ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 106-188 107-025 0-158 0.5% 106-190
High 106-188 107-025 0-158 0.5% 107-042
Low 106-188 107-025 0-158 0.5% 106-138
Close 106-188 107-025 0-158 0.5% 106-138
Range
ATR 0-077 0-083 0-006 7.5% 0-000
Volume
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 107-025 107-025 107-025
R3 107-025 107-025 107-025
R2 107-025 107-025 107-025
R1 107-025 107-025 107-025 107-025
PP 107-025 107-025 107-025 107-025
S1 107-025 107-025 107-025 107-025
S2 107-025 107-025 107-025
S3 107-025 107-025 107-025
S4 107-025 107-025 107-025
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 108-248 108-098 106-261
R3 108-022 107-192 106-199
R2 107-118 107-118 106-179
R1 106-288 106-288 106-158 106-250
PP 106-212 106-212 106-212 106-194
S1 106-062 106-062 106-117 106-025
S2 105-308 105-308 106-096
S3 105-082 105-158 106-076
S4 104-178 104-252 106-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-042 106-100 0-262 0.8% 0-000 0.0% 93% False False
10 107-042 105-305 1-058 1.1% 0-000 0.0% 95% False False
20 107-042 105-212 1-150 1.4% 0-000 0.0% 96% False False
40 107-042 105-162 1-200 1.5% 0-000 0.0% 97% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 107-025
2.618 107-025
1.618 107-025
1.000 107-025
0.618 107-025
HIGH 107-025
0.618 107-025
0.500 107-025
0.382 107-025
LOW 107-025
0.618 107-025
1.000 107-025
1.618 107-025
2.618 107-025
4.250 107-025
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 107-025 106-304
PP 107-025 106-263
S1 107-025 106-222

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

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