ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 109-018 108-270 -0-068 -0.2% 109-072
High 109-020 109-078 0-058 0.2% 109-120
Low 108-260 108-258 -0-002 0.0% 108-260
Close 108-278 109-038 0-080 0.2% 108-278
Range 0-080 0-140 0-060 75.0% 0-180
ATR 0-123 0-124 0-001 1.0% 0-000
Volume 25,835 9,376 -16,459 -63.7% 11,005,678
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 110-118 110-058 109-114
R3 109-298 109-238 109-076
R2 109-158 109-158 109-063
R1 109-098 109-098 109-050 109-128
PP 109-018 109-018 109-018 109-032
S1 108-278 108-278 109-025 108-308
S2 108-198 108-198 109-012
S3 108-058 108-138 108-319
S4 107-238 107-318 108-280
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-226 110-112 109-056
R3 110-046 109-252 109-007
R2 109-186 109-186 108-310
R1 109-072 109-072 108-294 109-039
PP 109-006 109-006 109-006 108-309
S1 108-212 108-212 108-261 108-179
S2 108-146 108-146 108-244
S3 107-286 108-032 108-228
S4 107-106 107-172 108-178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-090 108-258 0-152 0.4% 0-090 0.3% 66% False True 1,241,478
10 109-130 108-232 0-218 0.6% 0-105 0.3% 57% False False 2,085,726
20 109-178 108-168 1-010 0.9% 0-124 0.4% 58% False False 1,750,673
40 110-102 106-250 3-172 3.2% 0-128 0.4% 66% False False 1,634,938
60 110-102 105-302 4-120 4.0% 0-128 0.4% 73% False False 1,516,644
80 110-102 105-088 5-015 4.6% 0-123 0.4% 76% False False 1,418,630
100 110-102 104-302 5-120 4.9% 0-121 0.3% 78% False False 1,135,211
120 110-102 104-302 5-120 4.9% 0-103 0.3% 78% False False 946,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 111-032
2.618 110-124
1.618 109-304
1.000 109-218
0.618 109-164
HIGH 109-078
0.618 109-024
0.500 109-008
0.382 108-311
LOW 108-258
0.618 108-171
1.000 108-118
1.618 108-031
2.618 107-211
4.250 106-302
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 109-028 109-028
PP 109-018 109-018
S1 109-008 109-009

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

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