ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-262 |
106-162 |
-0-100 |
-0.3% |
106-312 |
| High |
106-268 |
106-242 |
-0-025 |
-0.1% |
107-022 |
| Low |
106-160 |
106-140 |
-0-020 |
-0.1% |
106-198 |
| Close |
106-175 |
106-220 |
0-045 |
0.1% |
106-272 |
| Range |
0-108 |
0-102 |
-0-005 |
-4.7% |
0-145 |
| ATR |
0-116 |
0-115 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,146,362 |
1,119,531 |
-26,831 |
-2.3% |
4,111,766 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-188 |
107-147 |
106-276 |
|
| R3 |
107-086 |
107-044 |
106-248 |
|
| R2 |
106-303 |
106-303 |
106-239 |
|
| R1 |
106-262 |
106-262 |
106-229 |
106-282 |
| PP |
106-201 |
106-201 |
106-201 |
106-211 |
| S1 |
106-159 |
106-159 |
106-211 |
106-180 |
| S2 |
106-098 |
106-098 |
106-201 |
|
| S3 |
105-316 |
106-057 |
106-192 |
|
| S4 |
105-213 |
105-274 |
106-164 |
|
|
| 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 |
106-140 |
0-190 |
0.6% |
0-084 |
0.2% |
42% |
False |
True |
992,115 |
| 10 |
107-065 |
106-140 |
0-245 |
0.7% |
0-104 |
0.3% |
33% |
False |
True |
1,181,202 |
| 20 |
107-065 |
105-105 |
1-280 |
1.8% |
0-123 |
0.4% |
73% |
False |
False |
1,321,932 |
| 40 |
107-065 |
105-020 |
2-045 |
2.0% |
0-115 |
0.3% |
76% |
False |
False |
1,005,935 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-107 |
0.3% |
77% |
False |
False |
670,801 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-081 |
0.2% |
55% |
False |
False |
503,101 |
| 100 |
108-150 |
104-302 |
3-168 |
3.3% |
0-066 |
0.2% |
49% |
False |
False |
402,481 |
| 120 |
109-188 |
104-302 |
4-205 |
4.3% |
0-056 |
0.2% |
38% |
False |
False |
335,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-038 |
|
2.618 |
107-191 |
|
1.618 |
107-088 |
|
1.000 |
107-025 |
|
0.618 |
106-306 |
|
HIGH |
106-242 |
|
0.618 |
106-203 |
|
0.500 |
106-191 |
|
0.382 |
106-179 |
|
LOW |
106-140 |
|
0.618 |
106-077 |
|
1.000 |
106-038 |
|
1.618 |
105-294 |
|
2.618 |
105-192 |
|
4.250 |
105-024 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-210 |
106-225 |
| PP |
106-201 |
106-223 |
| S1 |
106-191 |
106-222 |
|