159 |
106-159 |
106-101 |
|
| R1 |
106-121 |
106-121 |
106-092 |
106-140 |
| PP |
106-057 |
106-057 |
106-057 |
106-066 |
| S1 |
106-018 |
106-018 |
106-073 |
106-038 |
| S2 |
105-274 |
105-274 |
106-064 |
|
| S3 |
105-172 |
105-236 |
106-054 |
|
| S4 |
105-069 |
105-133 |
106-026 |
|
|
| 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% |
0-126 |
0.4% |
30% |
False |
False |
1,277,674 |
| 10 |
106-312 |
105-088 |
1-225 |
1.6% |
0-128 |
0.4% |
58% |
False |
False |
1,462,668 |
| 20 |
106-312 |
105-088 |
1-225 |
1.6% |
0-118 |
0.3% |
58% |
False |
False |
1,304,729 |
| 40 |
106-312 |
104-302 |
2-010 |
1.9% |
0-112 |
0.3% |
65% |
False |
False |
653,530 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-086 |
0.3% |
49% |
False |
False |
435,780 |
| 80 |
108-028 |
104-302 |
3-045 |
3.0% |
0-067 |
0.2% |
42% |
False |
False |
326,835 |
| 100 |
109-182 |
104-302 |
4-200 |
4.4% |
0-054 |
0.2% |
28% |
False |
False |
261,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-211 |
|
2.618 |
107-043 |
|
1.618 |
106-261 |
|
1.000 |
106-198 |
|
0.618 |
106-158 |
|
HIGH |
106-095 |
|
0.618 |
106-056 |
|
0.500 |
106-044 |
|
0.382 |
106-032 |
|
LOW |
105-312 |
|
0.618 |
105-249 |
|
1.000 |
105-210 |
|
1.618 |
105-147 |
|
2.618 |
105-044 |
|
4.250 |
104-197 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-070 |
106-148 |
| PP |
106-057 |
106-126 |
| S1 |
106-044 |
106-104 |
|