ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 109-068 108-302 -0-085 -0.2% 108-245
High 109-090 109-088 -0-002 0.0% 109-130
Low 108-268 108-282 0-015 0.0% 108-212
Close 108-292 109-072 0-100 0.3% 109-072
Range 0-142 0-125 -0-018 -12.3% 0-238
ATR 0-144 0-143 -0-001 -1.0% 0-000
Volume 3,048,901 3,566,533 517,632 17.0% 10,781,839
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-096 110-049 109-141
R3 109-291 109-244 109-107
R2 109-166 109-166 109-095
R1 109-119 109-119 109-084 109-142
PP 109-041 109-041 109-041 109-052
S1 108-314 108-314 109-061 109-018
S2 108-236 108-236 109-050
S3 108-111 108-189 109-038
S4 107-306 108-064 109-004
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 111-104 111-006 109-203
R3 110-187 110-088 109-138
R2 109-269 109-269 109-116
R1 109-171 109-171 109-094 109-220
PP 109-032 109-032 109-032 109-056
S1 108-253 108-253 109-051 108-302
S2 108-114 108-114 109-029
S3 107-197 108-016 109-007
S4 106-279 107-098 108-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-130 108-212 0-238 0.7% 0-118 0.3% 76% False False 2,156,367
10 109-178 108-188 0-310 0.9% 0-132 0.4% 66% False False 1,725,724
20 110-102 107-170 2-252 2.6% 0-160 0.5% 61% False False 1,847,649
40 110-102 106-018 4-085 3.9% 0-136 0.4% 74% False False 1,556,451
60 110-102 105-105 4-318 4.6% 0-131 0.4% 78% False False 1,478,278
80 110-102 105-020 5-082 4.8% 0-125 0.4% 79% False False 1,281,193
100 110-102 104-302 5-120 4.9% 0-119 0.3% 80% False False 1,025,061
120 110-102 104-302 5-120 4.9% 0-099 0.3% 80% False False 854,218
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 110-299
2.618 110-095
1.618 109-290
1.000 109-212
0.618 109-165
HIGH 109-088
0.618 109-040
0.500 109-025
0.382 109-010
LOW 108-282
0.618 108-205
1.000 108-158
1.618 108-080
2.618 107-275
4.250 107-071
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 109-057 109-061
PP 109-041 109-050
S1 109-025 109-039

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

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