ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 107-145 107-192 0-048 0.1% 106-242
High 107-145 107-192 0-048 0.1% 107-132
Low 107-145 107-192 0-048 0.1% 106-242
Close 107-145 107-192 0-048 0.1% 107-132
Range
ATR 0-062 0-061 -0-001 -1.7% 0-000
Volume
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 107-192 107-192 107-192
R3 107-192 107-192 107-192
R2 107-192 107-192 107-192
R1 107-192 107-192 107-192 107-192
PP 107-192 107-192 107-192 107-192
S1 107-192 107-192 107-192 107-192
S2 107-192 107-192 107-192
S3 107-192 107-192 107-192
S4 107-192 107-192 107-192
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 109-052 108-302 107-248
R3 108-162 108-092 107-190
R2 107-272 107-272 107-171
R1 107-202 107-202 107-152 107-238
PP 107-062 107-062 107-062 107-080
S1 106-312 106-312 107-113 107-028
S2 106-172 106-172 107-094
S3 105-282 106-102 107-075
S4 105-072 105-212 107-017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-192 107-068 0-125 0.4% 0-000 0.0% 100% True False
10 107-192 106-242 0-270 0.8% 0-000 0.0% 100% True False
20 108-028 106-242 1-105 1.2% 0-000 0.0% 64% False False
40 109-182 106-242 2-260 2.6% 0-004 0.0% 30% False False
60 109-188 106-242 2-265 2.6% 0-004 0.0% 30% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 107-192
2.618 107-192
1.618 107-192
1.000 107-192
0.618 107-192
HIGH 107-192
0.618 107-192
0.500 107-192
0.382 107-192
LOW 107-192
0.618 107-192
1.000 107-192
1.618 107-192
2.618 107-192
4.250 107-192
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 107-192 107-182
PP 107-192 107-172
S1 107-192 107-161

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

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