ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 20-Mar-2024
Day Change Summary
Previous Current
19-Mar-2024 20-Mar-2024 Change Change % Previous Week
Open 106-315 107-088 0-092 0.3% 107-308
High 106-315 107-088 0-092 0.3% 107-308
Low 106-315 107-088 0-092 0.3% 106-288
Close 106-315 107-088 0-092 0.3% 106-288
Range
ATR 0-074 0-075 0-001 1.8% 0-000
Volume
Daily Pivots for day following 20-Mar-2024
Classic Woodie Camarilla DeMark
R4 107-088 107-088 107-088
R3 107-088 107-088 107-088
R2 107-088 107-088 107-088
R1 107-088 107-088 107-088 107-088
PP 107-088 107-088 107-088 107-088
S1 107-088 107-088 107-088 107-088
S2 107-088 107-088 107-088
S3 107-088 107-088 107-088
S4 107-088 107-088 107-088
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 110-141 109-234 107-154
R3 109-121 108-214 107-061
R2 108-101 108-101 107-030
R1 107-194 107-194 106-319 107-138
PP 107-081 107-081 107-081 107-052
S1 106-174 106-174 106-256 106-118
S2 106-061 106-061 106-225
S3 105-041 105-154 106-194
S4 104-021 104-134 106-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-088 106-242 0-165 0.5% 0-000 0.0% 100% True False
10 108-028 106-242 1-105 1.2% 0-000 0.0% 39% False False
20 108-028 106-242 1-105 1.2% 0-009 0.0% 39% False False
40 109-182 106-242 2-260 2.6% 0-006 0.0% 18% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 107-088
2.618 107-088
1.618 107-088
1.000 107-088
0.618 107-088
HIGH 107-088
0.618 107-088
0.500 107-088
0.382 107-088
LOW 107-088
0.618 107-088
1.000 107-088
1.618 107-088
2.618 107-088
4.250 107-088
Fisher Pivots for day following 20-Mar-2024
Pivot 1 day 3 day
R1 107-088 107-060
PP 107-088 107-032
S1 107-088 107-005

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

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