ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 22-Aug-2024
Day Change Summary
Previous Current
21-Aug-2024 22-Aug-2024 Change Change % Previous Week
Open 109-208 109-250 0-042 0.1% 109-060
High 109-312 109-270 -0-042 -0.1% 109-292
Low 109-172 109-128 -0-045 -0.1% 109-042
Close 109-278 109-152 -0-125 -0.4% 109-095
Range 0-140 0-142 0-002 1.8% 0-250
ATR 0-132 0-133 0-001 1.0% 0-000
Volume 772,306 2,056,112 1,283,806 166.2% 185,706
Daily Pivots for day following 22-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-291 110-204 109-231
R3 110-148 110-062 109-192
R2 110-006 110-006 109-179
R1 109-239 109-239 109-166 109-211
PP 109-183 109-183 109-183 109-169
S1 109-097 109-097 109-139 109-069
S2 109-041 109-041 109-126
S3 108-218 108-274 109-113
S4 108-076 108-132 109-074
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
5 109-312 109-045 0-268 0.8% 0-116 0.3% 40% False False 635,297
10 109-312 109-042 0-270 0.8% 0-123 0.4% 41% False False 335,593
20 110-258 107-238 3-020 2.8% 0-151 0.4% 57% False False 170,176
40 110-258 106-162 4-095 3.9% 0-106 0.3% 69% False False 85,090
60 110-258 105-212 5-045 4.7% 0-073 0.2% 74% False False 56,727
80 110-258 105-162 5-095 4.8% 0-054 0.2% 75% False False 42,545
100 110-258 105-162 5-095 4.8% 0-044 0.1% 75% False False 34,036
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 0-020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111-236
2.618 111-003
1.618 110-181
1.000 110-092
0.618 110-038
HIGH 109-270
0.618 109-216
0.500 109-199
0.382 109-182
LOW 109-128
0.618 109-039
1.000 108-305
1.618 108-217
2.618 108-074
4.250 107-162
Fisher Pivots for day following 22-Aug-2024
Pivot 1 day 3 day
R1 109-199 109-202
PP 109-183 109-186
S1 109-168 109-169

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

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