ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 109-258 109-228 -0-030 -0.1% 109-078
High 109-305 109-255 -0-050 -0.1% 109-312
Low 109-218 109-162 -0-055 -0.2% 109-065
Close 109-230 109-242 0-012 0.0% 109-258
Range 0-088 0-092 0-005 5.7% 0-248
ATR 0-129 0-127 -0-003 -2.0% 0-000
Volume 4,103,833 3,876,706 -227,127 -5.5% 5,580,217
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-178 110-142 109-293
R3 110-085 110-050 109-268
R2 109-312 109-312 109-259
R1 109-278 109-278 109-251 109-295
PP 109-220 109-220 109-220 109-229
S1 109-185 109-185 109-234 109-202
S2 109-128 109-128 109-226
S3 109-035 109-092 109-217
S4 108-262 109-000 109-192
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 111-314 111-213 110-074
R3 111-067 110-286 110-006
R2 110-139 110-139 109-303
R1 110-038 110-038 109-280 110-089
PP 109-212 109-212 109-212 109-237
S1 109-111 109-111 109-235 109-161
S2 108-284 108-284 109-212
S3 108-037 108-183 109-189
S4 107-109 107-256 109-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-312 109-128 0-185 0.5% 0-118 0.3% 62% False False 2,647,341
10 109-312 109-042 0-270 0.8% 0-120 0.3% 74% False False 1,370,681
20 110-258 108-052 2-205 2.4% 0-155 0.4% 60% False False 690,569
40 110-258 106-210 4-048 3.8% 0-107 0.3% 75% False False 345,297
60 110-258 106-100 4-158 4.1% 0-078 0.2% 77% False False 230,198
80 110-258 105-212 5-045 4.7% 0-058 0.2% 80% False False 172,648
100 110-258 105-162 5-095 4.8% 0-047 0.1% 80% False False 138,119
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-008
2.618 110-177
1.618 110-085
1.000 110-028
0.618 109-312
HIGH 109-255
0.618 109-220
0.500 109-209
0.382 109-198
LOW 109-162
0.618 109-105
1.000 109-070
1.618 109-013
2.618 108-240
4.250 108-089
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 109-231 109-237
PP 109-220 109-232
S1 109-209 109-226

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

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