ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 109-195 109-128 -0-068 -0.2% 109-258
High 109-198 109-265 0-068 0.2% 109-305
Low 109-110 109-100 -0-010 0.0% 109-110
Close 109-128 109-205 0-078 0.2% 109-128
Range 0-088 0-165 0-078 88.6% 0-195
ATR 0-118 0-121 0-003 2.9% 0-000
Volume 1,434,060 1,467,884 33,824 2.4% 12,576,700
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 111-045 110-290 109-296
R3 110-200 110-125 109-250
R2 110-035 110-035 109-235
R1 109-280 109-280 109-220 109-318
PP 109-190 109-190 109-190 109-209
S1 109-115 109-115 109-190 109-152
S2 109-025 109-025 109-175
S3 108-180 108-270 109-160
S4 108-015 108-105 109-114
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 111-126 111-002 109-235
R3 110-251 110-127 109-181
R2 110-056 110-056 109-163
R1 109-252 109-252 109-145 109-216
PP 109-181 109-181 109-181 109-163
S1 109-057 109-057 109-110 109-021
S2 108-306 108-306 109-092
S3 108-111 108-182 109-074
S4 107-236 107-307 109-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-268 109-100 0-168 0.5% 0-100 0.3% 63% False True 1,988,150
10 109-312 109-092 0-220 0.6% 0-111 0.3% 51% False False 1,950,598
20 109-315 109-002 0-312 0.9% 0-123 0.4% 65% False False 992,970
40 110-258 107-070 3-188 3.3% 0-112 0.3% 68% False False 496,898
60 110-258 106-100 4-158 4.1% 0-084 0.2% 74% False False 331,266
80 110-258 105-212 5-045 4.7% 0-063 0.2% 77% False False 248,449
100 110-258 105-162 5-095 4.8% 0-051 0.1% 78% False False 198,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 112-006
2.618 111-057
1.618 110-212
1.000 110-110
0.618 110-047
HIGH 109-265
0.618 109-202
0.500 109-182
0.382 109-163
LOW 109-100
0.618 108-318
1.000 108-255
1.618 108-153
2.618 107-308
4.250 107-039
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 109-198 109-198
PP 109-190 109-190
S1 109-182 109-182

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

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