ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 16-May-2024
Day Change Summary
Previous Current
15-May-2024 16-May-2024 Change Change % Previous Week
Open 105-270 106-090 0-140 0.4% 105-220
High 106-112 106-135 0-022 0.1% 105-292
Low 105-252 106-008 0-075 0.2% 105-175
Close 106-082 106-020 -0-062 -0.2% 105-188
Range 0-180 0-128 -0-052 -29.2% 0-118
ATR 0-125 0-125 0-000 0.2% 0-000
Volume 1,825,290 1,200,250 -625,040 -34.2% 5,218,441
Daily Pivots for day following 16-May-2024
Classic Woodie Camarilla DeMark
R4 107-117 107-036 106-090
R3 106-309 106-228 106-055
R2 106-182 106-182 106-043
R1 106-101 106-101 106-032 106-078
PP 106-054 106-054 106-054 106-042
S1 105-293 105-293 106-008 105-270
S2 105-247 105-247 105-317
S3 105-119 105-166 105-305
S4 104-312 105-038 105-270
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
5 106-135 105-140 0-315 0.9% 0-116 0.3% 63% True False 1,253,168
10 106-135 105-102 1-032 1.0% 0-112 0.3% 67% True False 1,270,016
20 106-135 104-202 1-252 1.7% 0-121 0.4% 80% True False 1,303,710
40 107-065 104-202 2-182 2.4% 0-131 0.4% 56% False False 1,340,419
60 108-018 104-202 3-135 3.2% 0-127 0.4% 42% False False 1,439,161
80 109-128 104-202 4-245 4.5% 0-133 0.4% 30% False False 1,099,699
100 109-128 104-202 4-245 4.5% 0-115 0.3% 30% False False 879,795
120 109-128 104-202 4-245 4.5% 0-097 0.3% 30% False False 733,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108-037
2.618 107-149
1.618 107-021
1.000 106-262
0.618 106-214
HIGH 106-135
0.618 106-086
0.500 106-071
0.382 106-056
LOW 106-008
0.618 105-249
1.000 105-200
1.618 105-121
2.618 104-314
4.250 104-106
Fisher Pivots for day following 16-May-2024
Pivot 1 day 3 day
R1 106-071 106-006
PP 106-054 105-312
S1 106-037 105-298

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

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