ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-258 |
106-255 |
-0-002 |
0.0% |
106-312 |
| High |
107-010 |
106-295 |
-0-035 |
-0.1% |
107-022 |
| Low |
106-242 |
106-240 |
-0-002 |
0.0% |
106-198 |
| Close |
106-272 |
106-268 |
-0-005 |
0.0% |
106-272 |
| Range |
0-088 |
0-055 |
-0-032 |
-37.1% |
0-145 |
| ATR |
0-125 |
0-120 |
-0-005 |
-4.0% |
0-000 |
| Volume |
896,773 |
787,135 |
-109,638 |
-12.2% |
4,111,766 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-112 |
107-085 |
106-298 |
|
| R3 |
107-058 |
107-030 |
106-283 |
|
| R2 |
107-002 |
107-002 |
106-278 |
|
| R1 |
106-295 |
106-295 |
106-273 |
106-309 |
| PP |
106-268 |
106-268 |
106-268 |
106-274 |
| S1 |
106-240 |
106-240 |
106-262 |
106-254 |
| S2 |
106-212 |
106-212 |
106-257 |
|
| S3 |
106-158 |
106-185 |
106-252 |
|
| S4 |
106-102 |
106-130 |
106-237 |
|
|
| 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 |
107-022 |
106-198 |
0-145 |
0.4% |
0-098 |
0.3% |
48% |
False |
False |
979,780 |
| 10 |
107-065 |
105-302 |
1-082 |
1.2% |
0-116 |
0.3% |
71% |
False |
False |
1,274,775 |
| 20 |
107-065 |
105-088 |
1-298 |
1.8% |
0-125 |
0.4% |
81% |
False |
False |
1,623,166 |
| 40 |
107-065 |
105-012 |
2-052 |
2.0% |
0-114 |
0.3% |
83% |
False |
False |
924,048 |
| 60 |
107-155 |
104-302 |
2-172 |
2.4% |
0-103 |
0.3% |
74% |
False |
False |
616,190 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-077 |
0.2% |
60% |
False |
False |
462,142 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-063 |
0.2% |
41% |
False |
False |
369,714 |
| 120 |
109-188 |
104-302 |
4-205 |
4.3% |
0-053 |
0.2% |
41% |
False |
False |
308,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-209 |
|
2.618 |
107-119 |
|
1.618 |
107-064 |
|
1.000 |
107-030 |
|
0.618 |
107-009 |
|
HIGH |
106-295 |
|
0.618 |
106-274 |
|
0.500 |
106-268 |
|
0.382 |
106-261 |
|
LOW |
106-240 |
|
0.618 |
106-206 |
|
1.000 |
106-185 |
|
1.618 |
106-151 |
|
2.618 |
106-096 |
|
4.250 |
106-006 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-268 |
106-278 |
| PP |
106-268 |
106-274 |
| S1 |
106-268 |
106-271 |
|