ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-310 |
106-258 |
-0-052 |
-0.2% |
106-312 |
| High |
107-008 |
107-010 |
0-002 |
0.0% |
107-022 |
| Low |
106-225 |
106-242 |
0-018 |
0.1% |
106-198 |
| Close |
106-278 |
106-272 |
-0-005 |
0.0% |
106-272 |
| Range |
0-102 |
0-088 |
-0-015 |
-14.6% |
0-145 |
| ATR |
0-128 |
0-125 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,053,329 |
896,773 |
-156,556 |
-14.9% |
4,111,766 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-224 |
107-176 |
107-001 |
|
| R3 |
107-137 |
107-088 |
106-297 |
|
| R2 |
107-049 |
107-049 |
106-289 |
|
| R1 |
107-001 |
107-001 |
106-281 |
107-025 |
| PP |
106-282 |
106-282 |
106-282 |
106-294 |
| S1 |
106-233 |
106-233 |
106-264 |
106-258 |
| S2 |
106-194 |
106-194 |
106-256 |
|
| S3 |
106-107 |
106-146 |
106-248 |
|
| S4 |
106-019 |
106-058 |
106-224 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-066 |
107-314 |
107-032 |
|
| R3 |
107-241 |
107-169 |
106-312 |
|
| R2 |
107-096 |
107-096 |
106-299 |
|
| R1 |
107-024 |
107-024 |
106-286 |
106-308 |
| PP |
106-271 |
106-271 |
106-271 |
106-252 |
| S1 |
106-199 |
106-199 |
106-259 |
106-162 |
| S2 |
106-126 |
106-126 |
106-246 |
|
| S3 |
105-301 |
106-054 |
106-233 |
|
| S4 |
105-156 |
105-229 |
106-193 |
|
|
| 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% |
0-110 |
0.3% |
40% |
False |
False |
1,180,885 |
| 10 |
107-065 |
105-302 |
1-082 |
1.2% |
0-141 |
0.4% |
72% |
False |
False |
1,366,174 |
| 20 |
107-065 |
105-088 |
1-298 |
1.8% |
0-130 |
0.4% |
82% |
False |
False |
1,731,213 |
| 40 |
107-065 |
104-302 |
2-082 |
2.1% |
0-117 |
0.3% |
84% |
False |
False |
904,371 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-102 |
0.3% |
72% |
False |
False |
603,071 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-078 |
0.2% |
61% |
False |
False |
452,303 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-063 |
0.2% |
41% |
False |
False |
361,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-062 |
|
2.618 |
107-239 |
|
1.618 |
107-152 |
|
1.000 |
107-098 |
|
0.618 |
107-064 |
|
HIGH |
107-010 |
|
0.618 |
106-297 |
|
0.500 |
106-286 |
|
0.382 |
106-276 |
|
LOW |
106-242 |
|
0.618 |
106-188 |
|
1.000 |
106-155 |
|
1.618 |
106-101 |
|
2.618 |
106-013 |
|
4.250 |
105-191 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-286 |
106-272 |
| PP |
106-282 |
106-271 |
| S1 |
106-277 |
106-270 |
|