ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 09-Aug-2024
Day Change Summary
Previous Current
08-Aug-2024 09-Aug-2024 Change Change % Previous Week
Open 109-155 109-052 -0-102 -0.3% 110-015
High 109-215 109-135 -0-080 -0.2% 110-258
Low 109-002 109-052 0-050 0.1% 109-002
Close 109-040 109-082 0-042 0.1% 109-082
Range 0-212 0-082 -0-130 -61.2% 1-255
ATR 0-139 0-136 -0-003 -2.3% 0-000
Volume 11,406 17,760 6,354 55.7% 53,953
Daily Pivots for day following 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-018 109-292 109-128
R3 109-255 109-210 109-105
R2 109-172 109-172 109-098
R1 109-128 109-128 109-090 109-150
PP 109-090 109-090 109-090 109-101
S1 109-045 109-045 109-075 109-068
S2 109-008 109-008 109-067
S3 108-245 108-282 109-060
S4 108-162 108-200 109-037
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 115-026 113-309 110-079
R3 113-091 112-054 109-241
R2 111-156 111-156 109-188
R1 110-119 110-119 109-135 110-010
PP 109-221 109-221 109-221 109-166
S1 108-184 108-184 109-030 108-075
S2 107-286 107-286 108-297
S3 106-031 106-249 108-244
S4 104-096 104-314 108-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-258 109-002 1-255 1.6% 0-184 0.5% 14% False False 10,790
10 110-258 107-315 2-262 2.6% 0-178 0.5% 45% False False 6,530
20 110-258 107-188 3-070 2.9% 0-114 0.3% 52% False False 3,271
40 110-258 106-162 4-095 3.9% 0-080 0.2% 64% False False 1,636
60 110-258 105-212 5-045 4.7% 0-054 0.2% 70% False False 1,090
80 110-258 105-162 5-095 4.8% 0-040 0.1% 71% False False 818
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 110-166
2.618 110-031
1.618 109-268
1.000 109-218
0.618 109-186
HIGH 109-135
0.618 109-103
0.500 109-094
0.382 109-084
LOW 109-052
0.618 109-002
1.000 108-290
1.618 108-239
2.618 108-157
4.250 108-022
Fisher Pivots for day following 09-Aug-2024
Pivot 1 day 3 day
R1 109-094 109-109
PP 109-090 109-100
S1 109-086 109-091

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

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