ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 107-252 107-195 -0-058 -0.2% 107-118
High 107-278 107-232 -0-045 -0.1% 108-018
Low 107-182 107-082 -0-100 -0.3% 107-028
Close 107-200 107-102 -0-098 -0.3% 107-240
Range 0-095 0-150 0-055 57.9% 0-310
ATR 0-135 0-136 0-001 0.8% 0-000
Volume 961,263 1,451,363 490,100 51.0% 6,331,271
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 108-269 108-176 107-185
R3 108-119 108-026 107-144
R2 107-289 107-289 107-130
R1 107-196 107-196 107-116 107-168
PP 107-139 107-139 107-139 107-125
S1 107-046 107-046 107-089 107-018
S2 106-309 106-309 107-075
S3 106-159 106-216 107-061
S4 106-009 106-066 107-020
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 110-172 110-036 108-090
R3 109-182 109-046 108-005
R2 108-192 108-192 107-297
R1 108-056 108-056 107-268 108-124
PP 107-202 107-202 107-202 107-236
S1 107-066 107-066 107-212 107-134
S2 106-212 106-212 107-183
S3 105-222 106-076 107-155
S4 104-232 105-086 107-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-018 107-082 0-255 0.7% 0-138 0.4% 8% False True 1,333,935
10 108-018 106-202 1-135 1.3% 0-135 0.4% 48% False False 1,379,292
20 108-018 106-168 1-170 1.4% 0-144 0.4% 52% False False 1,373,130
40 109-128 106-168 2-280 2.7% 0-133 0.4% 28% False False 688,082
60 109-128 106-168 2-280 2.7% 0-096 0.3% 28% False False 458,721
80 109-128 106-150 2-298 2.7% 0-072 0.2% 29% False False 344,041
100 109-128 104-235 4-212 4.3% 0-058 0.2% 55% False False 275,233
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
4.250 109-230
2.618 108-305
1.618 108-155
1.000 108-062
0.618 108-005
HIGH 107-232
0.618 107-175
0.500 107-158
0.382 107-140
LOW 107-082
0.618 106-310
1.000 106-252
1.618 106-160
2.618 106-010
4.250 105-085
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 107-158 107-210
PP 107-139 107-174
S1 107-121 107-138

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

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