ECBOT 5 Year T-Note Future December 2024


Trading Metrics calculated at close of trading on 07-Oct-2024
Day Change Summary
Previous Current
04-Oct-2024 07-Oct-2024 Change Change % Previous Week
Open 109-200 108-228 -0-292 -0.8% 110-080
High 109-222 108-245 -0-298 -0.8% 110-115
Low 108-240 108-140 -0-100 -0.3% 108-240
Close 108-248 108-165 -0-082 -0.2% 108-248
Range 0-302 0-105 -0-198 -65.3% 1-195
ATR 0-136 0-134 -0-002 -1.5% 0-000
Volume 2,424,472 1,776,255 -648,217 -26.7% 8,128,016
Daily Pivots for day following 07-Oct-2024
Classic Woodie Camarilla DeMark
R4 109-178 109-117 108-223
R3 109-073 109-012 108-194
R2 108-288 108-288 108-184
R1 108-227 108-227 108-175 108-205
PP 108-183 108-183 108-183 108-172
S1 108-122 108-122 108-155 108-100
S2 108-078 108-078 108-146
S3 107-293 108-017 108-136
S4 107-188 107-232 108-107
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 114-039 113-018 109-211
R3 112-164 111-143 109-069
R2 110-289 110-289 109-022
R1 109-268 109-268 108-295 109-181
PP 109-094 109-094 109-094 109-051
S1 108-073 108-073 108-200 107-306
S2 107-219 107-219 108-153
S3 106-024 106-198 108-106
S4 104-149 105-003 107-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-115 108-140 1-295 1.8% 0-156 0.4% 4% False True 1,643,916
10 110-132 108-140 1-312 1.8% 0-137 0.4% 4% False True 1,506,782
20 110-288 108-140 2-148 2.3% 0-127 0.4% 3% False True 1,418,150
40 110-288 108-140 2-148 2.3% 0-126 0.4% 3% False True 1,369,861
60 110-288 107-188 3-100 3.1% 0-122 0.4% 28% False False 914,331
80 110-288 106-162 4-125 4.0% 0-103 0.3% 46% False False 685,748
100 110-288 105-212 5-075 4.8% 0-082 0.2% 54% False False 548,598
120 110-288 105-162 5-125 5.0% 0-069 0.2% 56% False False 457,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 110-051
2.618 109-200
1.618 109-095
1.000 109-030
0.618 108-310
HIGH 108-245
0.618 108-205
0.500 108-192
0.382 108-180
LOW 108-140
0.618 108-075
1.000 108-035
1.618 107-290
2.618 107-185
4.250 107-014
Fisher Pivots for day following 07-Oct-2024
Pivot 1 day 3 day
R1 108-192 109-066
PP 108-183 108-312
S1 108-174 108-239

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

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