ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 06-Aug-2024
Day Change Summary
Previous Current
05-Aug-2024 06-Aug-2024 Change Change % Previous Week
Open 110-015 109-315 -0-020 -0.1% 108-025
High 110-258 109-315 -0-262 -0.7% 110-078
Low 109-262 109-142 -0-120 -0.3% 107-315
Close 110-000 109-178 -0-142 -0.4% 110-028
Range 0-315 0-172 -0-142 -45.2% 2-082
ATR 0-130 0-133 0-003 2.6% 0-000
Volume 5,046 2,850 -2,196 -43.5% 11,347
Daily Pivots for day following 06-Aug-2024
Classic Woodie Camarilla DeMark
R4 111-089 110-306 109-272
R3 110-237 110-133 109-225
R2 110-064 110-064 109-209
R1 109-281 109-281 109-193 109-246
PP 109-212 109-212 109-212 109-194
S1 109-108 109-108 109-162 109-074
S2 109-039 109-039 109-146
S3 108-187 108-256 109-130
S4 108-014 108-083 109-083
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
5 110-258 108-052 2-205 2.4% 0-244 0.7% 53% False False 3,773
10 110-258 107-215 3-042 2.9% 0-164 0.5% 60% False False 1,937
20 110-258 107-100 3-158 3.2% 0-108 0.3% 64% False False 969
40 110-258 106-100 4-158 4.1% 0-070 0.2% 72% False False 485
60 110-258 105-212 5-045 4.7% 0-046 0.1% 76% False False 323
80 110-258 105-162 5-095 4.8% 0-035 0.1% 76% False False 242
Crabel Price Patterns
NR True
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-088
2.618 111-127
1.618 110-274
1.000 110-168
0.618 110-102
HIGH 109-315
0.618 109-249
0.500 109-229
0.382 109-208
LOW 109-142
0.618 109-036
1.000 108-290
1.618 108-183
2.618 108-011
4.250 107-049
Fisher Pivots for day following 06-Aug-2024
Pivot 1 day 3 day
R1 109-229 109-292
PP 109-212 109-254
S1 109-195 109-216

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

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