ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 105-202 105-270 0-068 0.2% 105-220
High 105-270 106-112 0-162 0.5% 105-292
Low 105-140 105-252 0-112 0.3% 105-175
Close 105-268 106-082 0-135 0.4% 105-188
Range 0-130 0-180 0-050 38.5% 0-118
ATR 0-121 0-125 0-004 3.5% 0-000
Volume 1,332,526 1,825,290 492,764 37.0% 5,218,441
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 107-262 107-192 106-182
R3 107-082 107-012 106-132
R2 106-222 106-222 106-116
R1 106-152 106-152 106-099 106-188
PP 106-042 106-042 106-042 106-060
S1 105-292 105-292 106-066 106-008
S2 105-182 105-182 106-050
S3 105-002 105-112 106-033
S4 104-142 104-252 105-304
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 106-251 106-177 105-252
R3 106-133 106-059 105-220
R2 106-016 106-016 105-209
R1 105-262 105-262 105-198 105-240
PP 105-218 105-218 105-218 105-208
S1 105-144 105-144 105-177 105-122
S2 105-101 105-101 105-166
S3 104-303 105-027 105-155
S4 104-186 104-229 105-123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-112 105-140 0-292 0.9% 0-109 0.3% 90% True False 1,258,075
10 106-112 105-002 1-110 1.3% 0-112 0.3% 93% True False 1,311,739
20 106-112 104-202 1-230 1.6% 0-122 0.4% 95% True False 1,311,639
40 107-065 104-202 2-182 2.4% 0-131 0.4% 63% False False 1,343,595
60 108-018 104-202 3-135 3.2% 0-127 0.4% 47% False False 1,438,755
80 109-128 104-202 4-245 4.5% 0-133 0.4% 34% False False 1,084,701
100 109-128 104-202 4-245 4.5% 0-115 0.3% 34% False False 867,792
120 109-128 104-202 4-245 4.5% 0-096 0.3% 34% False False 723,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 108-238
2.618 107-264
1.618 107-084
1.000 106-292
0.618 106-224
HIGH 106-112
0.618 106-044
0.500 106-022
0.382 106-001
LOW 105-252
0.618 105-141
1.000 105-072
1.618 104-281
2.618 104-101
4.250 103-128
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 106-062 106-044
PP 106-042 106-005
S1 106-022 105-286

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

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