ECBOT 5 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
106-215 |
106-315 |
0-100 |
0.3% |
106-018 |
| High |
107-042 |
107-065 |
0-022 |
0.1% |
107-065 |
| Low |
106-200 |
106-270 |
0-070 |
0.2% |
105-302 |
| Close |
107-012 |
107-020 |
0-008 |
0.0% |
107-020 |
| Range |
0-162 |
0-115 |
-0-048 |
-29.2% |
1-082 |
| ATR |
0-131 |
0-130 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,843,796 |
1,495,600 |
-348,196 |
-18.9% |
7,551,789 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-037 |
107-303 |
107-083 |
|
| R3 |
107-242 |
107-188 |
107-052 |
|
| R2 |
107-127 |
107-127 |
107-041 |
|
| R1 |
107-073 |
107-073 |
107-031 |
107-100 |
| PP |
107-012 |
107-012 |
107-012 |
107-025 |
| S1 |
106-278 |
106-278 |
107-009 |
106-305 |
| S2 |
106-217 |
106-217 |
106-319 |
|
| S3 |
106-102 |
106-163 |
106-308 |
|
| S4 |
105-307 |
106-048 |
106-277 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-163 |
110-014 |
107-241 |
|
| R3 |
109-081 |
108-252 |
107-131 |
|
| R2 |
107-318 |
107-318 |
107-094 |
|
| R1 |
107-169 |
107-169 |
107-057 |
107-244 |
| PP |
106-236 |
106-236 |
106-236 |
106-273 |
| S1 |
106-087 |
106-087 |
106-303 |
106-161 |
| S2 |
105-153 |
105-153 |
106-266 |
|
| S3 |
104-071 |
105-004 |
106-229 |
|
| S4 |
102-308 |
103-242 |
106-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-065 |
105-302 |
1-082 |
1.2% |
0-136 |
0.4% |
89% |
True |
False |
1,510,357 |
| 10 |
107-065 |
105-280 |
1-105 |
1.2% |
0-144 |
0.4% |
89% |
True |
False |
1,486,997 |
| 20 |
107-065 |
105-088 |
1-298 |
1.8% |
0-122 |
0.4% |
93% |
True |
False |
1,580,730 |
| 40 |
107-065 |
104-302 |
2-082 |
2.1% |
0-115 |
0.3% |
94% |
True |
False |
794,214 |
| 60 |
107-192 |
104-302 |
2-210 |
2.5% |
0-095 |
0.3% |
80% |
False |
False |
529,591 |
| 80 |
108-028 |
104-302 |
3-045 |
2.9% |
0-073 |
0.2% |
67% |
False |
False |
397,193 |
| 100 |
109-182 |
104-302 |
4-200 |
4.3% |
0-059 |
0.2% |
46% |
False |
False |
317,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-234 |
|
2.618 |
108-046 |
|
1.618 |
107-251 |
|
1.000 |
107-180 |
|
0.618 |
107-136 |
|
HIGH |
107-065 |
|
0.618 |
107-021 |
|
0.500 |
107-008 |
|
0.382 |
106-314 |
|
LOW |
106-270 |
|
0.618 |
106-199 |
|
1.000 |
106-155 |
|
1.618 |
106-084 |
|
2.618 |
105-289 |
|
4.250 |
105-101 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-016 |
106-302 |
| PP |
107-012 |
106-265 |
| S1 |
107-008 |
106-228 |
|