ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 06-Aug-2024
Day Change Summary
Previous Current
05-Aug-2024 06-Aug-2024 Change Change % Previous Week
Open 109-192 109-135 -0-058 -0.2% 107-192
High 110-102 109-160 -0-262 -0.7% 109-245
Low 109-095 108-302 -0-112 -0.3% 107-170
Close 109-160 109-022 -0-138 -0.4% 109-190
Range 1-008 0-178 -0-150 -45.8% 2-075
ATR 0-153 0-155 0-002 1.1% 0-000
Volume 3,249,140 2,206,877 -1,042,263 -32.1% 9,705,432
Daily Pivots for day following 06-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-268 110-162 109-120
R3 110-090 109-305 109-071
R2 109-232 109-232 109-055
R1 109-128 109-128 109-039 109-091
PP 109-055 109-055 109-055 109-037
S1 108-270 108-270 109-006 108-234
S2 108-198 108-198 108-310
S3 108-020 108-092 108-294
S4 107-162 107-235 108-245
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-213 114-277 110-263
R3 113-138 112-202 110-067
R2 111-063 111-063 110-001
R1 110-127 110-127 109-256 110-255
PP 108-308 108-308 108-308 109-052
S1 108-052 108-052 109-124 108-180
S2 106-233 106-233 109-059
S3 104-158 105-297 108-313
S4 102-083 103-222 108-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-102 107-215 2-208 2.4% 0-254 0.7% 53% False False 2,615,545
10 110-102 107-072 3-030 2.8% 0-178 0.5% 60% False False 1,979,681
20 110-102 106-275 3-148 3.2% 0-137 0.4% 64% False False 1,577,927
40 110-102 105-302 4-120 4.0% 0-127 0.4% 71% False False 1,412,273
60 110-102 105-088 5-015 4.6% 0-124 0.4% 75% False False 1,344,512
80 110-102 104-302 5-120 4.9% 0-121 0.3% 77% False False 1,008,901
100 110-102 104-302 5-120 4.9% 0-101 0.3% 77% False False 807,146
120 110-102 104-302 5-120 4.9% 0-086 0.2% 77% False False 672,621
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 0-031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-274
2.618 110-305
1.618 110-127
1.000 110-018
0.618 109-270
HIGH 109-160
0.618 109-092
0.500 109-071
0.382 109-050
LOW 108-302
0.618 108-193
1.000 108-125
1.618 108-015
2.618 107-158
4.250 106-188
Fisher Pivots for day following 06-Aug-2024
Pivot 1 day 3 day
R1 109-071 109-135
PP 109-055 109-098
S1 109-039 109-060

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

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