ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-162 |
106-218 |
0-055 |
0.2% |
106-255 |
| High |
106-242 |
106-290 |
0-048 |
0.1% |
106-310 |
| Low |
106-140 |
106-112 |
-0-028 |
-0.1% |
106-112 |
| Close |
106-220 |
106-185 |
-0-035 |
-0.1% |
106-185 |
| Range |
0-102 |
0-178 |
0-075 |
73.2% |
0-198 |
| ATR |
0-115 |
0-120 |
0-004 |
3.8% |
0-000 |
| Volume |
1,119,531 |
1,861,893 |
742,362 |
66.3% |
5,925,695 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-088 |
107-314 |
106-283 |
|
| R3 |
107-231 |
107-137 |
106-234 |
|
| R2 |
107-053 |
107-053 |
106-218 |
|
| R1 |
106-279 |
106-279 |
106-201 |
106-238 |
| PP |
106-196 |
106-196 |
106-196 |
106-175 |
| S1 |
106-102 |
106-102 |
106-169 |
106-060 |
| S2 |
106-018 |
106-018 |
106-152 |
|
| S3 |
105-161 |
105-244 |
106-136 |
|
| S4 |
104-303 |
105-067 |
106-087 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-155 |
108-048 |
106-294 |
|
| R3 |
107-278 |
107-170 |
106-239 |
|
| R2 |
107-080 |
107-080 |
106-221 |
|
| R1 |
106-292 |
106-292 |
106-203 |
106-248 |
| PP |
106-202 |
106-202 |
106-202 |
106-180 |
| S1 |
106-095 |
106-095 |
106-167 |
106-050 |
| S2 |
106-005 |
106-005 |
106-149 |
|
| S3 |
105-128 |
105-218 |
106-131 |
|
| S4 |
104-250 |
105-020 |
106-076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-310 |
106-112 |
0-198 |
0.6% |
0-102 |
0.3% |
37% |
False |
True |
1,185,139 |
| 10 |
107-065 |
106-112 |
0-272 |
0.8% |
0-106 |
0.3% |
27% |
False |
True |
1,183,012 |
| 20 |
107-065 |
105-165 |
1-220 |
1.6% |
0-126 |
0.4% |
63% |
False |
False |
1,355,451 |
| 40 |
107-065 |
105-088 |
1-298 |
1.8% |
0-115 |
0.3% |
68% |
False |
False |
1,052,425 |
| 60 |
107-065 |
104-302 |
2-082 |
2.1% |
0-110 |
0.3% |
72% |
False |
False |
701,833 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-083 |
0.2% |
52% |
False |
False |
526,374 |
| 100 |
108-150 |
104-302 |
3-168 |
3.3% |
0-068 |
0.2% |
46% |
False |
False |
421,099 |
| 120 |
109-188 |
104-302 |
4-205 |
4.4% |
0-057 |
0.2% |
35% |
False |
False |
350,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-084 |
|
2.618 |
108-115 |
|
1.618 |
107-257 |
|
1.000 |
107-148 |
|
0.618 |
107-080 |
|
HIGH |
106-290 |
|
0.618 |
106-222 |
|
0.500 |
106-201 |
|
0.382 |
106-180 |
|
LOW |
106-112 |
|
0.618 |
106-003 |
|
1.000 |
105-255 |
|
1.618 |
105-145 |
|
2.618 |
104-288 |
|
4.250 |
103-318 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-201 |
106-201 |
| PP |
106-196 |
106-196 |
| S1 |
106-190 |
106-190 |
|