ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 07-Aug-2024
Day Change Summary
Previous Current
06-Aug-2024 07-Aug-2024 Change Change % Previous Week
Open 109-315 109-195 -0-120 -0.3% 108-025
High 109-315 109-205 -0-110 -0.3% 110-078
Low 109-142 109-070 -0-072 -0.2% 107-315
Close 109-178 109-092 -0-085 -0.2% 110-028
Range 0-172 0-135 -0-038 -21.7% 2-082
ATR 0-133 0-134 0-000 0.1% 0-000
Volume 2,850 16,891 14,041 492.7% 11,347
Daily Pivots for day following 07-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-208 110-125 109-167
R3 110-072 109-310 109-130
R2 109-258 109-258 109-117
R1 109-175 109-175 109-105 109-149
PP 109-122 109-122 109-122 109-109
S1 109-040 109-040 109-080 109-014
S2 108-308 108-308 109-068
S3 108-172 108-225 109-055
S4 108-038 108-090 109-018
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
5 110-258 108-190 2-068 2.0% 0-234 0.7% 31% False False 7,109
10 110-258 107-228 3-030 2.8% 0-168 0.5% 51% False False 3,621
20 110-258 107-100 3-158 3.2% 0-113 0.3% 57% False False 1,814
40 110-258 106-162 4-095 3.9% 0-073 0.2% 65% False False 907
60 110-258 105-212 5-045 4.7% 0-049 0.1% 71% False False 604
80 110-258 105-162 5-095 4.8% 0-036 0.1% 71% False False 453
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 111-139
2.618 110-238
1.618 110-103
1.000 110-020
0.618 109-288
HIGH 109-205
0.618 109-153
0.500 109-138
0.382 109-122
LOW 109-070
0.618 108-307
1.000 108-255
1.618 108-172
2.618 108-037
4.250 107-136
Fisher Pivots for day following 07-Aug-2024
Pivot 1 day 3 day
R1 109-138 110-004
PP 109-122 109-247
S1 109-108 109-170

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

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