ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 16-Aug-2024
Day Change Summary
Previous Current
15-Aug-2024 16-Aug-2024 Change Change % Previous Week
Open 109-242 109-062 -0-180 -0.5% 109-060
High 109-250 109-152 -0-098 -0.3% 109-292
Low 109-042 109-045 0-002 0.0% 109-042
Close 109-060 109-095 0-035 0.1% 109-095
Range 0-208 0-108 -0-100 -48.2% 0-250
ATR 0-139 0-137 -0-002 -1.6% 0-000
Volume 76,956 24,020 -52,936 -68.8% 185,706
Daily Pivots for day following 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-100 110-045 109-154
R3 109-312 109-258 109-125
R2 109-205 109-205 109-115
R1 109-150 109-150 109-105 109-178
PP 109-098 109-098 109-098 109-111
S1 109-042 109-042 109-085 109-070
S2 108-310 108-310 109-075
S3 108-202 108-255 109-065
S4 108-095 108-148 109-036
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 111-253 111-104 109-232
R3 111-003 110-174 109-164
R2 110-073 110-073 109-141
R1 109-244 109-244 109-118 109-319
PP 109-143 109-143 109-143 109-181
S1 108-314 108-314 109-072 109-069
S2 108-213 108-213 109-049
S3 107-283 108-064 109-026
S4 107-033 107-134 108-278
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% 0-134 0.4% 21% False False 37,141
10 110-258 109-002 1-255 1.6% 0-159 0.5% 16% False False 23,965
20 110-258 107-188 3-070 2.9% 0-140 0.4% 53% False False 12,556
40 110-258 106-162 4-095 3.9% 0-095 0.3% 65% False False 6,279
60 110-258 105-212 5-045 4.7% 0-065 0.2% 71% False False 4,186
80 110-258 105-162 5-095 4.8% 0-048 0.1% 72% False False 3,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110-289
2.618 110-114
1.618 110-006
1.000 109-260
0.618 109-219
HIGH 109-152
0.618 109-111
0.500 109-099
0.382 109-086
LOW 109-045
0.618 108-299
1.000 108-258
1.618 108-191
2.618 108-084
4.250 107-228
Fisher Pivots for day following 16-Aug-2024
Pivot 1 day 3 day
R1 109-099 109-168
PP 109-098 109-143
S1 109-096 109-119

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

View Archives - Comment on this page... - Back to Index of Symbols