ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 107-130 107-150 0-020 0.1% 106-100
High 107-130 107-150 0-020 0.1% 107-145
Low 107-130 107-082 -0-048 -0.1% 106-100
Close 107-130 107-082 -0-048 -0.1% 107-145
Range 0-000 0-068 0-068 1-045
ATR 0-082 0-081 -0-001 -1.2% 0-000
Volume 0 1 1 0
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 107-308 107-262 107-120
R3 107-240 107-195 107-101
R2 107-172 107-172 107-095
R1 107-128 107-128 107-089 107-116
PP 107-105 107-105 107-105 107-099
S1 107-060 107-060 107-076 107-049
S2 107-038 107-038 107-070
S3 106-290 106-312 107-064
S4 106-222 106-245 107-045
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 110-158 110-037 108-026
R3 109-113 108-312 107-245
R2 108-068 108-068 107-212
R1 107-267 107-267 107-178 108-008
PP 107-023 107-023 107-023 107-054
S1 106-222 106-222 107-112 106-282
S2 105-298 105-298 107-078
S3 104-253 105-177 107-045
S4 103-208 104-132 106-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-150 107-040 0-110 0.3% 0-014 0.0% 39% True False
10 107-150 106-100 1-050 1.1% 0-007 0.0% 82% True False
20 107-150 105-212 1-258 1.7% 0-003 0.0% 88% True False
40 107-150 105-162 1-308 1.8% 0-002 0.0% 89% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 108-117
2.618 108-007
1.618 107-259
1.000 107-218
0.618 107-192
HIGH 107-150
0.618 107-124
0.500 107-116
0.382 107-108
LOW 107-082
0.618 107-041
1.000 107-015
1.618 106-293
2.618 106-226
4.250 106-116
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 107-116 107-095
PP 107-105 107-091
S1 107-094 107-087

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

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