ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 105-155 105-068 -0-088 -0.3% 105-280
High 105-198 105-080 -0-118 -0.3% 105-305
Low 105-068 104-295 -0-092 -0.3% 105-110
Close 105-080 104-315 -0-085 -0.3% 105-142
Range 0-130 0-105 -0-025 -19.2% 0-195
ATR 0-112 0-111 0-000 -0.4% 0-000
Volume 4,994,426 2,034,222 -2,960,204 -59.3% 11,307,999
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 106-012 105-268 105-053
R3 105-227 105-163 105-024
R2 105-122 105-122 105-014
R1 105-058 105-058 105-005 105-038
PP 105-017 105-017 105-017 105-006
S1 104-273 104-273 104-305 104-252
S2 104-232 104-232 104-296
S3 104-127 104-168 104-286
S4 104-022 104-063 104-257
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
5 105-290 104-295 0-315 0.9% 0-104 0.3% 6% False True 3,291,082
10 106-135 104-295 1-160 1.4% 0-104 0.3% 4% False True 2,220,298
20 106-135 104-228 1-228 1.6% 0-108 0.3% 16% False False 1,758,058
40 106-228 104-202 2-025 2.0% 0-127 0.4% 17% False False 1,601,645
60 108-018 104-202 3-135 3.3% 0-123 0.4% 10% False False 1,457,862
80 108-082 104-202 3-200 3.5% 0-126 0.4% 10% False False 1,339,187
100 109-128 104-202 4-245 4.5% 0-122 0.4% 7% False False 1,071,569
120 109-128 104-202 4-245 4.5% 0-103 0.3% 7% False False 892,974
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106-206
2.618 106-035
1.618 105-250
1.000 105-185
0.618 105-145
HIGH 105-080
0.618 105-040
0.500 105-028
0.382 105-015
LOW 104-295
0.618 104-230
1.000 104-190
1.618 104-125
2.618 104-020
4.250 103-169
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 105-028 105-086
PP 105-017 105-056
S1 105-006 105-025

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

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