ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 109-072 109-040 -0-032 -0.1% 108-245
High 109-120 109-072 -0-048 -0.1% 109-130
Low 109-038 108-312 -0-045 -0.1% 108-212
Close 109-048 109-060 0-012 0.0% 109-072
Range 0-082 0-080 -0-002 -3.0% 0-238
ATR 0-139 0-134 -0-004 -3.0% 0-000
Volume 4,807,663 4,198,423 -609,240 -12.7% 10,781,839
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 109-282 109-251 109-104
R3 109-202 109-171 109-082
R2 109-122 109-122 109-075
R1 109-091 109-091 109-067 109-106
PP 109-042 109-042 109-042 109-049
S1 109-011 109-011 109-053 109-026
S2 108-282 108-282 109-045
S3 108-202 108-251 109-038
S4 108-122 108-171 109-016
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
5 109-130 108-268 0-182 0.5% 0-114 0.3% 62% False False 3,549,527
10 109-178 108-188 0-310 0.9% 0-124 0.4% 62% False False 2,408,781
20 110-102 107-215 2-208 2.4% 0-160 0.5% 57% False False 2,193,768
40 110-102 106-052 4-050 3.8% 0-132 0.4% 73% False False 1,696,730
60 110-102 105-280 4-142 4.1% 0-130 0.4% 75% False False 1,576,779
80 110-102 105-088 5-015 4.6% 0-124 0.4% 78% False False 1,393,713
100 110-102 104-302 5-120 4.9% 0-119 0.3% 79% False False 1,115,122
120 110-102 104-302 5-120 4.9% 0-100 0.3% 79% False False 929,268
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 6 trading days
Fibonacci Retracements and Extensions
4.250 110-092
2.618 109-282
1.618 109-202
1.000 109-152
0.618 109-122
HIGH 109-072
0.618 109-042
0.500 109-032
0.382 109-023
LOW 108-312
0.618 108-263
1.000 108-232
1.618 108-183
2.618 108-103
4.250 107-292
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 109-051 109-054
PP 109-042 109-048
S1 109-032 109-041

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

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