ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 109-182 109-300 0-118 0.3% 110-020
High 109-182 109-300 0-118 0.3% 110-020
Low 109-182 109-285 0-102 0.3% 109-182
Close 109-182 109-300 0-118 0.3% 109-300
Range 0-000 0-015 0-015 0-158
ATR 0-095 0-097 0-002 1.6% 0-000
Volume 0 4 4 121
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 110-020 110-015 109-308
R3 110-005 110-000 109-304
R2 109-310 109-310 109-303
R1 109-305 109-305 109-301 109-308
PP 109-295 109-295 109-295 109-296
S1 109-290 109-290 109-299 109-292
S2 109-280 109-280 109-297
S3 109-265 109-275 109-296
S4 109-250 109-260 109-292
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 111-107 111-041 110-067
R3 110-269 110-203 110-023
R2 110-112 110-112 110-009
R1 110-046 110-046 109-314 110-000
PP 109-274 109-274 109-274 109-251
S1 109-208 109-208 109-286 109-162
S2 109-117 109-117 109-271
S3 108-279 109-051 109-257
S4 108-122 108-213 109-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-020 109-182 0-158 0.4% 0-024 0.1% 75% False False 24
10 110-088 109-182 0-225 0.6% 0-034 0.1% 52% False False 37
20 110-128 108-258 1-190 1.4% 0-077 0.2% 71% False False 2,672
40 110-128 108-168 1-280 1.7% 0-113 0.3% 75% False False 1,035,302
60 110-128 106-105 4-022 3.7% 0-112 0.3% 89% False False 1,127,464
80 110-128 105-302 4-145 4.1% 0-115 0.3% 90% False False 1,172,262
100 110-128 105-088 5-040 4.7% 0-113 0.3% 91% False False 1,135,192
120 110-128 104-302 5-145 5.0% 0-113 0.3% 92% False False 946,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110-044
2.618 110-019
1.618 110-004
1.000 109-315
0.618 109-309
HIGH 109-300
0.618 109-294
0.500 109-292
0.382 109-291
LOW 109-285
0.618 109-276
1.000 109-270
1.618 109-261
2.618 109-246
4.250 109-221
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 109-298 109-280
PP 109-295 109-261
S1 109-292 109-241

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

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