ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-225 |
106-310 |
0-085 |
0.2% |
106-018 |
| High |
107-022 |
107-008 |
-0-015 |
0.0% |
107-065 |
| Low |
106-198 |
106-225 |
0-028 |
0.1% |
105-302 |
| Close |
107-005 |
106-278 |
-0-048 |
-0.1% |
107-020 |
| Range |
0-145 |
0-102 |
-0-042 |
-29.3% |
1-082 |
| ATR |
0-130 |
0-128 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,095,882 |
1,053,329 |
-42,553 |
-3.9% |
7,848,850 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-264 |
107-213 |
107-014 |
|
| R3 |
107-162 |
107-111 |
106-306 |
|
| R2 |
107-059 |
107-059 |
106-296 |
|
| R1 |
107-008 |
107-008 |
106-287 |
106-302 |
| PP |
106-277 |
106-277 |
106-277 |
106-264 |
| S1 |
106-226 |
106-226 |
106-268 |
106-200 |
| S2 |
106-174 |
106-174 |
106-259 |
|
| S3 |
106-072 |
106-123 |
106-249 |
|
| S4 |
105-289 |
106-021 |
106-221 |
|
|
| 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 |
106-198 |
0-188 |
0.5% |
0-124 |
0.4% |
43% |
False |
False |
1,370,290 |
| 10 |
107-065 |
105-302 |
1-082 |
1.2% |
0-138 |
0.4% |
73% |
False |
False |
1,401,192 |
| 20 |
107-065 |
105-088 |
1-298 |
1.8% |
0-129 |
0.4% |
83% |
False |
False |
1,733,369 |
| 40 |
107-065 |
104-302 |
2-082 |
2.1% |
0-116 |
0.3% |
85% |
False |
False |
881,954 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-100 |
0.3% |
72% |
False |
False |
588,125 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-078 |
0.2% |
61% |
False |
False |
441,094 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-063 |
0.2% |
42% |
False |
False |
352,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-123 |
|
2.618 |
107-276 |
|
1.618 |
107-173 |
|
1.000 |
107-110 |
|
0.618 |
107-071 |
|
HIGH |
107-008 |
|
0.618 |
106-288 |
|
0.500 |
106-276 |
|
0.382 |
106-264 |
|
LOW |
106-225 |
|
0.618 |
106-162 |
|
1.000 |
106-122 |
|
1.618 |
106-059 |
|
2.618 |
105-277 |
|
4.250 |
105-109 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-277 |
106-275 |
| PP |
106-277 |
106-272 |
| S1 |
106-276 |
106-270 |
|