ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 28-Jun-2024
Day Change Summary
Previous Current
27-Jun-2024 28-Jun-2024 Change Change % Previous Week
Open 107-025 106-310 -0-035 -0.1% 107-072
High 107-025 107-048 0-022 0.1% 107-100
Low 106-298 106-298 0-000 0.0% 106-298
Close 107-025 106-310 -0-035 -0.1% 106-310
Range 0-048 0-070 0-022 47.4% 0-122
ATR 0-068 0-068 0-000 0.2% 0-000
Volume
Daily Pivots for day following 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 107-215 107-172 107-028
R3 107-145 107-102 107-009
R2 107-075 107-075 107-003
R1 107-032 107-032 106-316 107-025
PP 107-005 107-005 107-005 107-001
S1 106-282 106-282 106-304 106-275
S2 106-255 106-255 106-297
S3 106-185 106-212 106-291
S4 106-115 106-142 106-272
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 108-070 107-312 107-057
R3 107-268 107-190 107-024
R2 107-145 107-145 107-012
R1 107-068 107-068 107-001 107-045
PP 107-022 107-022 107-022 107-011
S1 106-265 106-265 106-299 106-242
S2 106-220 106-220 106-288
S3 106-098 106-142 106-276
S4 105-295 106-020 106-243
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% 0-028 0.1% 10% False True
10 107-150 106-298 0-172 0.5% 0-022 0.1% 7% False True
20 107-150 106-040 1-110 1.3% 0-011 0.0% 63% False False
40 107-150 105-212 1-258 1.7% 0-005 0.0% 72% False False
60 107-180 105-162 2-018 1.9% 0-004 0.0% 71% False False
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 False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 108-025
2.618 107-231
1.618 107-161
1.000 107-118
0.618 107-091
HIGH 107-048
0.618 107-021
0.500 107-012
0.382 107-004
LOW 106-298
0.618 106-254
1.000 106-228
1.618 106-184
2.618 106-114
4.250 106-000
Fisher Pivots for day following 28-Jun-2024
Pivot 1 day 3 day
R1 107-012 107-012
PP 107-005 107-005
S1 106-318 106-318

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

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