ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 109-240 109-242 0-002 0.0% 110-015
High 109-292 109-250 -0-042 -0.1% 110-258
Low 109-182 109-042 -0-140 -0.4% 109-002
Close 109-268 109-060 -0-208 -0.6% 109-082
Range 0-110 0-208 0-098 88.6% 1-255
ATR 0-132 0-139 0-007 5.0% 0-000
Volume 45,078 76,956 31,878 70.7% 53,953
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 111-100 110-288 109-174
R3 110-212 110-080 109-117
R2 110-005 110-005 109-098
R1 109-192 109-192 109-079 109-155
PP 109-118 109-118 109-118 109-099
S1 108-305 108-305 109-041 108-268
S2 108-230 108-230 109-022
S3 108-022 108-098 109-003
S4 107-135 107-210 108-266
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
5 109-292 109-042 0-250 0.7% 0-129 0.4% 7% False True 35,889
10 110-258 109-002 1-255 1.6% 0-187 0.5% 10% False False 22,351
20 110-258 107-188 3-070 2.9% 0-135 0.4% 50% False False 11,355
40 110-258 106-162 4-095 3.9% 0-094 0.3% 62% False False 5,678
60 110-258 105-212 5-045 4.7% 0-063 0.2% 69% False False 3,785
80 110-258 105-162 5-095 4.9% 0-047 0.1% 69% False False 2,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112-172
2.618 111-153
1.618 110-266
1.000 110-138
0.618 110-058
HIGH 109-250
0.618 109-171
0.500 109-146
0.382 109-122
LOW 109-042
0.618 108-234
1.000 108-155
1.618 108-027
2.618 107-139
4.250 106-121
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 109-146 109-168
PP 109-118 109-132
S1 109-089 109-096

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

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