ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 19-Aug-2024
Day Change Summary
Previous Current
16-Aug-2024 19-Aug-2024 Change Change % Previous Week
Open 109-062 109-078 0-015 0.0% 109-060
High 109-152 109-142 -0-010 0.0% 109-292
Low 109-045 109-065 0-020 0.1% 109-042
Close 109-095 109-110 0-015 0.0% 109-095
Range 0-108 0-078 -0-030 -27.9% 0-250
ATR 0-137 0-133 -0-004 -3.1% 0-000
Volume 24,020 118,814 94,794 394.6% 185,706
Daily Pivots for day following 19-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-018 109-302 109-153
R3 109-261 109-224 109-131
R2 109-183 109-183 109-124
R1 109-147 109-147 109-117 109-165
PP 109-106 109-106 109-106 109-115
S1 109-069 109-069 109-103 109-088
S2 109-028 109-028 109-096
S3 108-271 108-312 109-089
S4 108-193 108-234 109-067
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% 0-126 0.4% 27% False False 57,867
10 109-315 109-002 0-312 0.9% 0-135 0.4% 34% False False 35,342
20 110-258 107-215 3-042 2.9% 0-141 0.4% 53% False False 18,497
40 110-258 106-162 4-095 3.9% 0-097 0.3% 66% False False 9,249
60 110-258 105-212 5-045 4.7% 0-066 0.2% 72% False False 6,166
80 110-258 105-162 5-095 4.8% 0-049 0.1% 72% False False 4,624
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 0-020
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 110-152
2.618 110-025
1.618 109-268
1.000 109-220
0.618 109-190
HIGH 109-142
0.618 109-113
0.500 109-104
0.382 109-095
LOW 109-065
0.618 109-017
1.000 108-308
1.618 108-260
2.618 108-182
4.250 108-056
Fisher Pivots for day following 19-Aug-2024
Pivot 1 day 3 day
R1 109-108 109-146
PP 109-106 109-134
S1 109-104 109-122

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

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