ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-255 |
106-285 |
0-030 |
0.1% |
106-312 |
| High |
106-295 |
106-310 |
0-015 |
0.0% |
107-022 |
| Low |
106-240 |
106-242 |
0-002 |
0.0% |
106-198 |
| Close |
106-268 |
106-275 |
0-008 |
0.0% |
106-272 |
| Range |
0-055 |
0-068 |
0-012 |
22.7% |
0-145 |
| ATR |
0-120 |
0-116 |
-0-004 |
-3.1% |
0-000 |
| Volume |
787,135 |
1,010,774 |
223,639 |
28.4% |
4,111,766 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-158 |
107-124 |
106-312 |
|
| R3 |
107-091 |
107-057 |
106-294 |
|
| R2 |
107-023 |
107-023 |
106-287 |
|
| R1 |
106-309 |
106-309 |
106-281 |
106-292 |
| PP |
106-276 |
106-276 |
106-276 |
106-268 |
| S1 |
106-242 |
106-242 |
106-269 |
106-225 |
| S2 |
106-208 |
106-208 |
106-263 |
|
| S3 |
106-141 |
106-174 |
106-256 |
|
| S4 |
106-073 |
106-107 |
106-238 |
|
|
| 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% |
0-092 |
0.3% |
53% |
False |
False |
968,778 |
| 10 |
107-065 |
105-312 |
1-072 |
1.1% |
0-119 |
0.3% |
72% |
False |
False |
1,279,834 |
| 20 |
107-065 |
105-088 |
1-298 |
1.8% |
0-125 |
0.4% |
82% |
False |
False |
1,551,597 |
| 40 |
107-065 |
105-012 |
2-052 |
2.0% |
0-114 |
0.3% |
84% |
False |
False |
949,311 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-104 |
0.3% |
85% |
False |
False |
633,036 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-078 |
0.2% |
61% |
False |
False |
474,777 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-064 |
0.2% |
41% |
False |
False |
379,822 |
| 120 |
109-188 |
104-302 |
4-205 |
4.3% |
0-054 |
0.2% |
41% |
False |
False |
316,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-277 |
|
2.618 |
107-167 |
|
1.618 |
107-099 |
|
1.000 |
107-058 |
|
0.618 |
107-032 |
|
HIGH |
106-310 |
|
0.618 |
106-284 |
|
0.500 |
106-276 |
|
0.382 |
106-268 |
|
LOW |
106-242 |
|
0.618 |
106-201 |
|
1.000 |
106-175 |
|
1.618 |
106-133 |
|
2.618 |
106-066 |
|
4.250 |
105-276 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-276 |
106-285 |
| PP |
106-276 |
106-282 |
| S1 |
106-275 |
106-278 |
|