ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-075 |
106-215 |
0-140 |
0.4% |
105-285 |
| High |
107-008 |
107-042 |
0-035 |
0.1% |
106-312 |
| Low |
106-070 |
106-200 |
0-130 |
0.4% |
105-280 |
| Close |
106-240 |
107-012 |
0-092 |
0.3% |
106-032 |
| Range |
0-258 |
0-162 |
-0-095 |
-36.9% |
1-032 |
| ATR |
0-129 |
0-131 |
0-002 |
1.9% |
0-000 |
| Volume |
2,289,217 |
1,843,796 |
-445,421 |
-19.5% |
7,318,184 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-146 |
108-082 |
107-102 |
|
| R3 |
107-303 |
107-239 |
107-057 |
|
| R2 |
107-141 |
107-141 |
107-042 |
|
| R1 |
107-077 |
107-077 |
107-027 |
107-109 |
| PP |
106-298 |
106-298 |
106-298 |
106-314 |
| S1 |
106-234 |
106-234 |
106-318 |
106-266 |
| S2 |
106-136 |
106-136 |
106-303 |
|
| S3 |
105-293 |
106-072 |
106-288 |
|
| S4 |
105-131 |
105-229 |
106-243 |
|
|
| 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 |
107-042 |
105-302 |
1-060 |
1.1% |
0-172 |
0.5% |
92% |
True |
False |
1,551,464 |
| 10 |
107-042 |
105-165 |
1-198 |
1.5% |
0-147 |
0.4% |
94% |
True |
False |
1,527,891 |
| 20 |
107-042 |
105-088 |
1-275 |
1.7% |
0-123 |
0.4% |
95% |
True |
False |
1,508,033 |
| 40 |
107-042 |
104-302 |
2-060 |
2.0% |
0-116 |
0.3% |
96% |
True |
False |
756,824 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-093 |
0.3% |
79% |
False |
False |
504,664 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-072 |
0.2% |
67% |
False |
False |
378,498 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-058 |
0.2% |
45% |
False |
False |
302,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-093 |
|
2.618 |
108-148 |
|
1.618 |
107-305 |
|
1.000 |
107-205 |
|
0.618 |
107-143 |
|
HIGH |
107-042 |
|
0.618 |
106-300 |
|
0.500 |
106-281 |
|
0.382 |
106-262 |
|
LOW |
106-200 |
|
0.618 |
106-100 |
|
1.000 |
106-038 |
|
1.618 |
105-257 |
|
2.618 |
105-095 |
|
4.250 |
104-149 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-315 |
106-281 |
| PP |
106-298 |
106-229 |
| S1 |
106-281 |
106-178 |
|