ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-285 |
106-262 |
-0-022 |
-0.1% |
106-312 |
| High |
106-310 |
106-268 |
-0-042 |
-0.1% |
107-022 |
| Low |
106-242 |
106-160 |
-0-082 |
-0.2% |
106-198 |
| Close |
106-275 |
106-175 |
-0-100 |
-0.3% |
106-272 |
| Range |
0-068 |
0-108 |
0-040 |
59.3% |
0-145 |
| ATR |
0-116 |
0-116 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,010,774 |
1,146,362 |
135,588 |
13.4% |
4,111,766 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-203 |
107-137 |
106-234 |
|
| R3 |
107-096 |
107-029 |
106-205 |
|
| R2 |
106-308 |
106-308 |
106-195 |
|
| R1 |
106-242 |
106-242 |
106-185 |
106-221 |
| PP |
106-201 |
106-201 |
106-201 |
106-191 |
| S1 |
106-134 |
106-134 |
106-165 |
106-114 |
| S2 |
106-093 |
106-093 |
106-155 |
|
| S3 |
105-306 |
106-027 |
106-145 |
|
| S4 |
105-198 |
105-239 |
106-116 |
|
|
| 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 |
107-010 |
106-160 |
0-170 |
0.5% |
0-084 |
0.2% |
9% |
False |
True |
978,874 |
| 10 |
107-065 |
106-070 |
0-315 |
0.9% |
0-120 |
0.4% |
33% |
False |
False |
1,298,171 |
| 20 |
107-065 |
105-088 |
1-298 |
1.8% |
0-124 |
0.4% |
66% |
False |
False |
1,380,419 |
| 40 |
107-065 |
105-012 |
2-052 |
2.0% |
0-116 |
0.3% |
70% |
False |
False |
977,955 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-105 |
0.3% |
71% |
False |
False |
652,142 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-079 |
0.2% |
51% |
False |
False |
489,107 |
| 100 |
108-220 |
104-302 |
3-238 |
3.5% |
0-065 |
0.2% |
43% |
False |
False |
391,285 |
| 120 |
109-188 |
104-302 |
4-205 |
4.4% |
0-055 |
0.2% |
35% |
False |
False |
326,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-084 |
|
2.618 |
107-229 |
|
1.618 |
107-121 |
|
1.000 |
107-055 |
|
0.618 |
107-014 |
|
HIGH |
106-268 |
|
0.618 |
106-226 |
|
0.500 |
106-214 |
|
0.382 |
106-201 |
|
LOW |
106-160 |
|
0.618 |
106-094 |
|
1.000 |
106-052 |
|
1.618 |
105-306 |
|
2.618 |
105-199 |
|
4.250 |
105-023 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-214 |
106-235 |
| PP |
106-201 |
106-215 |
| S1 |
106-188 |
106-195 |
|