ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 110-035 110-055 0-020 0.1% 109-128
High 110-095 110-208 0-112 0.3% 110-208
Low 109-312 109-250 -0-062 -0.2% 109-100
Close 110-050 110-130 0-080 0.2% 110-130
Range 0-102 0-278 0-175 170.7% 1-108
ATR 0-122 0-133 0-011 9.1% 0-000
Volume 1,431,200 2,475,922 1,044,722 73.0% 7,059,619
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 112-282 112-163 110-283
R3 112-004 111-206 110-206
R2 111-047 111-047 110-181
R1 110-248 110-248 110-155 110-308
PP 110-089 110-089 110-089 110-119
S1 109-291 109-291 110-105 110-030
S2 109-132 109-132 110-079
S3 108-174 109-013 110-054
S4 107-217 108-056 109-297
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 114-042 113-193 111-045
R3 112-254 112-086 110-248
R2 111-147 111-147 110-208
R1 110-298 110-298 110-169 111-062
PP 110-039 110-039 110-039 110-081
S1 109-191 109-191 110-091 109-275
S2 108-252 108-252 110-052
S3 107-144 108-083 110-012
S4 106-037 106-296 109-215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-208 109-100 1-108 1.2% 0-156 0.4% 82% True False 1,698,735
10 110-208 109-100 1-108 1.2% 0-124 0.4% 82% True False 2,206,406
20 110-208 109-042 1-165 1.4% 0-123 0.3% 84% True False 1,271,000
40 110-258 107-188 3-070 2.9% 0-119 0.3% 88% False False 636,692
60 110-258 106-162 4-095 3.9% 0-093 0.3% 91% False False 424,461
80 110-258 105-212 5-045 4.7% 0-070 0.2% 92% False False 318,346
100 110-258 105-162 5-095 4.8% 0-056 0.2% 92% False False 254,676
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 0-034
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 114-107
2.618 112-294
1.618 112-016
1.000 111-165
0.618 111-059
HIGH 110-208
0.618 110-101
0.500 110-069
0.382 110-036
LOW 109-250
0.618 109-079
1.000 108-292
1.618 108-121
2.618 107-164
4.250 106-031
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 110-110 110-103
PP 110-089 110-076
S1 110-069 110-049

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

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