ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 24-Apr-2024
Day Change Summary
Previous Current
23-Apr-2024 24-Apr-2024 Change Change % Previous Week
Open 105-028 105-055 0-028 0.1% 105-175
High 105-098 105-062 -0-035 -0.1% 105-185
Low 104-288 104-308 0-020 0.1% 104-252
Close 105-065 105-012 -0-052 -0.2% 105-020
Range 0-130 0-075 -0-055 -42.3% 0-252
ATR 0-145 0-140 -0-005 -3.3% 0-000
Volume 1,288,718 1,321,370 32,652 2.5% 7,609,396
Daily Pivots for day following 24-Apr-2024
Classic Woodie Camarilla DeMark
R4 105-246 105-204 105-054
R3 105-171 105-129 105-033
R2 105-096 105-096 105-026
R1 105-054 105-054 105-019 105-038
PP 105-021 105-021 105-021 105-012
S1 104-299 104-299 105-006 104-282
S2 104-266 104-266 104-319
S3 104-191 104-224 104-312
S4 104-116 104-149 104-291
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 107-163 107-024 105-159
R3 106-231 106-092 105-089
R2 105-298 105-298 105-066
R1 105-159 105-159 105-043 105-102
PP 105-046 105-046 105-046 105-018
S1 104-227 104-227 104-317 104-170
S2 104-113 104-113 104-294
S3 103-181 103-294 104-271
S4 102-248 103-042 104-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-182 104-270 0-232 0.7% 0-126 0.4% 27% False False 1,249,233
10 105-208 104-252 0-275 0.8% 0-147 0.4% 29% False False 1,448,770
20 107-065 104-252 2-132 2.3% 0-146 0.4% 10% False False 1,416,037
40 108-018 104-252 3-085 3.1% 0-131 0.4% 8% False False 1,326,557
60 109-128 104-252 4-195 4.4% 0-137 0.4% 5% False False 1,113,079
80 109-128 104-252 4-195 4.4% 0-120 0.4% 5% False False 834,908
100 109-128 104-252 4-195 4.4% 0-097 0.3% 5% False False 667,926
120 109-128 104-252 4-195 4.4% 0-081 0.2% 5% False False 556,605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 106-061
2.618 105-259
1.618 105-184
1.000 105-138
0.618 105-109
HIGH 105-062
0.618 105-034
0.500 105-025
0.382 105-016
LOW 104-308
0.618 104-261
1.000 104-232
1.618 104-186
2.618 104-111
4.250 103-309
Fisher Pivots for day following 24-Apr-2024
Pivot 1 day 3 day
R1 105-025 105-024
PP 105-021 105-020
S1 105-017 105-016

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

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