ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-105 |
106-200 |
0-095 |
0.3% |
105-202 |
| High |
106-105 |
106-268 |
0-162 |
0.5% |
106-230 |
| Low |
106-105 |
106-200 |
0-095 |
0.3% |
105-192 |
| Close |
106-105 |
106-228 |
0-122 |
0.4% |
106-188 |
| Range |
0-000 |
0-068 |
0-068 |
|
1-038 |
| ATR |
0-119 |
0-122 |
0-003 |
2.6% |
0-000 |
| Volume |
168 |
30 |
-138 |
-82.1% |
3,926 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-114 |
107-078 |
106-265 |
|
| R3 |
107-047 |
107-011 |
106-246 |
|
| R2 |
106-299 |
106-299 |
106-240 |
|
| R1 |
106-263 |
106-263 |
106-234 |
106-281 |
| PP |
106-232 |
106-232 |
106-232 |
106-241 |
| S1 |
106-196 |
106-196 |
106-221 |
106-214 |
| S2 |
106-164 |
106-164 |
106-215 |
|
| S3 |
106-097 |
106-128 |
106-209 |
|
| S4 |
106-029 |
106-061 |
106-190 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-209 |
109-076 |
107-064 |
|
| R3 |
108-172 |
108-038 |
106-286 |
|
| R2 |
107-134 |
107-134 |
106-253 |
|
| R1 |
107-001 |
107-001 |
106-220 |
107-068 |
| PP |
106-097 |
106-097 |
106-097 |
106-130 |
| S1 |
105-283 |
105-283 |
106-155 |
106-030 |
| S2 |
105-059 |
105-059 |
106-122 |
|
| S3 |
104-022 |
104-246 |
106-089 |
|
| S4 |
102-304 |
103-208 |
105-311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-268 |
105-282 |
0-305 |
0.9% |
0-111 |
0.3% |
87% |
True |
False |
270 |
| 10 |
106-268 |
105-192 |
1-075 |
1.2% |
0-100 |
0.3% |
90% |
True |
False |
1,242 |
| 20 |
106-268 |
104-295 |
1-292 |
1.8% |
0-104 |
0.3% |
93% |
True |
False |
899,092 |
| 40 |
106-268 |
104-202 |
2-065 |
2.1% |
0-109 |
0.3% |
94% |
True |
False |
1,085,745 |
| 60 |
107-065 |
104-202 |
2-182 |
2.4% |
0-121 |
0.4% |
81% |
False |
False |
1,183,132 |
| 80 |
108-018 |
104-202 |
3-135 |
3.2% |
0-120 |
0.4% |
61% |
False |
False |
1,255,013 |
| 100 |
109-128 |
104-202 |
4-245 |
4.5% |
0-126 |
0.4% |
44% |
False |
False |
1,076,068 |
| 120 |
109-128 |
104-202 |
4-245 |
4.5% |
0-115 |
0.3% |
44% |
False |
False |
896,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-234 |
|
2.618 |
107-124 |
|
1.618 |
107-057 |
|
1.000 |
107-015 |
|
0.618 |
106-309 |
|
HIGH |
106-268 |
|
0.618 |
106-242 |
|
0.500 |
106-234 |
|
0.382 |
106-226 |
|
LOW |
106-200 |
|
0.618 |
106-158 |
|
1.000 |
106-132 |
|
1.618 |
106-091 |
|
2.618 |
106-023 |
|
4.250 |
105-233 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-234 |
106-214 |
| PP |
106-232 |
106-200 |
| S1 |
106-230 |
106-186 |
|