ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 09-Sep-2024
Day Change Summary
Previous Current
06-Sep-2024 09-Sep-2024 Change Change % Previous Week
Open 110-055 110-120 0-065 0.2% 109-128
High 110-208 110-142 -0-065 -0.2% 110-208
Low 109-250 110-045 0-115 0.3% 109-100
Close 110-130 110-128 -0-002 0.0% 110-130
Range 0-278 0-098 -0-180 -64.9% 1-108
ATR 0-133 0-131 -0-003 -1.9% 0-000
Volume 2,475,922 1,029,180 -1,446,742 -58.4% 7,059,619
Daily Pivots for day following 09-Sep-2024
Classic Woodie Camarilla DeMark
R4 111-078 111-040 110-181
R3 110-300 110-262 110-154
R2 110-202 110-202 110-145
R1 110-165 110-165 110-136 110-184
PP 110-105 110-105 110-105 110-114
S1 110-068 110-068 110-119 110-086
S2 110-008 110-008 110-110
S3 109-230 109-290 110-101
S4 109-132 109-192 110-074
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% 0-158 0.4% 81% False False 1,617,759
10 110-208 109-100 1-108 1.2% 0-121 0.3% 81% False False 2,066,549
20 110-208 109-042 1-165 1.4% 0-124 0.4% 84% False False 1,321,571
40 110-258 107-188 3-070 2.9% 0-119 0.3% 87% False False 662,421
60 110-258 106-162 4-095 3.9% 0-095 0.3% 91% False False 441,614
80 110-258 105-212 5-045 4.7% 0-071 0.2% 92% False False 331,210
100 110-258 105-162 5-095 4.8% 0-057 0.2% 92% False False 264,968
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111-237
2.618 111-078
1.618 110-300
1.000 110-240
0.618 110-203
HIGH 110-142
0.618 110-105
0.500 110-094
0.382 110-082
LOW 110-045
0.618 109-305
1.000 109-268
1.618 109-207
2.618 109-110
4.250 108-271
Fisher Pivots for day following 09-Sep-2024
Pivot 1 day 3 day
R1 110-116 110-108
PP 110-105 110-088
S1 110-094 110-069

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

View Archives - Comment on this page... - Back to Index of Symbols