ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105-312 |
106-075 |
0-082 |
0.2% |
105-285 |
| High |
106-095 |
107-008 |
0-232 |
0.7% |
106-312 |
| Low |
105-312 |
106-070 |
0-078 |
0.2% |
105-280 |
| Close |
106-082 |
106-240 |
0-158 |
0.5% |
106-032 |
| Range |
0-102 |
0-258 |
0-155 |
151.2% |
1-032 |
| ATR |
0-119 |
0-129 |
0-010 |
8.4% |
0-000 |
| Volume |
962,997 |
2,289,217 |
1,326,220 |
137.7% |
7,318,184 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-025 |
108-230 |
107-062 |
|
| R3 |
108-088 |
107-292 |
106-311 |
|
| R2 |
107-150 |
107-150 |
106-287 |
|
| R1 |
107-035 |
107-035 |
106-264 |
107-092 |
| PP |
106-212 |
106-212 |
106-212 |
106-241 |
| S1 |
106-098 |
106-098 |
106-216 |
106-155 |
| S2 |
105-275 |
105-275 |
106-193 |
|
| S3 |
105-018 |
105-160 |
106-169 |
|
| S4 |
104-080 |
104-222 |
106-098 |
|
|
| 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 |
107-008 |
105-302 |
1-025 |
1.0% |
0-152 |
0.4% |
75% |
True |
False |
1,432,094 |
| 10 |
107-008 |
105-105 |
1-222 |
1.6% |
0-142 |
0.4% |
84% |
True |
False |
1,462,661 |
| 20 |
107-008 |
105-088 |
1-240 |
1.6% |
0-124 |
0.4% |
84% |
True |
False |
1,418,253 |
| 40 |
107-008 |
104-302 |
2-025 |
1.9% |
0-115 |
0.3% |
87% |
True |
False |
710,729 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-090 |
0.3% |
68% |
False |
False |
473,934 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-070 |
0.2% |
57% |
False |
False |
355,450 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-056 |
0.2% |
39% |
False |
False |
284,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-142 |
|
2.618 |
109-042 |
|
1.618 |
108-104 |
|
1.000 |
107-265 |
|
0.618 |
107-167 |
|
HIGH |
107-008 |
|
0.618 |
106-229 |
|
0.500 |
106-199 |
|
0.382 |
106-168 |
|
LOW |
106-070 |
|
0.618 |
105-231 |
|
1.000 |
105-132 |
|
1.618 |
104-293 |
|
2.618 |
104-036 |
|
4.250 |
102-256 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-226 |
106-212 |
| PP |
106-212 |
106-183 |
| S1 |
106-199 |
106-155 |
|