ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 30-Apr-2024
Day Change Summary
Previous Current
29-Apr-2024 30-Apr-2024 Change Change % Previous Week
Open 104-278 105-018 0-060 0.2% 104-290
High 105-035 105-035 0-000 0.0% 105-098
Low 104-278 104-232 -0-045 -0.1% 104-202
Close 105-030 104-238 -0-112 -0.3% 104-280
Range 0-078 0-122 0-045 58.1% 0-215
ATR 0-137 0-136 -0-001 -0.8% 0-000
Volume 958,804 1,699,696 740,892 77.3% 6,049,352
Daily Pivots for day following 30-Apr-2024
Classic Woodie Camarilla DeMark
R4 106-002 105-242 104-305
R3 105-200 105-120 104-271
R2 105-078 105-078 104-260
R1 104-318 104-318 104-249 104-296
PP 104-275 104-275 104-275 104-264
S1 104-195 104-195 104-226 104-174
S2 104-152 104-152 104-215
S3 104-030 104-072 104-204
S4 103-228 103-270 104-170
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 106-305 106-188 105-078
R3 106-090 105-292 105-019
R2 105-195 105-195 104-319
R1 105-078 105-078 104-300 105-029
PP 104-300 104-300 104-300 104-276
S1 104-182 104-182 104-260 104-134
S2 104-085 104-085 104-241
S3 103-190 103-288 104-221
S4 102-295 103-072 104-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-078 104-202 0-195 0.6% 0-116 0.3% 18% False False 1,304,907
10 105-182 104-202 0-300 0.9% 0-128 0.4% 12% False False 1,276,854
20 106-228 104-202 2-025 2.0% 0-146 0.4% 5% False False 1,445,232
40 108-018 104-202 3-135 3.3% 0-131 0.4% 3% False False 1,307,764
60 108-082 104-202 3-200 3.5% 0-132 0.4% 3% False False 1,199,563
80 109-128 104-202 4-245 4.5% 0-125 0.4% 2% False False 899,947
100 109-128 104-202 4-245 4.5% 0-102 0.3% 2% False False 719,958
120 109-128 104-202 4-245 4.5% 0-085 0.3% 2% False False 599,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106-236
2.618 106-036
1.618 105-233
1.000 105-158
0.618 105-111
HIGH 105-035
0.618 104-308
0.500 104-294
0.382 104-279
LOW 104-232
0.618 104-157
1.000 104-110
1.618 104-034
2.618 103-232
4.250 103-032
Fisher Pivots for day following 30-Apr-2024
Pivot 1 day 3 day
R1 104-294 104-294
PP 104-275 104-275
S1 104-256 104-256

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

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