ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 25-Sep-2024
Day Change Summary
Previous Current
24-Sep-2024 25-Sep-2024 Change Change % Previous Week
Open 109-300 109-242 -0-058 -0.2% 110-062
High 110-005 109-242 -0-082 -0.2% 110-088
Low 109-262 109-242 -0-020 -0.1% 109-250
Close 110-005 109-242 -0-082 -0.2% 109-302
Range 0-062 0-000 -0-062 -100.0% 0-158
ATR 0-099 0-098 -0-001 -1.2% 0-000
Volume 56 14 -42 -75.0% 253
Daily Pivots for day following 25-Sep-2024
Classic Woodie Camarilla DeMark
R4 109-242 109-242 109-242
R3 109-242 109-242 109-242
R2 109-242 109-242 109-242
R1 109-242 109-242 109-242 109-242
PP 109-242 109-242 109-242 109-242
S1 109-242 109-242 109-242 109-242
S2 109-242 109-242 109-242
S3 109-242 109-242 109-242
S4 109-242 109-242 109-242
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 111-152 111-065 110-069
R3 110-315 110-228 110-026
R2 110-158 110-158 110-011
R1 110-070 110-070 109-317 110-035
PP 110-000 110-000 110-000 109-302
S1 109-232 109-232 109-288 109-198
S2 109-162 109-162 109-274
S3 109-005 109-075 109-259
S4 108-168 108-238 109-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-020 109-242 0-098 0.3% 0-031 0.1% 0% False True 23
10 110-088 109-242 0-165 0.5% 0-045 0.1% 0% False True 37
20 110-128 108-258 1-190 1.5% 0-084 0.2% 60% False False 101,359
40 110-128 107-215 2-232 2.5% 0-122 0.3% 77% False False 1,147,563
60 110-128 106-052 4-075 3.9% 0-116 0.3% 85% False False 1,164,940
80 110-128 105-280 4-168 4.1% 0-118 0.3% 86% False False 1,207,924
100 110-128 105-088 5-040 4.7% 0-116 0.3% 88% False False 1,135,243
120 110-128 104-302 5-145 5.0% 0-114 0.3% 88% False False 946,162
Crabel Price Patterns
NR True
NR4 True
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 0-011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109-242
2.618 109-242
1.618 109-242
1.000 109-242
0.618 109-242
HIGH 109-242
0.618 109-242
0.500 109-242
0.382 109-242
LOW 109-242
0.618 109-242
1.000 109-242
1.618 109-242
2.618 109-242
4.250 109-242
Fisher Pivots for day following 25-Sep-2024
Pivot 1 day 3 day
R1 109-242 109-291
PP 109-242 109-275
S1 109-242 109-259

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

View Archives - Comment on this page... - Back to Index of Symbols