ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 109-040 109-065 0-025 0.1% 108-245
High 109-072 109-090 0-018 0.1% 109-130
Low 108-312 109-042 0-050 0.1% 108-212
Close 109-060 109-052 -0-008 0.0% 109-072
Range 0-080 0-048 -0-032 -40.6% 0-238
ATR 0-134 0-128 -0-006 -4.6% 0-000
Volume 4,198,423 1,577,638 -2,620,785 -62.4% 10,781,839
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 109-204 109-176 109-079
R3 109-157 109-128 109-066
R2 109-109 109-109 109-061
R1 109-081 109-081 109-057 109-071
PP 109-062 109-062 109-062 109-057
S1 109-033 109-033 109-048 109-024
S2 109-014 109-014 109-044
S3 108-287 108-306 109-039
S4 108-239 108-258 109-026
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
5 109-120 108-268 0-172 0.5% 0-096 0.3% 61% False False 3,439,831
10 109-130 108-188 0-262 0.8% 0-112 0.3% 70% False False 2,424,573
20 110-102 108-022 2-080 2.1% 0-153 0.4% 49% False False 2,160,176
40 110-102 106-065 4-038 3.8% 0-131 0.4% 72% False False 1,710,262
60 110-102 105-302 4-120 4.0% 0-128 0.4% 74% False False 1,581,238
80 110-102 105-088 5-015 4.6% 0-121 0.3% 77% False False 1,413,388
100 110-102 104-302 5-120 4.9% 0-120 0.3% 78% False False 1,130,898
120 110-102 104-302 5-120 4.9% 0-101 0.3% 78% False False 942,415
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 109-292
2.618 109-214
1.618 109-167
1.000 109-138
0.618 109-119
HIGH 109-090
0.618 109-072
0.500 109-066
0.382 109-061
LOW 109-042
0.618 109-013
1.000 108-315
1.618 108-286
2.618 108-238
4.250 108-161
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 109-066 109-056
PP 109-062 109-055
S1 109-057 109-054

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

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