ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 109-128 109-222 0-095 0.3% 109-258
High 109-265 110-040 0-095 0.3% 109-305
Low 109-100 109-210 0-110 0.3% 109-110
Close 109-205 110-018 0-132 0.4% 109-128
Range 0-165 0-150 -0-015 -9.1% 0-195
ATR 0-121 0-123 0-002 2.0% 0-000
Volume 1,467,884 1,684,613 216,729 14.8% 12,576,700
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 111-112 111-055 110-100
R3 110-282 110-225 110-059
R2 110-132 110-132 110-045
R1 110-075 110-075 110-031 110-104
PP 109-302 109-302 109-302 109-317
S1 109-245 109-245 110-004 109-274
S2 109-152 109-152 109-310
S3 109-002 109-095 109-296
S4 108-172 108-265 109-255
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
5 110-040 109-100 0-260 0.7% 0-111 0.3% 91% True False 1,549,731
10 110-040 109-100 0-260 0.7% 0-114 0.3% 91% True False 2,098,536
20 110-040 109-002 1-038 1.0% 0-122 0.3% 94% True False 1,077,058
40 110-258 107-100 3-158 3.2% 0-115 0.3% 79% False False 539,014
60 110-258 106-100 4-158 4.1% 0-087 0.2% 83% False False 359,342
80 110-258 105-212 5-045 4.7% 0-065 0.2% 85% False False 269,507
100 110-258 105-162 5-095 4.8% 0-052 0.1% 86% False False 215,605
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-038
2.618 111-113
1.618 110-283
1.000 110-190
0.618 110-133
HIGH 110-040
0.618 109-303
0.500 109-285
0.382 109-267
LOW 109-210
0.618 109-117
1.000 109-060
1.618 108-287
2.618 108-137
4.250 107-212
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 110-000 109-302
PP 109-302 109-266
S1 109-285 109-230

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

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