ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 106-185 107-002 0-138 0.4% 106-110
High 107-018 107-015 -0-002 0.0% 107-018
Low 106-105 106-272 0-168 0.5% 106-018
Close 107-012 107-002 -0-010 0.0% 107-012
Range 0-232 0-062 -0-170 -73.1% 1-000
ATR 0-132 0-127 -0-005 -3.8% 0-000
Volume 1,312,260 919,815 -392,445 -29.9% 5,093,871
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 107-178 107-152 107-037
R3 107-115 107-090 107-020
R2 107-052 107-052 107-014
R1 107-028 107-028 107-008 107-034
PP 106-310 106-310 106-310 106-313
S1 106-285 106-285 106-317 106-291
S2 106-248 106-248 106-311
S3 106-185 106-222 106-305
S4 106-122 106-160 106-288
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 109-229 109-121 107-188
R3 108-229 108-121 107-100
R2 107-229 107-229 107-071
R1 107-121 107-121 107-042 107-175
PP 106-229 106-229 106-229 106-256
S1 106-121 106-121 106-303 106-175
S2 105-229 105-229 106-274
S3 104-229 105-121 106-244
S4 103-229 104-121 106-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-018 106-018 1-000 0.9% 0-134 0.4% 95% False False 1,202,737
10 107-018 106-018 1-000 0.9% 0-118 0.3% 95% False False 1,193,938
20 107-065 105-302 1-082 1.2% 0-129 0.4% 84% False False 1,280,056
40 107-065 105-088 1-298 1.8% 0-118 0.3% 90% False False 1,202,323
60 107-065 104-302 2-082 2.1% 0-116 0.3% 91% False False 802,060
80 107-192 104-302 2-210 2.5% 0-091 0.3% 78% False False 601,545
100 108-028 104-302 3-045 2.9% 0-075 0.2% 66% False False 481,236
120 109-182 104-302 4-200 4.3% 0-063 0.2% 45% False False 401,030
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 107-281
2.618 107-179
1.618 107-116
1.000 107-078
0.618 107-054
HIGH 107-015
0.618 106-311
0.500 106-304
0.382 106-296
LOW 106-272
0.618 106-234
1.000 106-210
1.618 106-171
2.618 106-109
4.250 106-007
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 106-316 106-282
PP 106-310 106-242
S1 106-304 106-201

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

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