ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-312 |
106-225 |
-0-088 |
-0.3% |
106-018 |
| High |
107-000 |
107-022 |
0-022 |
0.1% |
107-065 |
| Low |
106-222 |
106-198 |
-0-025 |
-0.1% |
105-302 |
| Close |
106-235 |
107-005 |
0-090 |
0.3% |
107-020 |
| Range |
0-098 |
0-145 |
0-048 |
48.7% |
1-082 |
| ATR |
0-129 |
0-130 |
0-001 |
0.9% |
0-000 |
| Volume |
1,065,782 |
1,095,882 |
30,100 |
2.8% |
7,848,850 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-083 |
108-029 |
107-085 |
|
| R3 |
107-258 |
107-204 |
107-045 |
|
| R2 |
107-113 |
107-113 |
107-032 |
|
| R1 |
107-059 |
107-059 |
107-018 |
107-086 |
| PP |
106-288 |
106-288 |
106-288 |
106-302 |
| S1 |
106-234 |
106-234 |
106-312 |
106-261 |
| S2 |
106-143 |
106-143 |
106-298 |
|
| S3 |
105-318 |
106-089 |
106-285 |
|
| S4 |
105-173 |
105-264 |
106-245 |
|
|
| 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 |
106-070 |
0-315 |
0.9% |
0-156 |
0.5% |
81% |
False |
False |
1,617,467 |
| 10 |
107-065 |
105-302 |
1-082 |
1.2% |
0-140 |
0.4% |
85% |
False |
False |
1,447,571 |
| 20 |
107-065 |
105-088 |
1-298 |
1.8% |
0-127 |
0.4% |
90% |
False |
False |
1,693,996 |
| 40 |
107-065 |
104-302 |
2-082 |
2.1% |
0-116 |
0.3% |
92% |
False |
False |
855,621 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-099 |
0.3% |
78% |
False |
False |
570,569 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-076 |
0.2% |
66% |
False |
False |
427,927 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-062 |
0.2% |
45% |
False |
False |
342,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-319 |
|
2.618 |
108-082 |
|
1.618 |
107-257 |
|
1.000 |
107-168 |
|
0.618 |
107-112 |
|
HIGH |
107-022 |
|
0.618 |
106-287 |
|
0.500 |
106-270 |
|
0.382 |
106-253 |
|
LOW |
106-198 |
|
0.618 |
106-108 |
|
1.000 |
106-052 |
|
1.618 |
105-283 |
|
2.618 |
105-138 |
|
4.250 |
104-221 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-307 |
106-314 |
| PP |
106-288 |
106-302 |
| S1 |
106-270 |
106-291 |
|