ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 105-145 105-155 0-010 0.0% 105-280
High 105-172 105-198 0-025 0.1% 105-305
Low 105-110 105-068 -0-042 -0.1% 105-110
Close 105-142 105-080 -0-062 -0.2% 105-142
Range 0-062 0-130 0-068 108.0% 0-195
ATR 0-110 0-112 0-001 1.3% 0-000
Volume 3,203,211 4,994,426 1,791,215 55.9% 11,307,999
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 106-185 106-102 105-152
R3 106-055 105-292 105-116
R2 105-245 105-245 105-104
R1 105-162 105-162 105-092 105-139
PP 105-115 105-115 105-115 105-103
S1 105-032 105-032 105-068 105-009
S2 104-305 104-305 105-056
S3 104-175 104-222 105-044
S4 104-045 104-092 105-008
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 107-131 107-012 105-250
R3 106-256 106-137 105-196
R2 106-061 106-061 105-178
R1 105-262 105-262 105-160 105-224
PP 105-186 105-186 105-186 105-167
S1 105-067 105-067 105-125 105-029
S2 104-311 104-311 105-107
S3 104-116 104-192 105-089
S4 103-241 103-317 105-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-305 105-068 0-238 0.7% 0-095 0.3% 5% False True 3,098,447
10 106-135 105-068 1-068 1.2% 0-106 0.3% 3% False True 2,150,129
20 106-135 104-228 1-228 1.6% 0-109 0.3% 32% False False 1,741,331
40 106-228 104-202 2-025 2.0% 0-127 0.4% 30% False False 1,583,388
60 108-018 104-202 3-135 3.3% 0-123 0.4% 18% False False 1,439,055
80 109-045 104-202 4-162 4.3% 0-129 0.4% 14% False False 1,313,845
100 109-128 104-202 4-245 4.5% 0-121 0.4% 13% False False 1,051,227
120 109-128 104-202 4-245 4.5% 0-102 0.3% 13% False False 876,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107-110
2.618 106-218
1.618 106-088
1.000 106-008
0.618 105-278
HIGH 105-198
0.618 105-148
0.500 105-132
0.382 105-117
LOW 105-068
0.618 104-307
1.000 104-258
1.618 104-177
2.618 104-047
4.250 103-155
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 105-132 105-164
PP 105-115 105-136
S1 105-098 105-108

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

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