ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 05-Jan-2024
Day Change Summary
Previous Current
04-Jan-2024 05-Jan-2024 Change Change % Previous Week
Open 108-160 108-050 -0-110 -0.3% 108-235
High 108-160 108-178 0-018 0.1% 108-275
Low 108-160 108-050 -0-110 -0.3% 108-050
Close 108-160 108-125 -0-035 -0.1% 108-125
Range 0-000 0-128 0-128 0-225
ATR 0-087 0-089 0-003 3.4% 0-000
Volume 0 1 1 1
Daily Pivots for day following 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 109-180 109-120 108-195
R3 109-052 108-312 108-160
R2 108-245 108-245 108-148
R1 108-185 108-185 108-137 108-215
PP 108-118 108-118 108-118 108-132
S1 108-058 108-058 108-113 108-088
S2 107-310 107-310 108-102
S3 107-182 107-250 108-090
S4 107-055 107-122 108-055
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 110-185 110-060 108-249
R3 109-280 109-155 108-187
R2 109-055 109-055 108-166
R1 108-250 108-250 108-146 108-200
PP 108-150 108-150 108-150 108-125
S1 108-025 108-025 108-104 107-295
S2 107-245 107-245 108-084
S3 107-020 107-120 108-063
S4 106-115 106-215 108-001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-052 108-050 1-002 0.9% 0-040 0.1% 23% False True
10 109-128 108-050 1-078 1.1% 0-027 0.1% 19% False True
20 109-128 107-138 1-310 1.8% 0-014 0.0% 49% False False
40 109-128 105-278 3-170 3.3% 0-007 0.0% 71% False False
60 109-128 104-235 4-212 4.3% 0-005 0.0% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 110-079
2.618 109-191
1.618 109-064
1.000 108-305
0.618 108-256
HIGH 108-178
0.618 108-129
0.500 108-114
0.382 108-099
LOW 108-050
0.618 107-291
1.000 107-242
1.618 107-164
2.618 107-036
4.250 106-148
Fisher Pivots for day following 05-Jan-2024
Pivot 1 day 3 day
R1 108-121 108-162
PP 108-118 108-150
S1 108-114 108-138

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols