ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 30-May-2024
Day Change Summary
Previous Current
29-May-2024 30-May-2024 Change Change % Previous Week
Open 105-068 105-010 -0-058 -0.2% 105-280
High 105-080 105-098 0-018 0.1% 105-305
Low 104-295 104-310 0-015 0.0% 105-110
Close 104-315 105-082 0-088 0.3% 105-142
Range 0-105 0-108 0-002 2.4% 0-195
ATR 0-111 0-111 0-000 -0.2% 0-000
Volume 2,034,222 376,358 -1,657,864 -81.5% 11,307,999
Daily Pivots for day following 30-May-2024
Classic Woodie Camarilla DeMark
R4 106-059 106-018 105-142
R3 105-272 105-231 105-112
R2 105-164 105-164 105-102
R1 105-123 105-123 105-092 105-144
PP 105-057 105-057 105-057 105-067
S1 105-016 105-016 105-073 105-036
S2 104-269 104-269 105-063
S3 104-162 104-228 105-053
S4 104-054 104-121 105-023
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
5 105-260 104-295 0-285 0.8% 0-110 0.3% 38% False False 2,992,734
10 106-135 104-295 1-160 1.4% 0-097 0.3% 22% False False 2,075,405
20 106-135 104-295 1-160 1.4% 0-104 0.3% 22% False False 1,693,572
40 106-228 104-202 2-025 2.0% 0-127 0.4% 30% False False 1,576,022
60 108-018 104-202 3-135 3.3% 0-123 0.4% 18% False False 1,444,662
80 108-082 104-202 3-200 3.4% 0-126 0.4% 17% False False 1,343,844
100 109-128 104-202 4-245 4.5% 0-122 0.4% 13% False False 1,075,333
120 109-128 104-202 4-245 4.5% 0-104 0.3% 13% False False 896,111
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106-234
2.618 106-059
1.618 105-271
1.000 105-205
0.618 105-164
HIGH 105-098
0.618 105-056
0.500 105-044
0.382 105-031
LOW 104-310
0.618 104-244
1.000 104-202
1.618 104-136
2.618 104-029
4.250 103-173
Fisher Pivots for day following 30-May-2024
Pivot 1 day 3 day
R1 105-070 105-086
PP 105-057 105-085
S1 105-044 105-084

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

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