ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 107-118 107-050 -0-068 -0.2% 106-270
High 107-118 107-180 0-062 0.2% 107-130
Low 107-028 107-035 0-008 0.0% 106-200
Close 107-040 107-140 0-100 0.3% 107-118
Range 0-090 0-145 0-055 61.1% 0-250
ATR 0-134 0-135 0-001 0.6% 0-000
Volume 905,846 1,168,372 262,526 29.0% 11,568,071
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 108-233 108-172 107-220
R3 108-088 108-027 107-180
R2 107-263 107-263 107-167
R1 107-202 107-202 107-153 107-232
PP 107-118 107-118 107-118 107-134
S1 107-057 107-057 107-127 107-088
S2 106-293 106-293 107-113
S3 106-148 106-232 107-100
S4 106-003 106-087 107-060
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 109-152 109-065 107-255
R3 108-222 108-135 107-186
R2 107-292 107-292 107-163
R1 107-205 107-205 107-140 107-249
PP 107-042 107-042 107-042 107-064
S1 106-275 106-275 107-095 106-319
S2 106-112 106-112 107-072
S3 105-182 106-025 107-049
S4 104-252 105-095 106-300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-180 106-202 0-298 0.9% 0-132 0.4% 87% True False 1,424,649
10 107-180 106-168 1-012 1.0% 0-123 0.4% 88% True False 2,039,966
20 108-082 106-168 1-235 1.6% 0-136 0.4% 53% False False 1,041,392
40 109-128 106-168 2-280 2.7% 0-120 0.3% 32% False False 521,340
60 109-128 106-168 2-280 2.7% 0-084 0.2% 32% False False 347,560
80 109-128 105-278 3-170 3.3% 0-063 0.2% 44% False False 260,670
100 109-128 104-235 4-212 4.3% 0-051 0.1% 58% False False 208,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109-156
2.618 108-240
1.618 108-095
1.000 108-005
0.618 107-270
HIGH 107-180
0.618 107-125
0.500 107-108
0.382 107-090
LOW 107-035
0.618 106-265
1.000 106-210
1.618 106-120
2.618 105-295
4.250 105-059
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 107-129 107-113
PP 107-118 107-086
S1 107-108 107-059

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

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