ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 108-270 109-070 0-120 0.3% 109-072
High 109-078 109-182 0-105 0.3% 109-120
Low 108-258 109-058 0-120 0.3% 108-260
Close 109-038 109-168 0-130 0.4% 108-278
Range 0-140 0-125 -0-015 -10.7% 0-180
ATR 0-124 0-126 0-001 1.2% 0-000
Volume 9,376 7,773 -1,603 -17.1% 11,005,678
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 110-191 110-144 109-236
R3 110-066 110-019 109-202
R2 109-261 109-261 109-190
R1 109-214 109-214 109-179 109-238
PP 109-136 109-136 109-136 109-148
S1 109-089 109-089 109-156 109-112
S2 109-011 109-011 109-145
S3 108-206 108-284 109-133
S4 108-081 108-159 109-099
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
5 109-182 108-258 0-245 0.7% 0-099 0.3% 94% True False 403,348
10 109-182 108-258 0-245 0.7% 0-106 0.3% 94% True False 1,976,437
20 109-182 108-168 1-015 1.0% 0-122 0.3% 96% True False 1,640,718
40 110-102 106-275 3-148 3.2% 0-129 0.4% 77% False False 1,609,322
60 110-102 105-302 4-120 4.0% 0-125 0.4% 82% False False 1,488,421
80 110-102 105-088 5-015 4.6% 0-123 0.4% 84% False False 1,418,564
100 110-102 104-302 5-120 4.9% 0-121 0.3% 85% False False 1,135,264
120 110-102 104-302 5-120 4.9% 0-104 0.3% 85% False False 946,074
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-074
2.618 110-190
1.618 110-065
1.000 109-308
0.618 109-260
HIGH 109-182
0.618 109-135
0.500 109-120
0.382 109-105
LOW 109-058
0.618 108-300
1.000 108-252
1.618 108-175
2.618 108-050
4.250 107-166
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 109-152 109-132
PP 109-136 109-096
S1 109-120 109-060

Download as Excel Spreadsheet

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

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