ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 106-300 107-025 0-045 0.1% 107-040
High 106-300 107-025 0-045 0.1% 107-150
Low 106-300 106-298 -0-002 0.0% 107-040
Close 106-300 107-025 0-045 0.1% 107-078
Range 0-000 0-048 0-048 0-110
ATR 0-070 0-068 -0-002 -2.3% 0-000
Volume
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 107-152 107-136 107-051
R3 107-104 107-088 107-038
R2 107-057 107-057 107-034
R1 107-041 107-041 107-029 107-049
PP 107-009 107-009 107-009 107-013
S1 106-313 106-313 107-021 107-001
S2 106-282 106-282 107-016
S3 106-234 106-266 107-012
S4 106-187 106-218 106-319
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 108-099 108-038 107-138
R3 107-309 107-248 107-108
R2 107-199 107-199 107-098
R1 107-138 107-138 107-088 107-169
PP 107-089 107-089 107-089 107-104
S1 107-028 107-028 107-067 107-059
S2 106-299 106-299 107-057
S3 106-189 106-238 107-047
S4 106-079 106-128 107-017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-100 106-298 0-122 0.4% 0-016 0.0% 39% False True
10 107-150 106-298 0-172 0.5% 0-014 0.0% 28% False True
20 107-150 105-305 1-165 1.4% 0-007 0.0% 74% False False
40 107-150 105-212 1-258 1.7% 0-004 0.0% 78% False False
60 107-180 105-162 2-018 1.9% 0-002 0.0% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 107-227
2.618 107-149
1.618 107-102
1.000 107-072
0.618 107-054
HIGH 107-025
0.618 107-007
0.500 107-001
0.382 106-316
LOW 106-298
0.618 106-268
1.000 106-250
1.618 106-221
2.618 106-173
4.250 106-096
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 107-017 107-039
PP 107-009 107-034
S1 107-001 107-030

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

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