ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 22-Jul-2024
Day Change Summary
Previous Current
19-Jul-2024 22-Jul-2024 Change Change % Previous Week
Open 107-152 107-108 -0-045 -0.1% 107-135
High 107-170 107-115 -0-055 -0.2% 107-220
Low 107-075 107-032 -0-042 -0.1% 107-075
Close 107-090 107-062 -0-028 -0.1% 107-090
Range 0-095 0-082 -0-012 -13.2% 0-145
ATR 0-112 0-110 -0-002 -1.9% 0-000
Volume 1,064,003 887,713 -176,290 -16.6% 6,173,184
Daily Pivots for day following 22-Jul-2024
Classic Woodie Camarilla DeMark
R4 107-318 107-272 107-108
R3 107-235 107-190 107-085
R2 107-152 107-152 107-078
R1 107-108 107-108 107-070 107-089
PP 107-070 107-070 107-070 107-061
S1 107-025 107-025 107-055 107-006
S2 106-308 106-308 107-047
S3 106-225 106-262 107-040
S4 106-142 106-180 107-017
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 108-243 108-152 107-170
R3 108-098 108-007 107-130
R2 107-273 107-273 107-117
R1 107-182 107-182 107-103 107-155
PP 107-128 107-128 107-128 107-115
S1 107-037 107-037 107-077 107-010
S2 106-303 106-303 107-063
S3 106-158 106-212 107-050
S4 106-013 106-067 107-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-220 107-032 0-188 0.5% 0-082 0.2% 16% False True 1,157,670
10 107-220 106-250 0-290 0.8% 0-096 0.3% 46% False False 1,198,391
20 107-220 106-018 1-202 1.5% 0-107 0.3% 70% False False 1,196,164
40 107-220 105-088 2-132 2.3% 0-118 0.3% 80% False False 1,463,689
60 107-220 104-302 2-238 2.6% 0-114 0.3% 82% False False 1,001,635
80 107-220 104-302 2-238 2.6% 0-103 0.3% 82% False False 751,344
100 108-028 104-302 3-045 2.9% 0-084 0.2% 72% False False 601,075
120 109-182 104-302 4-200 4.3% 0-070 0.2% 49% False False 500,896
Crabel Price Patterns
NR True
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-146
2.618 108-011
1.618 107-248
1.000 107-198
0.618 107-166
HIGH 107-115
0.618 107-083
0.500 107-074
0.382 107-064
LOW 107-032
0.618 106-302
1.000 106-270
1.618 106-219
2.618 106-137
4.250 106-002
Fisher Pivots for day following 22-Jul-2024
Pivot 1 day 3 day
R1 107-074 107-122
PP 107-070 107-102
S1 107-066 107-082

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

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