ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 109-105 109-208 0-102 0.3% 109-060
High 109-208 109-312 0-105 0.3% 109-292
Low 109-092 109-172 0-080 0.2% 109-042
Close 109-190 109-278 0-088 0.2% 109-095
Range 0-115 0-140 0-025 21.7% 0-250
ATR 0-131 0-132 0-001 0.5% 0-000
Volume 205,237 772,306 567,069 276.3% 185,706
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 111-034 110-296 110-034
R3 110-214 110-156 109-316
R2 110-074 110-074 109-303
R1 110-016 110-016 109-290 110-045
PP 109-254 109-254 109-254 109-269
S1 109-196 109-196 109-265 109-225
S2 109-114 109-114 109-252
S3 108-294 109-056 109-239
S4 108-154 108-236 109-200
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
5 109-312 109-042 0-270 0.8% 0-130 0.4% 87% True False 239,466
10 109-312 109-002 0-310 0.9% 0-130 0.4% 89% True False 131,122
20 110-258 107-228 3-030 2.8% 0-149 0.4% 70% False False 67,372
40 110-258 106-162 4-095 3.9% 0-103 0.3% 78% False False 33,687
60 110-258 105-212 5-045 4.7% 0-070 0.2% 82% False False 22,458
80 110-258 105-162 5-095 4.8% 0-053 0.1% 82% False False 16,844
100 110-258 105-162 5-095 4.8% 0-042 0.1% 82% False False 13,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-268
2.618 111-039
1.618 110-219
1.000 110-132
0.618 110-079
HIGH 109-312
0.618 109-259
0.500 109-242
0.382 109-226
LOW 109-172
0.618 109-086
1.000 109-032
1.618 108-266
2.618 108-126
4.250 107-218
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 109-266 109-248
PP 109-254 109-218
S1 109-242 109-189

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

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