ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 107-012 107-002 -0-010 0.0% 107-152
High 107-012 107-065 0-052 0.2% 107-152
Low 107-012 107-002 -0-010 0.0% 107-010
Close 107-012 107-002 -0-010 0.0% 107-072
Range 0-000 0-062 0-062 0-142
ATR 0-087 0-085 -0-002 -2.0% 0-000
Volume
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 107-211 107-169 107-037
R3 107-148 107-107 107-020
R2 107-086 107-086 107-014
R1 107-044 107-044 107-008 107-034
PP 107-023 107-023 107-023 107-018
S1 106-302 106-302 106-317 106-291
S2 106-281 106-281 106-311
S3 106-218 106-239 106-305
S4 106-156 106-177 106-288
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 108-186 108-112 107-151
R3 108-043 107-289 107-112
R2 107-221 107-221 107-099
R1 107-147 107-147 107-086 107-112
PP 107-078 107-078 107-078 107-061
S1 107-004 107-004 107-059 106-290
S2 106-256 106-256 107-046
S3 106-113 106-182 107-033
S4 105-291 106-039 106-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-080 107-002 0-078 0.2% 0-012 0.0% 0% False True
10 107-205 107-002 0-202 0.6% 0-006 0.0% 0% False True
20 109-182 107-002 2-180 2.4% 0-003 0.0% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 108-011
2.618 107-229
1.618 107-166
1.000 107-128
0.618 107-104
HIGH 107-065
0.618 107-041
0.500 107-034
0.382 107-026
LOW 107-002
0.618 106-284
1.000 106-260
1.618 106-221
2.618 106-159
4.250 106-057
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 107-034 107-038
PP 107-023 107-026
S1 107-013 107-014

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

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