ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 110-222 110-190 -0-032 -0.1% 109-128
High 110-288 110-240 -0-048 -0.1% 110-208
Low 110-122 110-108 -0-015 0.0% 109-100
Close 110-188 110-160 -0-028 -0.1% 110-130
Range 0-165 0-132 -0-032 -19.7% 1-108
ATR 0-134 0-134 0-000 -0.1% 0-000
Volume 1,867,451 1,537,755 -329,696 -17.7% 7,059,619
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 111-247 111-176 110-233
R3 111-114 111-043 110-196
R2 110-302 110-302 110-184
R1 110-231 110-231 110-172 110-200
PP 110-169 110-169 110-169 110-154
S1 110-098 110-098 110-148 110-068
S2 110-037 110-037 110-136
S3 109-224 109-286 110-124
S4 109-092 109-153 110-087
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
5 110-288 109-250 1-038 1.0% 0-164 0.5% 64% False False 1,646,958
10 110-288 109-100 1-188 1.4% 0-143 0.4% 75% False False 1,556,264
20 110-288 109-042 1-245 1.6% 0-129 0.4% 77% False False 1,553,819
40 110-288 107-188 3-100 3.0% 0-126 0.4% 88% False False 780,663
60 110-288 106-162 4-125 4.0% 0-102 0.3% 91% False False 520,442
80 110-288 105-212 5-075 4.7% 0-077 0.2% 92% False False 390,332
100 110-288 105-162 5-125 4.9% 0-061 0.2% 93% False False 312,265
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 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-163
2.618 111-267
1.618 111-134
1.000 111-052
0.618 111-002
HIGH 110-240
0.618 110-189
0.500 110-174
0.382 110-158
LOW 110-108
0.618 110-026
1.000 109-295
1.618 109-213
2.618 109-081
4.250 108-184
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 110-174 110-186
PP 110-169 110-178
S1 110-165 110-169

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

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