ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 108-255 109-022 0-088 0.3% 108-232
High 109-025 109-130 0-105 0.3% 109-178
Low 108-232 108-310 0-078 0.2% 108-188
Close 109-010 109-095 0-085 0.2% 108-242
Range 0-112 0-140 0-028 24.4% 0-310
ATR 0-144 0-144 0-000 -0.2% 0-000
Volume 1,100,662 2,126,116 1,025,454 93.2% 6,475,407
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-172 110-113 109-172
R3 110-032 109-293 109-134
R2 109-212 109-212 109-121
R1 109-153 109-153 109-108 109-182
PP 109-072 109-072 109-072 109-086
S1 109-013 109-013 109-082 109-042
S2 108-252 108-252 109-069
S3 108-112 108-193 109-056
S4 107-292 108-053 109-018
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 111-279 111-091 109-093
R3 110-289 110-101 109-008
R2 109-299 109-299 108-299
R1 109-111 109-111 108-271 109-205
PP 108-309 108-309 108-309 109-036
S1 108-121 108-121 108-214 108-215
S2 107-319 107-319 108-186
S3 107-009 107-131 108-157
S4 106-019 106-141 108-072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-130 108-188 0-262 0.8% 0-128 0.4% 87% True False 1,409,315
10 109-178 108-168 1-010 0.9% 0-136 0.4% 75% False False 1,343,308
20 110-102 107-075 3-028 2.8% 0-159 0.5% 67% False False 1,661,395
40 110-102 106-018 4-085 3.9% 0-134 0.4% 76% False False 1,447,713
60 110-102 105-088 5-015 4.6% 0-131 0.4% 80% False False 1,482,341
80 110-102 105-012 5-090 4.8% 0-124 0.4% 81% False False 1,198,512
100 110-102 104-302 5-120 4.9% 0-116 0.3% 81% False False 958,907
120 110-102 104-302 5-120 4.9% 0-097 0.3% 81% False False 799,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-085
2.618 110-177
1.618 110-037
1.000 109-270
0.618 109-217
HIGH 109-130
0.618 109-077
0.500 109-060
0.382 109-043
LOW 108-310
0.618 108-223
1.000 108-170
1.618 108-083
2.618 107-263
4.250 107-035
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 109-083 109-067
PP 109-072 109-039
S1 109-060 109-011

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

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