ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 109-078 109-105 0-028 0.1% 109-060
High 109-142 109-208 0-065 0.2% 109-292
Low 109-065 109-092 0-028 0.1% 109-042
Close 109-110 109-190 0-080 0.2% 109-095
Range 0-078 0-115 0-038 48.4% 0-250
ATR 0-133 0-131 -0-001 -0.9% 0-000
Volume 118,814 205,237 86,423 72.7% 185,706
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-188 110-144 109-253
R3 110-073 110-029 109-222
R2 109-278 109-278 109-211
R1 109-234 109-234 109-201 109-256
PP 109-163 109-163 109-163 109-174
S1 109-119 109-119 109-179 109-141
S2 109-048 109-048 109-169
S3 108-253 109-004 109-158
S4 108-138 108-209 109-127
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% 0-124 0.4% 59% False False 94,021
10 109-292 109-002 0-290 0.8% 0-129 0.4% 65% False False 55,581
20 110-258 107-215 3-042 2.9% 0-146 0.4% 61% False False 28,759
40 110-258 106-162 4-095 3.9% 0-100 0.3% 72% False False 14,380
60 110-258 105-212 5-045 4.7% 0-068 0.2% 76% False False 9,586
80 110-258 105-162 5-095 4.8% 0-051 0.1% 77% False False 7,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-056
2.618 110-189
1.618 110-074
1.000 110-002
0.618 109-279
HIGH 109-208
0.618 109-164
0.500 109-150
0.382 109-136
LOW 109-092
0.618 109-021
1.000 108-298
1.618 108-226
2.618 108-111
4.250 107-244
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 109-177 109-169
PP 109-163 109-148
S1 109-150 109-126

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

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