ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 26-Aug-2024
Day Change Summary
Previous Current
23-Aug-2024 26-Aug-2024 Change Change % Previous Week
Open 108-302 109-072 0-090 0.3% 108-245
High 109-088 109-120 0-032 0.1% 109-130
Low 108-282 109-038 0-075 0.2% 108-212
Close 109-072 109-048 -0-025 -0.1% 109-072
Range 0-125 0-082 -0-042 -34.0% 0-238
ATR 0-143 0-139 -0-004 -3.0% 0-000
Volume 3,566,533 4,807,663 1,241,130 34.8% 10,781,839
Daily Pivots for day following 26-Aug-2024
Classic Woodie Camarilla DeMark
R4 109-316 109-264 109-093
R3 109-233 109-182 109-070
R2 109-151 109-151 109-063
R1 109-099 109-099 109-055 109-084
PP 109-068 109-068 109-068 109-061
S1 109-017 109-017 109-040 109-001
S2 108-306 108-306 109-032
S3 108-223 108-254 109-025
S4 108-141 108-172 109-002
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
5 109-130 108-232 0-218 0.6% 0-120 0.3% 62% False False 2,929,975
10 109-178 108-188 0-310 0.9% 0-128 0.4% 58% False False 2,100,815
20 110-102 107-170 2-252 2.6% 0-161 0.5% 58% False False 2,042,441
40 110-102 106-018 4-085 3.9% 0-133 0.4% 73% False False 1,630,095
60 110-102 105-165 4-258 4.4% 0-131 0.4% 76% False False 1,538,547
80 110-102 105-088 5-015 4.6% 0-124 0.4% 77% False False 1,341,260
100 110-102 104-302 5-120 4.9% 0-119 0.3% 78% False False 1,073,138
120 110-102 104-302 5-120 4.9% 0-100 0.3% 78% False False 894,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 110-151
2.618 110-016
1.618 109-253
1.000 109-202
0.618 109-171
HIGH 109-120
0.618 109-088
0.500 109-079
0.382 109-069
LOW 109-038
0.618 108-307
1.000 108-275
1.618 108-224
2.618 108-142
4.250 108-007
Fisher Pivots for day following 26-Aug-2024
Pivot 1 day 3 day
R1 109-079 109-043
PP 109-068 109-038
S1 109-058 109-034

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

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