ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-315 |
106-312 |
-0-002 |
0.0% |
106-018 |
| High |
107-065 |
107-000 |
-0-065 |
-0.2% |
107-065 |
| Low |
106-270 |
106-222 |
-0-048 |
-0.1% |
105-302 |
| Close |
107-020 |
106-235 |
-0-105 |
-0.3% |
107-020 |
| Range |
0-115 |
0-098 |
-0-018 |
-15.2% |
1-082 |
| ATR |
0-130 |
0-129 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,792,661 |
1,065,782 |
-726,879 |
-40.5% |
7,848,850 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-232 |
107-171 |
106-289 |
|
| R3 |
107-134 |
107-073 |
106-262 |
|
| R2 |
107-037 |
107-037 |
106-253 |
|
| R1 |
106-296 |
106-296 |
106-244 |
106-278 |
| PP |
106-259 |
106-259 |
106-259 |
106-250 |
| S1 |
106-198 |
106-198 |
106-226 |
106-180 |
| S2 |
106-162 |
106-162 |
106-217 |
|
| S3 |
106-064 |
106-101 |
106-208 |
|
| S4 |
105-287 |
106-003 |
106-181 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-163 |
110-014 |
107-241 |
|
| R3 |
109-081 |
108-252 |
107-131 |
|
| R2 |
107-318 |
107-318 |
107-094 |
|
| R1 |
107-169 |
107-169 |
107-057 |
107-244 |
| PP |
106-236 |
106-236 |
106-236 |
106-273 |
| S1 |
106-087 |
106-087 |
106-303 |
106-161 |
| S2 |
105-153 |
105-153 |
106-266 |
|
| S3 |
104-071 |
105-004 |
106-229 |
|
| S4 |
102-308 |
103-242 |
106-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-065 |
105-312 |
1-072 |
1.1% |
0-147 |
0.4% |
62% |
False |
False |
1,590,890 |
| 10 |
107-065 |
105-302 |
1-082 |
1.2% |
0-140 |
0.4% |
63% |
False |
False |
1,492,273 |
| 20 |
107-065 |
105-088 |
1-298 |
1.8% |
0-123 |
0.4% |
76% |
False |
False |
1,645,905 |
| 40 |
107-065 |
104-302 |
2-082 |
2.1% |
0-114 |
0.3% |
79% |
False |
False |
828,227 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-096 |
0.3% |
67% |
False |
False |
552,305 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-074 |
0.2% |
57% |
False |
False |
414,228 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-060 |
0.2% |
39% |
False |
False |
331,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-094 |
|
2.618 |
107-255 |
|
1.618 |
107-158 |
|
1.000 |
107-098 |
|
0.618 |
107-060 |
|
HIGH |
107-000 |
|
0.618 |
106-283 |
|
0.500 |
106-271 |
|
0.382 |
106-260 |
|
LOW |
106-222 |
|
0.618 |
106-162 |
|
1.000 |
106-125 |
|
1.618 |
106-065 |
|
2.618 |
105-287 |
|
4.250 |
105-128 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-271 |
106-292 |
| PP |
106-259 |
106-273 |
| S1 |
106-247 |
106-254 |
|