ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 109-228 109-248 0-020 0.1% 109-078
High 109-255 109-268 0-012 0.0% 109-312
Low 109-162 109-220 0-058 0.2% 109-065
Close 109-242 109-230 -0-012 0.0% 109-258
Range 0-092 0-048 -0-045 -48.6% 0-248
ATR 0-127 0-121 -0-006 -4.5% 0-000
Volume 3,876,706 1,852,011 -2,024,695 -52.2% 5,580,217
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 110-062 110-033 109-256
R3 110-014 109-306 109-243
R2 109-287 109-287 109-239
R1 109-258 109-258 109-234 109-249
PP 109-239 109-239 109-239 109-234
S1 109-211 109-211 109-226 109-201
S2 109-192 109-192 109-221
S3 109-144 109-163 109-217
S4 109-097 109-116 109-204
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
5 109-305 109-128 0-178 0.5% 0-099 0.3% 58% False False 2,863,282
10 109-312 109-042 0-270 0.8% 0-114 0.3% 69% False False 1,551,374
20 110-258 108-190 2-068 2.0% 0-148 0.4% 51% False False 783,159
40 110-258 106-310 3-268 3.5% 0-108 0.3% 72% False False 391,598
60 110-258 106-100 4-158 4.1% 0-078 0.2% 76% False False 261,065
80 110-258 105-212 5-045 4.7% 0-059 0.2% 79% False False 195,799
100 110-258 105-162 5-095 4.8% 0-047 0.1% 79% False False 156,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 110-149
2.618 110-072
1.618 110-024
1.000 109-315
0.618 109-297
HIGH 109-268
0.618 109-249
0.500 109-244
0.382 109-238
LOW 109-220
0.618 109-191
1.000 109-172
1.618 109-143
2.618 109-096
4.250 109-018
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 109-244 109-234
PP 109-239 109-232
S1 109-235 109-231

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

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