ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 109-065 109-050 -0-015 0.0% 108-245
High 109-090 109-080 -0-010 0.0% 109-130
Low 109-042 108-298 -0-065 -0.2% 108-212
Close 109-052 109-012 -0-040 -0.1% 109-072
Range 0-048 0-102 0-055 115.8% 0-238
ATR 0-128 0-126 -0-002 -1.4% 0-000
Volume 1,577,638 396,119 -1,181,519 -74.9% 10,781,839
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-011 109-274 109-069
R3 109-228 109-172 109-041
R2 109-126 109-126 109-031
R1 109-069 109-069 109-022 109-046
PP 109-023 109-023 109-023 109-012
S1 108-287 108-287 109-003 108-264
S2 108-241 108-241 108-314
S3 108-138 108-184 108-304
S4 108-036 108-082 108-276
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
5 109-120 108-282 0-158 0.5% 0-088 0.3% 32% False False 2,909,275
10 109-130 108-192 0-258 0.7% 0-101 0.3% 54% False False 2,293,692
20 110-102 108-168 1-255 1.6% 0-150 0.4% 29% False False 2,067,932
40 110-102 106-105 3-318 3.7% 0-130 0.4% 68% False False 1,689,860
60 110-102 105-302 4-120 4.0% 0-128 0.4% 71% False False 1,562,125
80 110-102 105-088 5-015 4.6% 0-122 0.3% 75% False False 1,418,323
100 110-102 104-302 5-120 4.9% 0-120 0.3% 76% False False 1,134,859
120 110-102 104-302 5-120 4.9% 0-102 0.3% 76% False False 945,716
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110-196
2.618 110-028
1.618 109-246
1.000 109-182
0.618 109-143
HIGH 109-080
0.618 109-041
0.500 109-029
0.382 109-017
LOW 108-298
0.618 108-234
1.000 108-195
1.618 108-132
2.618 108-029
4.250 107-182
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 109-029 109-034
PP 109-023 109-027
S1 109-018 109-020

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

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