ECBOT 5 Year T-Note Future December 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 |
107-072 |
107-100 |
0-028 |
0.1% |
107-040 |
| High |
107-072 |
107-100 |
0-028 |
0.1% |
107-150 |
| Low |
107-072 |
107-080 |
0-008 |
0.0% |
107-040 |
| Close |
107-072 |
107-080 |
0-008 |
0.0% |
107-078 |
| Range |
0-000 |
0-020 |
0-020 |
|
0-110 |
| ATR |
0-071 |
0-068 |
-0-003 |
-4.4% |
0-000 |
| Volume |
0 |
1 |
1 |
|
1 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-147 |
107-133 |
107-091 |
|
| R3 |
107-127 |
107-113 |
107-086 |
|
| R2 |
107-107 |
107-107 |
107-084 |
|
| R1 |
107-093 |
107-093 |
107-082 |
107-090 |
| PP |
107-087 |
107-087 |
107-087 |
107-085 |
| S1 |
107-073 |
107-073 |
107-078 |
107-070 |
| S2 |
107-067 |
107-067 |
107-076 |
|
| S3 |
107-047 |
107-053 |
107-074 |
|
| S4 |
107-027 |
107-033 |
107-069 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-099 |
108-038 |
107-138 |
|
| R3 |
107-309 |
107-248 |
107-108 |
|
| R2 |
107-199 |
107-199 |
107-098 |
|
| R1 |
107-138 |
107-138 |
107-088 |
107-169 |
| PP |
107-089 |
107-089 |
107-089 |
107-104 |
| S1 |
107-028 |
107-028 |
107-067 |
107-059 |
| S2 |
106-299 |
106-299 |
107-057 |
|
| S3 |
106-189 |
106-238 |
107-047 |
|
| S4 |
106-079 |
106-128 |
107-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-150 |
107-072 |
0-078 |
0.2% |
0-020 |
0.1% |
10% |
False |
False |
|
| 10 |
107-150 |
106-188 |
0-282 |
0.8% |
0-010 |
0.0% |
75% |
False |
False |
|
| 20 |
107-150 |
105-212 |
1-258 |
1.7% |
0-005 |
0.0% |
88% |
False |
False |
|
| 40 |
107-150 |
105-162 |
1-308 |
1.8% |
0-002 |
0.0% |
89% |
False |
False |
|
| 60 |
107-180 |
105-162 |
2-018 |
1.9% |
0-002 |
0.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-185 |
|
2.618 |
107-152 |
|
1.618 |
107-132 |
|
1.000 |
107-120 |
|
0.618 |
107-112 |
|
HIGH |
107-100 |
|
0.618 |
107-092 |
|
0.500 |
107-090 |
|
0.382 |
107-088 |
|
LOW |
107-080 |
|
0.618 |
107-068 |
|
1.000 |
107-060 |
|
1.618 |
107-048 |
|
2.618 |
107-028 |
|
4.250 |
106-315 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-090 |
107-086 |
| PP |
107-087 |
107-084 |
| S1 |
107-083 |
107-082 |
|