ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 108-190 109-052 0-182 0.5% 108-025
High 109-030 110-078 1-048 1.1% 110-078
Low 108-190 109-008 0-138 0.4% 107-315
Close 109-020 110-028 1-008 0.9% 110-028
Range 0-160 1-070 0-230 143.8% 2-082
ATR 0-095 0-116 0-021 22.3% 0-000
Volume 2,881 7,879 4,998 173.5% 11,347
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 113-141 112-314 110-242
R3 112-071 111-244 110-135
R2 111-001 111-001 110-099
R1 110-174 110-174 110-063 110-248
PP 109-251 109-251 109-251 109-288
S1 109-104 109-104 109-312 109-178
S2 108-181 108-181 109-276
S3 107-111 108-034 109-240
S4 106-041 106-284 109-133
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 116-068 115-130 111-105
R3 113-305 113-048 110-226
R2 111-222 111-222 110-160
R1 110-285 110-285 110-094 111-094
PP 109-140 109-140 109-140 109-204
S1 108-202 108-202 109-281 109-011
S2 107-058 107-058 109-215
S3 104-295 106-120 109-149
S4 102-212 104-038 108-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-078 107-315 2-082 2.1% 0-173 0.5% 93% True False 2,269
10 110-078 107-188 2-210 2.4% 0-122 0.3% 94% True False 1,148
20 110-078 107-070 3-008 2.7% 0-086 0.2% 95% True False 574
40 110-078 106-100 3-298 3.6% 0-057 0.2% 96% True False 287
60 110-078 105-212 4-185 4.2% 0-038 0.1% 97% True False 191
80 110-078 105-162 4-235 4.3% 0-029 0.1% 97% True False 143
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 0-019
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 115-135
2.618 113-139
1.618 112-069
1.000 111-148
0.618 110-319
HIGH 110-078
0.618 109-249
0.500 109-202
0.382 109-156
LOW 109-008
0.618 108-086
1.000 107-258
1.618 107-016
2.618 105-266
4.250 103-270
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 109-299 109-253
PP 109-251 109-159
S1 109-202 109-065

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

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