ECBOT 5 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 109-300 109-240 -0-060 -0.2% 110-020
High 109-300 109-300 0-000 0.0% 110-020
Low 109-285 109-210 -0-075 -0.2% 109-182
Close 109-300 109-210 -0-090 -0.3% 109-300
Range 0-015 0-090 0-075 500.0% 0-158
ATR 0-097 0-097 -0-001 -0.5% 0-000
Volume 4 18 14 350.0% 121
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 110-190 110-130 109-260
R3 110-100 110-040 109-235
R2 110-010 110-010 109-226
R1 109-270 109-270 109-218 109-255
PP 109-240 109-240 109-240 109-232
S1 109-180 109-180 109-202 109-165
S2 109-150 109-150 109-194
S3 109-060 109-090 109-185
S4 108-290 109-000 109-160
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
5 110-005 109-182 0-142 0.4% 0-034 0.1% 19% False False 18
10 110-050 109-182 0-188 0.5% 0-039 0.1% 15% False False 34
20 110-128 108-258 1-190 1.5% 0-078 0.2% 53% False False 1,381
40 110-128 108-168 1-280 1.7% 0-106 0.3% 60% False False 957,021
60 110-128 106-250 3-198 3.3% 0-110 0.3% 79% False False 1,105,593
80 110-128 105-302 4-145 4.1% 0-115 0.3% 83% False False 1,153,298
100 110-128 105-088 5-040 4.7% 0-113 0.3% 86% False False 1,135,124
120 110-128 104-302 5-145 5.0% 0-114 0.3% 86% False False 946,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 111-042
2.618 110-216
1.618 110-126
1.000 110-070
0.618 110-036
HIGH 109-300
0.618 109-266
0.500 109-255
0.382 109-244
LOW 109-210
0.618 109-154
1.000 109-120
1.618 109-064
2.618 108-294
4.250 108-148
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 109-255 109-241
PP 109-240 109-231
S1 109-225 109-220

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

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